{"about":{"site":"https://codewithpapers.app","non_affiliation":"Code with Papers and Syntology are not affiliated with, endorsed by, or sponsored by Papers with Code, Meta, or the pwc-archive mirror.","licence":"CC BY-SA 4.0","licence_url":"https://creativecommons.org/licenses/by-sa/4.0/legalcode","attribution":"https://codewithpapers.app/attribution","modified":"archive material modified by Syntology; see the attribution page"},"url":"/paper/multiway-ensemble-kalman-filter","title":"Multiway Ensemble Kalman Filter","arxiv_id":"2112.04322","date":"2021-12-08","proceeding":null,"authors":["Yu Wang","Alfred Hero"],"abstract":"In this work, we study the emergence of sparsity and multiway structures in second-order statistical characterizations of dynamical processes governed by partial differential equations (PDEs). We consider several state-of-the-art multiway covariance and inverse covariance (precision) matrix estimators and examine their pros and cons in terms of accuracy and interpretability in the context of physics-driven forecasting when incorporated into the ensemble Kalman filter (EnKF). In particular, we show that multiway data generated from the Poisson and the convection-diffusion types of PDEs can be accurately tracked via EnKF when integrated with appropriate covariance and precision matrix estimators.","url_abs":"https://arxiv.org/abs/2112.04322v1","url_pdf":"https://arxiv.org/pdf/2112.04322v1.pdf","source":{"archive":"pwc-archive (Hugging Face), CC BY-SA 4.0","snapshot":"2025-07-28","licence_url":"https://creativecommons.org/licenses/by-sa/4.0/legalcode","row_kind":"abstracts"},"code_links":[{"paper_slug":"multiway-ensemble-kalman-filter","repo_url":"https://github.com/ywa136/TensorGraphicalModels.jl","is_official":1,"mentioned_in_paper":1,"mentioned_in_github":0,"framework":"none","reach":{"status":"ok","spdx":"MIT"}}],"tasks":[],"methods":[],"datasets_introduced":[],"methods_introduced":[],"results":[],"syntology":{"atlas_url":"https://app.syntology.ai/?focus=2112.04322","mcp":null,"developers":"https://syntology.ai/developers"},"arxiv_metadata":null,"syntology_extracted_results":null}