Ensemble Kalman inversion for nonlinear problems: weights, consistency, and variance bounds (Q2072641)
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scientific article; zbMATH DE number 7464710
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| English | Ensemble Kalman inversion for nonlinear problems: weights, consistency, and variance bounds |
scientific article; zbMATH DE number 7464710 |
Statements
Ensemble Kalman inversion for nonlinear problems: weights, consistency, and variance bounds (English)
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26 January 2022
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ensemble Kalman inversion
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ensemble square root filter
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importance sampling
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Fokker-Planck equation
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Bayesian inference
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0.7941440939903259
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0.7938024997711182
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0.7874917387962341
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0.7823635339736938
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0.7808870673179626
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