Kinetic methods for inverse problems

DOI10.3934/krm.2019042zbMath1420.35417arXiv1811.09387OpenAlexW2900571136WikidataQ127438178 ScholiaQ127438178MaRDI QIDQ2323419

Giuseppe Visconti, Michael Herty

Publication date: 2 September 2019

Published in: Kinetic and Related Models (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1811.09387

zbMATH Keywords

inverse problemsnonlinear filtering methodskinetic partial differential equations

Mathematics Subject Classification ID

Probabilistic methods, particle methods, etc. for boundary value problems involving PDEs (65N75) Filtering in stochastic control theory (93E11) Numerical methods for inverse problems for boundary value problems involving PDEs (65N21) Fokker-Planck equations (35Q84)

Related Items (18)

Derivative-Free Bayesian Inversion Using Multiscale Dynamics ⋮ Continuous Time Limit of the Stochastic Ensemble Kalman Inversion: Strong Convergence Analysis ⋮ Recent trends on nonlinear filtering for inverse problems ⋮ Adaptive Tikhonov strategies for stochastic ensemble Kalman inversion ⋮ Mean-field and kinetic descriptions of neural differential equations ⋮ A Stabilization of a Continuous Limit of the Ensemble Kalman Inversion ⋮ On a Metropolis-Hastings importance sampling estimator ⋮ Consensus‐based sampling ⋮ Complete Deterministic Dynamics and Spectral Decomposition of the Linear Ensemble Kalman Inversion ⋮ Interacting Langevin Diffusions: Gradient Structure and Ensemble Kalman Sampler ⋮ Filtering Methods for Coupled Inverse Problems ⋮ Hierarchical ensemble Kalman methods with sparsity-promoting generalized gamma hyperpriors ⋮ Continuous limits for constrained ensemble Kalman filter ⋮ Ensemble Kalman inversion: mean-field limit and convergence analysis ⋮ Iterative ensemble Kalman methods: a unified perspective with some new variants ⋮ Fokker--Planck Particle Systems for Bayesian Inference: Computational Approaches ⋮ The Ensemble Kalman Filter for Rare Event Estimation ⋮ Gradient flow structure and convergence analysis of the ensemble Kalman inversion for nonlinear forward models

This page was built for publication: Kinetic methods for inverse problems