{"id":"https://openalex.org/W1941377048","doi":"https://doi.org/10.1137/15m100955x","title":"Multilevel ensemble Kalman filtering","display_name":"Multilevel ensemble Kalman filtering","publication_year":2016,"publication_date":"2016-01-01","ids":{"openalex":"https://openalex.org/W1941377048","doi":"https://doi.org/10.1137/15m100955x","mag":"1941377048"},"language":"en","primary_location":{"id":"doi:10.1137/15m100955x","is_oa":false,"landing_page_url":"https://doi.org/10.1137/15m100955x","pdf_url":null,"source":{"id":"https://openalex.org/S203348814","display_name":"SIAM Journal on Numerical Analysis","issn_l":"0036-1429","issn":["0036-1429","1095-7170"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310320508","host_organization_name":"Society for Industrial and Applied Mathematics","host_organization_lineage":["https://openalex.org/P4310320508"],"host_organization_lineage_names":["Society for Industrial and Applied Mathematics"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"SIAM Journal on Numerical Analysis","raw_type":"journal-article"},"type":"article","indexed_in":["arxiv","crossref"],"open_access":{"is_oa":true,"oa_status":"green","oa_url":"https://arxiv.org/pdf/1502.06069","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5064285892","display_name":"H\u00e5kon Hoel","orcid":"https://orcid.org/0000-0003-0723-6641"},"institutions":[{"id":"https://openalex.org/I71920554","display_name":"King Abdullah University of Science and Technology","ror":"https://ror.org/01q3tbs38","country_code":"SA","type":"education","lineage":["https://openalex.org/I71920554"]},{"id":"https://openalex.org/I184942183","display_name":"University of Oslo","ror":"https://ror.org/01xtthb56","country_code":"NO","type":"education","lineage":["https://openalex.org/I184942183"]},{"id":"https://openalex.org/I4210099236","display_name":"Kootenay Association for Science & Technology","ror":"https://ror.org/011pv9p44","country_code":"CA","type":"nonprofit","lineage":["https://openalex.org/I4210099236"]}],"countries":["CA","NO","SA"],"is_corresponding":true,"raw_author_name":"H\u00e5kon Hoel","raw_affiliation_strings":["KAUST","University of Oslo"],"affiliations":[{"raw_affiliation_string":"KAUST","institution_ids":["https://openalex.org/I4210099236","https://openalex.org/I71920554"]},{"raw_affiliation_string":"University of Oslo","institution_ids":["https://openalex.org/I184942183"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5053058869","display_name":"Kody J. H. Law","orcid":"https://orcid.org/0000-0003-3133-2537"},"institutions":[{"id":"https://openalex.org/I1289243028","display_name":"Oak Ridge National Laboratory","ror":"https://ror.org/01qz5mb56","country_code":"US","type":"facility","lineage":["https://openalex.org/I1289243028","https://openalex.org/I1330989302","https://openalex.org/I39565521","https://openalex.org/I4210159294"]}],"countries":["US"],"is_corresponding":false,"raw_author_name":"Kody J. H. Law","raw_affiliation_strings":["Oak Ridge National Laboratory"],"affiliations":[{"raw_affiliation_string":"Oak Ridge National Laboratory","institution_ids":["https://openalex.org/I1289243028"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5004939553","display_name":"Ra\u00fal Tempone","orcid":"https://orcid.org/0000-0003-1967-4446"},"institutions":[{"id":"https://openalex.org/I4210099236","display_name":"Kootenay Association for Science & Technology","ror":"https://ror.org/011pv9p44","country_code":"CA","type":"nonprofit","lineage":["https://openalex.org/I4210099236"]}],"countries":["CA"],"is_corresponding":false,"raw_author_name":"Raul Tempone","raw_affiliation_strings":["Kaust"],"affiliations":[{"raw_affiliation_string":"Kaust","institution_ids":["https://openalex.org/I4210099236"]}]}],"institutions":[],"countries_distinct_count":4,"institutions_distinct_count":3,"corresponding_author_ids":["https://openalex.org/A5064285892"],"corresponding_institution_ids":["https://openalex.org/I184942183","https://openalex.org/I4210099236","https://openalex.org/I71920554"],"apc_list":null,"apc_paid":null,"fwci":9.7181,"has_fulltext":true,"cited_by_count":84,"citation_normalized_percentile":{"value":0.97958646,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":97,"max":99},"biblio":{"volume":"54","issue":"3","first_page":"1813","last_page":"1839"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10711","display_name":"Target Tracking and Data Fusion in Sensor