Ensemble Kalman inversion: mean-field limit and convergence analysis
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Publication:2029092
DOI10.1007/s11222-020-09976-0zbMath1462.62023arXiv1908.05575OpenAlexW3121011245MaRDI QIDQ2029092
Publication date: 3 June 2021
Published in: Statistics and Computing (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1908.05575
Related Items (16)
Continuous Time Limit of the Stochastic Ensemble Kalman Inversion: Strong Convergence Analysis ⋮ Recent trends on nonlinear filtering for inverse problems ⋮ Adaptive Tikhonov strategies for stochastic ensemble Kalman inversion ⋮ Constrained ensemble Langevin Monte Carlo ⋮ A Stabilization of a Continuous Limit of the Ensemble Kalman Inversion ⋮ Iterated Kalman methodology for inverse problems ⋮ Localized ensemble Kalman inversion ⋮ Markov chain generative adversarial neural networks for solving Bayesian inverse problems in physics applications ⋮ Complete Deterministic Dynamics and Spectral Decomposition of the Linear Ensemble Kalman Inversion ⋮ Adaptive Ensemble Kalman Inversion with Statistical Linearization ⋮ Filtering Methods for Coupled Inverse Problems ⋮ Subsampling in ensemble Kalman inversion ⋮ Rough McKean-Vlasov dynamics for robust ensemble Kalman filtering ⋮ Ensemble Kalman inversion for nonlinear problems: weights, consistency, and variance bounds ⋮ Propagation of chaos: a review of models, methods and applications. II: Applications ⋮ Gradient flow structure and convergence analysis of the ensemble Kalman inversion for nonlinear forward models
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Cites Work
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