Investigation of the sampling performance of ensemble-based methods with a simple reservoir model

Equation of State Calculations by Fast Computing Machines

N. Metropolis, Arianna W. Rosenbluth, M. N. Rosenbluth et al. · The Journal of Chemical Physics · 1953 · 37.1K citations

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Monte Carlo sampling methods using Markov chains and their applications

W. Keith Hastings · Biometrika · 1970 · 15.2K citations

Natural Sciences, Mathematics, Probability Theory +16

On the limited memory BFGS method for large scale optimization

Jorge Nocedal · Mathematical Programming · 1989 · 8.5K citations

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Sequential data assimilation with a nonlinear quasi‐geostrophic model using Monte Carlo methods to forecast error statistics

Geir Evensen · Journal of Geophysical Research Atmospheres · 1994 · 5.5K citations · Full text

Natural Sciences, Earth Sciences, Oceanography +17

Updating quasi-Newton matrices with limited storage

Jorge Nocedal · Mathematics of Computation · 1980 · 2.7K citations · Full text

Computing, Computer Science, Mathematics +12