A new ensemble Kalman filter built on possibility theory fits the tightest Gaussian possibility function to weighted particles, yielding better calibrated uncertainty estimates from small ensembles.
Representing parametric probabilistic models tainted with imprecision
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Redesigning the ensemble Kalman filter with a dedicated model of epistemic uncertainty
A new ensemble Kalman filter built on possibility theory fits the tightest Gaussian possibility function to weighted particles, yielding better calibrated uncertainty estimates from small ensembles.