Bayesian Inverse Problems and Kalman Filters

DOI10.1007/978-3-319-08159-5_7zbMath1328.93260OpenAlexW172445361MaRDI QIDQ5256557

Oliver G. Ernst, H.-J. Starkloff, Björn Sprungk

Publication date: 18 June 2015

Published in: Extraction of Quantifiable Information from Complex Systems (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-319-08159-5_7

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Estimation and detection in stochastic control theory (93E10) Identification in stochastic control theory (93E12)

Related Items (11)

Analysis of the Ensemble and Polynomial Chaos Kalman Filters in Bayesian Inverse Problems ⋮ The cardiovascular system: Mathematical modelling, numerical algorithms and clinical applications ⋮ Machine learning-based conditional mean filter: a generalization of the ensemble Kalman filter for nonlinear data assimilation ⋮ Parameter estimation with maximal updated densities ⋮ Unnamed Item ⋮ Efficient State/Parameter Estimation in Nonlinear Unsteady PDEs by a Reduced Basis Ensemble Kalman Filter ⋮ Spectral likelihood expansions for Bayesian inference ⋮ Deterministic Mean-Field Ensemble Kalman Filtering ⋮ Accurate Computation of Conditional Expectation for Highly Nonlinear Problems ⋮ A two-stage ensemble Kalman filter based on multiscale model reduction for inverse problems in time fractional diffusion-wave equations ⋮ A Convex Optimization Framework for the Inverse Problem of Identifying a Random Parameter in a Stochastic Partial Differential Equation

Cites Work

• Unnamed Item
• Unnamed Item
• Sampling-free linear Bayesian update of polynomial chaos representations
• A deterministic filter for non-Gaussian Bayesian estimation -- Applications to dynamical system estimation with noisy measurements
• Bridging the ensemble Kalman filter and particle filters: The adaptive Gaussian mixture filter
• Bayesian inference with optimal maps
• Variational methods in imaging
• Statistical decision theory and Bayesian analysis. 2nd ed
• Estimation, control, and the discrete Kalman filter
• Evaluation of Gaussian approximations for data assimilation in reservoir models
• Statistical and computational inverse problems.
• On the convergence of generalized polynomial chaos expansions
• Sparse, adaptive Smolyak quadratures for Bayesian inverse problems
• Ensemble Kalman methods for inverse problems
• Regularization properties of the sequential discrepancy principle for Tikhonov regularization in Banach spaces
• Sparse deterministic approximation of Bayesian inverse problems
• Inverse problems: A Bayesian perspective
• A Stochastic Newton MCMC Method for Large-Scale Statistical Inverse Problems with Application to Seismic Inversion
• Maximuma posterioriestimates in linear inverse problems with log-concave priors are proper Bayes estimators
• Convergence rates for Tikhonov regularisation of non-linear ill-posed problems
• Stochastic Processes, Estimation, and Control
• A First Course in Bayesian Statistical Methods
• Markov Chains and Stochastic Stability
• Riemann Manifold Langevin and Hamiltonian Monte Carlo Methods
• Computational Methods for Inverse Problems
• On Choosing and Bounding Probability Metrics
• A convergence rates result for Tikhonov regularization in Banach spaces with non-smooth operators
• The ensemble Kalman filter for combined state and parameter estimation
• Dynamic Data Assimilation
• MAP estimators and their consistency in Bayesian nonparametric inverse problems
• MCMC methods for functions: modifying old algorithms to make them faster

This page was built for publication: Bayesian Inverse Problems and Kalman Filters