Adaptive Tikhonov strategies for stochastic ensemble Kalman inversion
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Publication:5062131
DOI10.1088/1361-6420/ac5729zbMath1485.65069arXiv2110.09142OpenAlexW3207567704MaRDI QIDQ5062131
Simon Weissmann, Neil K. Chada, Claudia Schillings, Xin Thomson Tong
Publication date: 15 March 2022
Published in: Inverse Problems (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2110.09142
inverse problemsTikhonov regularizationensemble Kalman filteradaptive regularizationcontinuous-time limits
Bayesian inference (62F15) Numerical optimization and variational techniques (65K10) Numerical methods for inverse problems for boundary value problems involving PDEs (65N21)
Related Items (6)
Efficient derivative-free Bayesian inference for large-scale inverse problems ⋮ Component-wise iterative ensemble Kalman inversion for static Bayesian models with unknown measurement error covariance ⋮ Adaptive Ensemble Kalman Inversion with Statistical Linearization ⋮ Subsampling in ensemble Kalman inversion ⋮ Data assimilation -- mathematical foundation and applications. Abstracts from the workshop held February 20--26, 2022 ⋮ Gradient flow structure and convergence analysis of the ensemble Kalman inversion for nonlinear forward models
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