Ensemble Kalman filter regularization using leave-one-out data cross-validation

Lautaro Jerónimo Rayo Schiappacasse, Ibrahim Hoteit

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Abstract

In this work, the classical leave-one-out cross-validation method for selecting a regularization parameter for the Tikhonov problem is implemented within the EnKF framework. Following the original concept, the regularization parameter is selected such that it minimizes the predictive error. Some ideas about the implementation, suitability and conceptual interest of the method are discussed. Finally, what will be called the data cross-validation regularized EnKF (dCVr-EnKF) is implemented in a 2D 2-phase synthetic oil reservoir experiment and the results analyzed.
Original languageEnglish (US)
Title of host publicationInternational Conference of Numerical Analysis and Applied Mathematics, ICNAAM 2012
PublisherAIP Publishing
Pages1247-1250
Number of pages4
ISBN (Print)9780735410916
DOIs
StatePublished - Sep 27 2012

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