Hierarchical ensemble Kalman methods with sparsity-promoting generalized gamma hyperpriors

DOI10.3934/fods.2023003arXiv2205.09322OpenAlexW4323649812MaRDI QIDQ6194476

Daniel Sanz-Alonso, Alexander Strang, Hwanwoo Kim

Publication date: 14 February 2024

Published in: Foundations of Data Science (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2205.09322

zbMATH Keywords

ensemble Kalman methodshierarchical inverse problemsiterative alternating schemesparsity-promoting regularization

Mathematics Subject Classification ID

Analysis of algorithms and problem complexity (68Q25) Bayesian inference (62F15) PDEs in connection with statistics (35Q62)

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