Continuous Time Limit of the Stochastic Ensemble Kalman Inversion: Strong Convergence Analysis (Q5886219): Difference between revisions

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Latest revision as of 20:48, 31 July 2024

scientific article; zbMATH DE number 7670853
Language Label Description Also known as
English
Continuous Time Limit of the Stochastic Ensemble Kalman Inversion: Strong Convergence Analysis
scientific article; zbMATH DE number 7670853

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    Continuous Time Limit of the Stochastic Ensemble Kalman Inversion: Strong Convergence Analysis (English)
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    31 March 2023
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    Bayesian inverse problems
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    ensemble Kalman inversion
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    optimization
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    numerical discretization of SDEs
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    stochastic differential equations
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    Euler-Maruyama
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