Research Article
Estimation of Spatially Varying Parameters with Application to Hyperbolic SPDES
Algorithm 3
EnKBF likelihood with MH.
Require:, , , , , , and . | Ensure:. | 1: fortodo | 2: Draw . | 3: Compute . | 4: forto, do | 5: fortodo | 6: Run a single-step EnKBF prediction ensemble | 7: Run a single-step EnKBF analysis ensemble | 8: end for | 9: Compute prediction ensemble mean: . | 10: Compute analysis ensemble mean: . | 11: Compute covariance: . | 12: end for | 13: Metropolis-Hastings | 14: Compute | 15: Compute | 16: ifthen | 17: | 18: else | 19: | 20: end if | 21: end for |
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