Dropout ensemble Kalman inversion for high dimensional inverse problems

DOI10.1137/23M159860XMaRDI QIDQ6994553zbMATH OpenFDO

Authors Shuigen Liu, Sebastian Reich, Xin Thomson Tong

Publication date 23 April 2025

Published in SIAM Journal on Numerical Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/23M159860X

zbMATH Keywords

dropoutensemble Kalman inversionhigh dimensionsmall ensemble

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Numerical methods for inverse problems for initial value and initial-boundary value problems involving PDEs (65M32) Derivative-free methods and methods using generalized derivatives (90C56)

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Cited in

(5)

• Estimate of Koopman modes and eigenvalues with Kalman filter
• Bayesian experimental design for model discrepancy calibration: an auto-differentiable ensemble Kalman inversion approach
• The fundamental subspaces of ensemble Kalman inversion
• Scalable Bayesian physics-informed Kolmogorov-Arnold networks
• Ensemble Kalman methods: a mean-field perspective

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