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Localizers

EnsembleKalmanProcesses.Localizers.Localizer — Type
Localizer{LM <: LocalizationMethod, T}

Structure that defines a localize function, based on a localization method.

Fields

  • localize::Function

    Localizing function of the form: cov -> kernel .* cov

Constructors

Localizer(localization, p, d, J)
Localizer(localization, p, d, J, T)

defined at /home/runner/work/EnsembleKalmanProcesses.jl/EnsembleKalmanProcesses.jl/src/Localizers.jl:122.

Localizer(localization, p, d, J)
Localizer(localization, p, d, J, T)

defined at /home/runner/work/EnsembleKalmanProcesses.jl/EnsembleKalmanProcesses.jl/src/Localizers.jl:128.

Localizer(localization, p, d, J)
Localizer(localization, p, d, J, T)

defined at /home/runner/work/EnsembleKalmanProcesses.jl/EnsembleKalmanProcesses.jl/src/Localizers.jl:134.

Localizer(localization, p, d, J)
Localizer(localization, p, d, J, T)

defined at /home/runner/work/EnsembleKalmanProcesses.jl/EnsembleKalmanProcesses.jl/src/Localizers.jl:179.

Localizer(localization, p, d, J)
Localizer(localization, p, d, J, T)

defined at /home/runner/work/EnsembleKalmanProcesses.jl/EnsembleKalmanProcesses.jl/src/Localizers.jl:199.

Localizer(localization, p, d, J)
Localizer(localization, p, d, J, T)

defined at /home/runner/work/EnsembleKalmanProcesses.jl/EnsembleKalmanProcesses.jl/src/Localizers.jl:238.

source
EnsembleKalmanProcesses.Localizers.RBF — Type
RBF{FT <: Real} <: LocalizationMethod

Radial basis function localization method. Covariance terms $C_{i,j}$ are damped through multiplication with a centered Gaussian with standardized deviation $d(i,j)= \vert i-j \vert / l$.

Fields

  • lengthscale::Real

    Length scale defining the RBF kernel

source
EnsembleKalmanProcesses.Localizers.BernoulliDropout — Type
BernoulliDropout{FT <: Real} <: LocalizationMethod

Localization method that drops cross-covariance terms with probability $1-p$, retaining a Hermitian structure.

Fields

  • prob::Real

    Probability of keeping a given cross-covariance term

source
EnsembleKalmanProcesses.Localizers.SEC — Type
SEC{FT <: Real} <: LocalizationMethod

Sampling error correction that shrinks correlations by a factor of $\vert r \vert ^\alpha$, as per Lee (2021). Sparsity of the resulting correlations can be imposed through the parameter r_0.

Lee, Y. (2021). Sampling error correction in ensemble Kalman inversion. arXiv:2105.11341 [cs, math]. http://arxiv.org/abs/2105.11341

Fields

  • α::Real

    Controls degree of sampling error correction

  • r_0::Real

    Cutoff correlation

source
EnsembleKalmanProcesses.Localizers.SECFisher — Type
SECFisher <: LocalizationMethod

Sampling error correction for EKI, as per Lee (2021), but using the method from Flowerdew (2015) based on the Fisher transformation. Correlations are shrinked by a factor determined by the sample correlation and the ensemble size.

Flowerdew, J. (2015). Towards a theory of optimal localisation. Tellus A: Dynamic Meteorology and Oceanography, 67(1), 25257. https://doi.org/10.3402/tellusa.v67.25257

Lee, Y. (2021). Sampling error correction in ensemble Kalman inversion. arXiv:2105.11341 [cs, math]. http://arxiv.org/abs/2105.11341

source