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Ensemble Kalman Sampler in docs doesn't match the implementation #50

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odunbar opened this issue Sep 6, 2021 · 2 comments · Fixed by #69
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Ensemble Kalman Sampler in docs doesn't match the implementation #50

odunbar opened this issue Sep 6, 2021 · 2 comments · Fixed by #69
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@agarbuno @odunbar

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@odunbar
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odunbar commented Sep 6, 2021 •
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We talk about the vanilla EKS implementation, however in implementation we use a linear-corrected version proposed through the paper chain of here, and subsequently here . This is shown to have better numerical and analytical properties than the original proposed EKS.

The authors of the final paper I believe give the correction of the method a new name too. We should take care with how it is presented. Perhaps I can work with @agarbuno with the documentation for this
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odunbar commented Sep 8, 2021

We should also mention the adaptive timestepping used.

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Yep, so we basically need to incorporate:

  • Wording and references.
  • Time-stepping scheme and references.

@agarbuno agarbuno mentioned this issue Oct 28, 2021
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bors bot added a commit that referenced this issue Dec 9, 2021
@bors @agarbuno @odunbar
Merge #69
6f7f3d5 
69: EKS docs update. r=agarbuno a=agarbuno

Updates EKS documentation to match the finite-sample correction. It should resolve #50. 

Co-authored-by: agarbuno <[email protected]>
Co-authored-by: Alfredo Garbuno Iñigo <[email protected]>
Co-authored-by: odunbar <[email protected]>
@bors bors bot closed this as completed in a48fe6d Dec 9, 2021
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EKS docs update. CliMA/EnsembleKalmanProcesses.jl
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