Bayesian inverse problems and Kalman filters
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Cites work
- A convergence rates result for Tikhonov regularization in Banach spaces with non-smooth operators
- A deterministic filter for non-Gaussian Bayesian estimation -- Applications to dynamical system estimation with noisy measurements
- A First Course in Bayesian Statistical Methods
- A stochastic Newton MCMC method for large-scale statistical inverse problems with application to seismic inversion
- Bayesian inference with optimal maps
- Bridging the ensemble Kalman filter and particle filters: The adaptive Gaussian mixture filter
- Computational Methods for Inverse Problems
- Convergence rates for Tikhonov regularisation of non-linear ill-posed problems
- Dynamic Data Assimilation
- Ensemble Kalman methods for inverse problems
- Estimation, control, and the discrete Kalman filter
- Evaluation of Gaussian approximations for data assimilation in reservoir models
- scientific article; zbMATH DE number 1713116 (Why is no real title available?)
- scientific article; zbMATH DE number 5954252 (Why is no real title available?)
- Inverse problems: a Bayesian perspective
- MAP estimators and their consistency in Bayesian nonparametric inverse problems
- Markov Chains and Stochastic Stability
- Maximum a posteriori estimates in linear inverse problems with log-concave priors are proper Bayes estimators
- MCMC methods for functions: modifying old algorithms to make them faster
- On Choosing and Bounding Probability Metrics
- On the convergence of generalized polynomial chaos expansions
- Regularization properties of the sequential discrepancy principle for Tikhonov regularization in Banach spaces
- Riemann manifold Langevin and Hamiltonian Monte Carlo methods. With discussion and authors' reply
- Sampling-free linear Bayesian update of polynomial chaos representations
- Sparse deterministic approximation of Bayesian inverse problems
- Sparse, adaptive Smolyak quadratures for Bayesian inverse problems
- Statistical and computational inverse problems.
- Statistical decision theory and Bayesian analysis. 2nd ed
- Stochastic Processes, Estimation, and Control
- The ensemble Kalman filter for combined state and parameter estimation
- Variational methods in imaging
Cited in
(31)- A Bayesian reflection on surfaces
- Bayesian estimation and the Kalman filter
- Sparsity-promoting elastic net method with rotations for high-dimensional nonlinear inverse problem
- Recent trends on nonlinear filtering for inverse problems
- Comparison of regularized ensemble Kalman filter and tempered ensemble transform particle filter for an elliptic inverse problem with uncertain boundary conditions
- A two-stage ensemble Kalman filter based on multiscale model reduction for inverse problems in time fractional diffusion-wave equations
- Kinetic methods for inverse problems
- Ensemble Kalman inversion for general likelihoods
- Iterated Kalman methodology for inverse problems
- Iterate averaging, the Kalman filter, and 3DVAR for linear inverse problems
- Parameter estimation with maximal updated densities
- Deterministic mean-field ensemble Kalman filtering
- Ensemble Kalman methods for inverse problems
- Analysis of the ensemble and polynomial chaos Kalman filters in Bayesian inverse problems
- 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
- scientific article; zbMATH DE number 523940 (Why is no real title available?)
- The cardiovascular system: mathematical modelling, numerical algorithms and clinical applications
- Efficient state/parameter estimation in nonlinear unsteady PDEs by a reduced basis ensemble Kalman filter
- scientific article; zbMATH DE number 794034 (Why is no real title available?)
- Accurate Computation of Conditional Expectation for Highly Nonlinear Problems
- A convex optimization framework for the inverse problem of identifying a random parameter in a stochastic partial differential equation
- Transform-based particle filtering for elliptic Bayesian inverse problems
- scientific article; zbMATH DE number 7733441 (Why is no real title available?)
- Machine learning-based conditional mean filter: a generalization of the ensemble Kalman filter for nonlinear data assimilation
- Inverse Kalman filtering problems for discrete-time systems
- Bayesian inverse problems with Gaussian priors
- Disintegration of Gaussian measures for sequential assimilation of linear operator data
- Mechanical state estimation with a polynomial-chaos-based statistical finite element method
- Neural networks for Bayesian inverse problems governed by a nonlinear ODE
- Spectral likelihood expansions for Bayesian inference
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