Journal article

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

University of Melbourne Researchers


Awarded by Office of Naval Research

Funding Acknowledgements

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.