Iterative Bayesian inversion with Gaussian mixtures: finite sample implementation and large sample asymptotics

DOI10.1007/s10596-014-9444-9zbMath1327.62348OpenAlexW2077491939MaRDI QIDQ894214

Andreas S. Stordal

Publication date: 27 November 2015

Published in: Computational Geosciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10596-014-9444-9

zbMATH Keywords

Gaussian mixturesBayesian estimationdata assimilationensemble methodsiterative importance sampling

Mathematics Subject Classification ID

Related Items (8)

Gaussian mixture model fitting method for uncertainty quantification by conditioning to production data ⋮ Data-space inversion with ensemble smoother ⋮ Iterative Importance Sampling Algorithms for Parameter Estimation ⋮ A modified randomized maximum likelihood for improved Bayesian history matching ⋮ Phase-field modeling of fracture in variably saturated porous media ⋮ Complex geology estimation using the iterative adaptive Gaussian mixture filter ⋮ p-kernel Stein variational gradient descent for data assimilation and history matching ⋮ A residual-driven adaptive Gaussian mixture approximation for Bayesian inverse problems

Uses Software

• EnKF

Cites Work

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