Blar i NTNU Open på forfatter "Loe, Margrethe Kvale"
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Ensemble updating for a state-space model with categorical variables
Loe, Margrethe Kvale (Doctoral theses at NTNU;2021:303, Doctoral thesis, 2021) -
Ensemble updating of binary state vectors by maximising the expected number of unchanged components
Loe, Margrethe Kvale; Tjelmeland, Håkon (Peer reviewed; Journal article, 2020)The main challenge in ensemble-based filtering methods is the updating of a prior ensemble to a posterior ensemble. In the ensemble Kalman filter (EnKF), a linear-Gaussian model is introduced to overcome this issue, and ... -
Ensemble updating of categorical state vectors
Loe, Margrethe Kvale; Tjelmeland, Håkon (Peer reviewed; Journal article, 2022)An ensemble updating method for categorical state vectors is proposed. The method is based on a Bayesian view of the ensemble Kalman filter (EnKF). In the EnKF, Gaussian approximations to the forecast and filtering ... -
Simulation from doubly-intractable distributions without perfect sampling
Loe, Margrethe Kvale (Master thesis, 2015)In this thesis, we propose an exact auxiliary variable MCMC algorithm for doubly-intractable distributions. Such distributions arise in Bayesian inference when the likelihood has an intractable normalising constant which ...