Parameterizations for Ensemble Kalman Inversion

DOI10.1088/1361-6420/AAB6D9zbMath1515.62041arXiv1709.01781MaRDI QIDQ6290945

Marco A. Iglesias, Lassi Roininen, Andrew M. Stuart, Neil K. Chada

Publication date: 6 September 2017

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Bayesian inference (62F15) Applications of mathematical programming (90C90) Numerical solution to inverse problems in abstract spaces (65J22)

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