Filtering on Lorenz–63
5.744Average EW2Diffusion
Evaluation results
| Method | Links | |
|---|---|---|
| DiffusionEnsemble size (N)=1000, Optimal Bandwidth (sigma_x)=0.025, Optimal Bandwidth (sigma_y)=0.25, Range of sampling steps=13 – 172026.03 | 5.744 | |
| DiffusionEnsemble size (N)=500, Optimal Bandwidth (sigma_x)=0.025, Optimal Bandwidth (sigma_y)=0.25, Range of sampling steps=12 – 162026.03 | 6.233 | |
| DiffusionEnsemble size (N)=250, Optimal Bandwidth (sigma_x)=0.050, Optimal Bandwidth (sigma_y)=0.25, Range of sampling steps=11 – 152026.03 | 6.553 | |
| DiffusionEnsemble size (N)=100, Optimal Bandwidth (sigma_x)=0.100, Optimal Bandwidth (sigma_y)=0.25, Range of sampling steps=10 – 132026.03 | 8.474 | |
| DiffusionEnsemble size (N)=50, Optimal Bandwidth (sigma_x)=0.100, Optimal Bandwidth (sigma_y)=0.50, Range of sampling steps=12 – 162026.03 | 9.774 | |
| EnKFEnsemble size (N)=5002026.03 | 11.865 | |
| EnKFEnsemble size (N)=2502026.03 | 12.017 | |
| DiffusionEnsemble size (N)=20, Optimal Bandwidth (sigma_x)=0.200, Optimal Bandwidth (sigma_y)=0.50, Range of sampling steps=9 – 122026.03 | 12.809 | |
| EnKFEnsemble size (N)=10002026.03 | 12.944 | |
| EnKFEnsemble size (N)=1002026.03 | 13.768 | |
| EnKFEnsemble size (N)=502026.03 | 13.773 | |
| EnKFEnsemble size (N)=202026.03 | 14.768 | |
| SIREnsemble size (N)=10002026.03 | 14.851 | |
| SIREnsemble size (N)=5002026.03 | 15.332 | |
| SIREnsemble size (N)=2502026.03 | 16.882 | |
| SIREnsemble size (N)=1002026.03 | 17.4 | |
| SIREnsemble size (N)=202026.03 | 17.44 | |
| SIREnsemble size (N)=502026.03 | 17.867 |