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Levenberg--Marquardt Methods Based on Probabilistic Gradient Models and Inexact Subproblem Solution, with Application to Data Assimilation - MaRDI portal

Levenberg--Marquardt Methods Based on Probabilistic Gradient Models and Inexact Subproblem Solution, with Application to Data Assimilation (Q3179313)

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Levenberg--Marquardt Methods Based on Probabilistic Gradient Models and Inexact Subproblem Solution, with Application to Data Assimilation
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    Levenberg--Marquardt Methods Based on Probabilistic Gradient Models and Inexact Subproblem Solution, with Application to Data Assimilation (English)
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    21 December 2016
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    Levenberg-Marquardt method
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    nonlinear least squares
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    regularization
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    random models
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    inexactness
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    variational data assimilation
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    Kalman filter/smoother
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    ensemble Kalman filter/smoother
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