Adaptive regularisation for ensemble Kalman inversion
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Publication:5148433
DOI10.1088/1361-6420/abd29bzbMath1456.65095arXiv2006.14980OpenAlexW3112349284MaRDI QIDQ5148433
Yu-Chen Yang, Marco A. Iglesias
Publication date: 4 February 2021
Published in: Inverse Problems (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2006.14980
Bayesian inference (62F15) Smoothness and regularity of solutions to PDEs (35B65) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Diffraction, scattering (78A45) Numerical methods for inverse problems for initial value and initial-boundary value problems involving PDEs (65M32) Inverse problems (including inverse scattering) in optics and electromagnetic theory (78A46)
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Efficient derivative-free Bayesian inference for large-scale inverse problems, Adaptive Tikhonov strategies for stochastic ensemble Kalman inversion, A Stochastic Levenberg--Marquardt Method Using Random Models with Complexity Results, Iterated Kalman methodology for inverse problems, Localized ensemble Kalman inversion, Component-wise iterative ensemble Kalman inversion for static Bayesian models with unknown measurement error covariance, Adaptive Ensemble Kalman Inversion with Statistical Linearization, Hierarchical ensemble Kalman methods with sparsity-promoting generalized gamma hyperpriors, Iterative ensemble Kalman methods: a unified perspective with some new variants, Gradient flow structure and convergence analysis of the ensemble Kalman inversion for nonlinear forward models
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