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Iterated Kalman Methodology For Inverse Problems - MaRDI portal

Iterated Kalman Methodology For Inverse Problems

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Publication:6359657

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DOI10.1016/J.JCP.2022.111262arXiv2102.01580MaRDI QIDQ6359657

Daniel Z. Huang, Andrew M. Stuart, Tapio Schneider

Publication date: 2 February 2021

Mathematics Subject Classification ID

Parametric inference (62Fxx) Numerical methods for partial differential equations, initial value and time-dependent initial-boundary value problems (65Mxx) Probabilistic methods, stochastic differential equations (65Cxx)

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