Networks","score":0.9965999722480774,"subfield":{"id":"https://openalex.org/subfields/1702","display_name":"Artificial Intelligence"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},"topics":[{"id":"https://openalex.org/T10711","display_name":"Target Tracking and Data Fusion in Sensor Networks","score":0.9965999722480774,"subfield":{"id":"https://openalex.org/subfields/1702","display_name":"Artificial Intelligence"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T10466","display_name":"Meteorological Phenomena and Simulations","score":0.995199978351593,"subfield":{"id":"https://openalex.org/subfields/1902","display_name":"Atmospheric Science"},"field":{"id":"https://openalex.org/fields/19","display_name":"Earth and Planetary Sciences"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T13126","display_name":"Scientific Research and Discoveries","score":0.972599983215332,"subfield":{"id":"https://openalex.org/subfields/3109","display_name":"Statistical and Nonlinear Physics"},"field":{"id":"https://openalex.org/fields/31","display_name":"Physics and Astronomy"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/kalman-filter","display_name":"Kalman filter","score":0.6818084716796875},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.6694306135177612},{"id":"https://openalex.org/keywords/ensemble-kalman-filter","display_name":"Ensemble Kalman filter","score":0.6360228657722473},{"id":"https://openalex.org/keywords/monte-carlo-method","display_name":"Monte Carlo method","score":0.6252953410148621},{"id":"https://openalex.org/keywords/stochastic-differential-equation","display_name":"Stochastic differential equation","score":0.604776918888092},{"id":"https://openalex.org/keywords/applied-mathematics","display_name":"Applied mathematics","score":0.5521124005317688},{"id":"https://openalex.org/keywords/statistical-physics","display_name":"Statistical physics","score":0.40569382905960083},{"id":"https://openalex.org/keywords/algorithm","display_name":"Algorithm","score":0.39749181270599365},{"id":"https://openalex.org/keywords/mathematical-optimization","display_name":"Mathematical optimization","score":0.34249401092529297},{"id":"https://openalex.org/keywords/extended-kalman-filter","display_name":"Extended Kalman filter","score":0.3047502636909485},{"id":"https://openalex.org/keywords/statistics","display_name":"Statistics","score":0.20013964176177979},{"id":"https://openalex.org/keywords/physics","display_name":"Physics","score":0.075582355260849}],"concepts":[{"id":"https://openalex.org/C157286648","wikidata":"https://www.wikidata.org/wiki/Q846780","display_name":"Kalman filter","level":2,"score":0.6818084716796875},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.6694306135177612},{"id":"https://openalex.org/C79334102","wikidata":"https://www.wikidata.org/wiki/Q3072268","display_name":"Ensemble Kalman filter","level":4,"score":0.6360228657722473},{"id":"https://openalex.org/C19499675","wikidata":"https://www.wikidata.org/wiki/Q232207","display_name":"Monte Carlo method","level":2,"score":0.6252953410148621},{"id":"https://openalex.org/C51955184","wikidata":"https://www.wikidata.org/wiki/Q1545585","display_name":"Stochastic differential equation","level":2,"score":0.604776918888092},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.5521124005317688},{"id":"https://openalex.org/C121864883","wikidata":"https://www.wikidata.org/wiki/Q677916","display_name":"Statistical physics","level":1,"score":0.40569382905960083},{"id":"https://openalex.org/C11413529","wikidata":"https://www.wikidata.org/wiki/Q8366","display_name":"Algorithm","level":1,"score":0.39749181270599365},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.34249401092529297},{"id":"https://openalex.org/C206833254","wikidata":"https://www.wikidata.org/wiki/Q5421817","display_name":"Extended Kalman filter","level":3,"score":0.3047502636909485},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.20013964176177979},{"id":"https://openalex.org/C121332964","wikidata":"https://www.wikidata.org/wiki/Q413","display_name":"Physics","level":0,"score":0.075582355260849}],"mesh":[],"locations_count":7,"locations":[{"id":"doi:10.1137/15m100955x","is_oa":false,"landing_page_url":"https://doi.org/10.1137/15m100955x","pdf_url":null,"source":{"id":"https://openalex.org/S203348814","display_name":"SIAM Journal on Numerical Analysis","issn_l":"0036-1429","issn":["0036-1429","1095-7170"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310320508","host_organization_name":"Society