The GIGG-EnKF: ensemble Kalman filtering for highly skewed non-negative uncertainty distributions
Craig H Bishop
Quarterly Journal of the Royal Meteorological Society | WILEY | Published : 2016
Awarded by Office of Naval Research
This work was inspired, in part, by conversations with Derek Posselt and Daniel Hodyss on qualitative differences between the posterior distributions delivered by EnKFs and those of Monte-Carlo-Markov-Chains. The author gratefully acknowledges financial support from the Office of Naval Research, Grant N0001413WX00008.