Component-wise iterative ensemble Kalman inversion for static Bayesian models with unknown measurement error covariance

DOI10.1088/1361-6420/ad05dfarXiv2206.02451MaRDI QIDQ6087365

Unnamed Author, Christopher C. Drovandi, Matthew Philip Adams, Unnamed Author, Unnamed Author, David T. Frazier

Publication date: 15 November 2023

Published in: Inverse Problems (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2206.02451

zbMATH Keywords

Bayesian inferenceSMCseagrasscoralAPSIMEKImodel sloppiness

Mathematics Subject Classification ID

Parametric inference (62Fxx) Numerical methods for partial differential equations, boundary value problems (65Nxx) Probabilistic methods, stochastic differential equations (65Cxx)

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