$l_p$ Regularization for Ensemble Kalman Inversion
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Publication:5157836
DOI10.1137/20M1365168zbMath1487.65062arXiv2009.03470MaRDI QIDQ5157836
Publication date: 20 October 2021
Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2009.03470
Monte Carlo methods (65C05) Numerical solutions of ill-posed problems in abstract spaces; regularization (65J20) PDEs in connection with control and optimization (35Q93) PDE constrained optimization (numerical aspects) (49M41)
Related Items (6)
Adaptive Tikhonov strategies for stochastic ensemble Kalman inversion ⋮ Localized ensemble Kalman inversion ⋮ Component-wise iterative ensemble Kalman inversion for static Bayesian models with unknown measurement error covariance ⋮ Hierarchical ensemble Kalman methods with sparsity-promoting generalized gamma hyperpriors ⋮ Iterative ensemble Kalman methods: a unified perspective with some new variants ⋮ Ensemble Kalman inversion for sparse learning of dynamical systems from time-averaged data
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