for Industrial and Applied Mathematics","host_organization_lineage":["https://openalex.org/P4310320508"],"host_organization_lineage_names":["Society for Industrial and Applied Mathematics"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"SIAM Journal on Numerical Analysis","raw_type":"journal-article"},{"id":"pmh:oai:arXiv.org:1502.06069","is_oa":true,"landing_page_url":"http://arxiv.org/abs/1502.06069","pdf_url":"https://arxiv.org/pdf/1502.06069","source":{"id":"https://openalex.org/S4306400194","display_name":"arXiv (Cornell University)","issn_l":null,"issn":null,"is_oa":true,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I205783295","host_organization_name":"Cornell University","host_organization_lineage":["https://openalex.org/I205783295"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"text"},{"id":"pmh:oai:pure.atira.dk:publications/fe681c4c-79fb-409a-a14b-c5f8ed747eb4","is_oa":true,"landing_page_url":null,"pdf_url":"https://www.research.manchester.ac.uk/portal/en/publications/multilevel-ensemble-kalman-filtering(fe681c4c-79fb-409a-a14b-c5f8ed747eb4).html","source":{"id":"https://openalex.org/S4306400662","display_name":"Research Explorer (The University of Manchester)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I28407311","host_organization_name":"University of Manchester","host_organization_lineage":["https://openalex.org/I28407311"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"","raw_type":""},{"id":"pmh:oai:pure.atira.dk:publications/fe681c4c-79fb-409a-a14b-c5f8ed747eb4","is_oa":true,"landing_page_url":"https://research.manchester.ac.uk/en/publications/fe681c4c-79fb-409a-a14b-c5f8ed747eb4","pdf_url":"https://www.research.manchester.ac.uk/portal/en/publications/multilevel-ensemble-kalman-filtering(fe681c4c-79fb-409a-a14b-c5f8ed747eb4).html","source":{"id":"https://openalex.org/S4306400662","display_name":"Research Explorer (The University of Manchester)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I28407311","host_organization_name":"University of Manchester","host_organization_lineage":["https://openalex.org/I28407311"],"host_organization_lineage_names":[],"type":"repository"},"license":"other-oa","license_id":"https://openalex.org/licenses/other-oa","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"Hoel, H, Law, K J H & Tempone, R 2016, 'Multilevel ensemble Kalman filtering', SIAM JOURNAL ON NUMERICAL ANALYSIS, vol. 54, no. 3, pp. 1813-1839. https://doi.org/10.1137/15M100955X","raw_type":"info:eu-repo/semantics/publishedVersion"},{"id":"pmh:oai:osti.gov:1302921","is_oa":true,"landing_page_url":"https://www.osti.gov/biblio/1302921","pdf_url":null,"source":{"id":"https://openalex.org/S4306402487","display_name":"OSTI OAI (U.S. Department of Energy Office of Scientific and Technical Information)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I139351228","host_organization_name":"Office of Scientific and Technical Information","host_organization_lineage":["https://openalex.org/I139351228"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":null},{"id":"pmh:oai:repository.kaust.edu.sa:10754/617315","is_oa":false,"landing_page_url":"http://hdl.handle.net/10754/617315","pdf_url":null,"source":{"id":"https://openalex.org/S4306401596","display_name":"King Abdullah University of Science and Technology Repository (King Abdullah University of Science and Technology)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I71920554","host_organization_name":"King Abdullah University of Science and Technology","host_organization_lineage":["https://openalex.org/I71920554"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"","raw_type":"Article"},{"id":"pmh:oai:repository.kaust.edu.sa:10754/624861","is_oa":false,"landing_page_url":"http://hdl.handle.net/10754/624861","pdf_url":null,"source":{"id":"https://openalex.org/S4306401596","display_name":"King Abdullah University of Science and Technology Repository (King Abdullah University of Science and Technology)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I71920554","host_organization_name":"King Abdullah University of Science and Technology","host_organization_lineage":["https://openalex.org/I71920554"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"","raw_type":"Presentation"}],"best_oa_location":{"id":"pmh:oai:arXiv.org:1502.06069","is_oa":true,"landing_page_url":"http://arxiv.org/abs/1502.06069","pdf_url":"https://arxiv.org/pdf/1502.06069","source":{"id":"https://openalex.org/S4306400194","display_name":"arXiv (Cornell University)","issn_l":null,"issn":null,"is_oa":true,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I205783295","host_organization_name":"Cornell University","host_organization_lineage":["https://openalex.org/I205783295"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"text"},"sustainable_development_goals":[],"awards":[],"funders":[{"id":"https://openalex.org/F4320322320","display_name":"King Abdullah University of Science and Technology","ror":"https://ror.org/01q3tbs38"},{"id":"https://openalex.org/F4320337547","display_name":"Laboratory Directed Research and Development","ror":"https://ror.org/01e41cf67"},{"id":"https://openalex.org/F4320338287","display_name":"Oak Ridge National Laboratory","ror":"https://ror.org/01qz5mb56"}],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":49,"referenced_works":["https://openalex.org/W277831955","https://openalex.org/W1534416612","https://openalex.org/W1573874356","https://openalex.org/W1584623820","https://openalex.org/W1596195796","https://openalex.org/W1835030294","https://openalex.org/W1921511217","https://openalex.org/W1991681863","https://openalex.org/W2006367766","https://openalex.org/W2009104157","https://openalex.org/W2012040648","https://openalex.org/W2019923980","https://openalex.org/W2024771618","https://openalex.org/W2039393861","https://openalex.org/W2054247041","https://openalex.org/W2062125287","https://openalex.org/W2069366742","https://openalex.org/W2082278382","https://openalex.org/W2084943008","https://openalex.org/W2087158441","https://openalex.org/W2091977478","https://openalex.org/W2098056745","https://openalex.org/W2105934661","https://openalex.org/W2117358914","https://openalex.org/W2122512809","https://openalex.org/W2126736494","https://openalex.org/W2127981460","https://openalex.org/W2130351130","https://openalex.org/W2135459060","https://openalex.org/W2136037939","https://openalex.org/W2141918307","https://openalex.org/W2157098139","https://openalex.org/W2163715525","https://openalex.org/W2179860363","https://openalex.org/W2208813648","https://openalex.org/W2247836589","https://openalex.org/W2248527798","https://openalex.org/W2952136120","https://openalex.org/W2963298797","https://openalex.org/W3099609308","https://openalex.org/W3100611908","https://openalex.org/W3101788651","https://openalex.org/W3103019089","https://openalex.org/W3106115551","https://openalex.org/W4230055019","https://openalex.org/W4231021340","https://openalex.org/W4250389103","https://openalex.org/W4292070112","https://openalex.org/W4388085068"],"related_works":["https://openalex.org/W2119007379","https://openalex.org/W4206024512","https://openalex.org/W2525014937","https://openalex.org/W2103062922","https://openalex.org/W2162299404","https://openalex.org/W2014787281","https://openalex.org/W2053335193","https://openalex.org/W2394115825","https://openalex.org/W4233345519","https://openalex.org/W2130896823"],"abstract_inverted_index":{"This":[0],"work":[1],"embeds":[2],"a":[3,41,47],"multilevel":[4,55,63],"Monte":[5,11],"Carlo":[6,12],"sampling":[7],"strategy":[8],"into":[9],"the":[10,15,21],"step":[13],"of":[14,23,49,58,73],"ensemble":[16],"Kalman":[17],"filter":[18],"(EnKF)":[19],"in":[20,71],"setting":[22],"finite":[24],"dimensional":[25],"signal":[26,33],"evolution":[27],"and":[28,46],"noisy":[29],"discrete-time":[30],"observations.":[31],"The":[32,61,79],"dynamics":[34],"is":[35,52,65],"assumed":[36],"to":[37,67],"be":[38],"governed":[39],"by":[40],"stochastic":[42],"differential":[43],"equation":[44],"(SDE),":[45],"hierarchy":[48],"time":[50],"grids":[51],"introduced":[53],"for":[54],"numerical":[56],"integration":[57],"that":[59],"SDE.":[60],"resulting":[62],"EnKF":[64,70],"proved":[66],"asymptotically":[68],"outperform":[69],"terms":[72],"computational":[74],"cost":[75],"versus":[76],"approximation":[77],"accuracy.":[78],"theoretical":[80],"results":[81],"are":[82],"illustrated":[83],"numerically.":[84]},"counts_by_year":[{"year":2025,"cited_by_count":4},{"year":2024,"cited_by_count":11},{"year":2023,"cited_by_count":10},{"year":2022,"cited_by_count":15},{"year":2021,"cited_by_count":9},{"year":2020,"cited_by_count":13},{"year":2019,"cited_by_count":7},{"year":2018,"cited_by_count":4},{"year":2017,"cited_by_count":6},{"year":2016,"cited_by_count":5}],"updated_date":"2026-04-05T17:49:38.594831","created_date":"2020-11-23T00:00:00"}
