edu.ucar.opensky::articles:14420 UCAR/NCAR - Library OpenSky Support PO Box 3000 Boulder CO 80307-3000 opensky@ucar.edu http://opensky.ucar.edu/ homepage pointOfContact 2025-12-26T03:24:30.159579 ISO 19115-2 Geographic Information - Metadata - Part 2: Extensions for Imagery and Gridded Data ISO 19115-2:2009(E) https://n2t.org/ark:/85065/d7v9892n A non-Gaussian analysis scheme using rank histograms for ensemble data assimilation 2014-08-25T00:00:00Z publication https://n2t.org/ark:/85065/d7v9892n https://doi.org/10.5194/npg-21-869-2014 Metref, S. author Cosme, E. author Snyder, Chris author UCAR/NCAR - Library publisher One challenge of geophysical data assimilation is to address the issue of non-Gaussianities in the distributions of the physical variables ensuing, in many cases, from nonlinear dynamical models. Non-Gaussian ensemble analysis methods fall into two categories, those remapping the ensemble particles by approximating the best linear unbiased estimate, for example, the ensemble Kalman filter (EnKF), and those resampling the particles by directly applying Bayes' rule, like particle filters. In this article, it is suggested that the most common remapping methods can only handle weakly non-Gaussian distributions, while the others suffer from sampling issues. In between those two categories, a new remapping method directly applying Bayes' rule, the multivariate rank histogram filter (MRHF), is introduced as an extension of the rank histogram filter (RHF) first introduced by Anderson (2010). Its performance is evaluated and compared with several data assimilation methods, on different levels of non-Gaussianity with the Lorenz 63 model. The method's behavior is then illustrated on a simple density estimation problem using ensemble simulations from a coupled physical–biogeochemical model of the North Atlantic ocean. The MRHF performs well with low-dimensional systems in strongly non-Gaussian regimes. UCAR/NCAR - Library OpenSky Support PO Box 3000 Boulder CO 80307-3000 opensky@ucar.edu http://opensky.ucar.edu/ homepage pointOfContact PDF Text theme Resource Type 2016-01-01T00:00:00Z publication Copyright Author(s) 2014. This work is distributed under the Creative Commons Attribution 3.0 License None eng geoscientificInformation