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Exact affine conditioning beyond Gaussians: a unique characterization of the ensemble Kalman update

Jorgensen, Frederic J. N. et al.
arXiv (All) · Papers · License: Open Access
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numerical-analysisoptimization-and-controlprobabilitystatistics-theory
statistics theory, numerical analysis, optimization and control, probability, 65c35, 62f15, 93e11, g.3; i.6.5
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