Wasserstein stability estimates for covariance-preconditioned Fokker–Planck equations

DOI10.1088/1361-6544/abbe62zbMath1466.35343arXiv1910.07555OpenAlexW3158539034MaRDI QIDQ4986215

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Publication date: 27 April 2021

Published in: Nonlinearity (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1910.07555

zbMATH Keywords

ensemble Kalman inversionWasserstein stability estimatesmean-field Fokker-Planck equation

Mathematics Subject Classification ID

Bayesian inference (62F15) Stability in context of PDEs (35B35) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31) PDEs with randomness, stochastic partial differential equations (35R60) Numerical methods for inverse problems for initial value and initial-boundary value problems involving PDEs (65M32) Stochastic particle methods (65C35) Fokker-Planck equations (35Q84) Stochastic analysis in statistical mechanics (82M60)

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Derivative-Free Bayesian Inversion Using Multiscale Dynamics ⋮ Recent trends on nonlinear filtering for inverse problems ⋮ A Stabilization of a Continuous Limit of the Ensemble Kalman Inversion ⋮ Ensemble Inference Methods for Models With Noisy and Expensive Likelihoods ⋮ Iterated Kalman methodology for inverse problems ⋮ Consensus‐based sampling ⋮ Filtering Methods for Coupled Inverse Problems

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