Continuous Time Limit of the Stochastic Ensemble Kalman Inversion: Strong Convergence Analysis (Q5886219)
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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 |
Statements
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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