p-kernel Stein variational gradient descent for data assimilation and history matching

DOI10.1007/S11004-021-09937-XzbMATH Open1465.86017OpenAlexW3138707561MaRDI QIDQ2040686FDOQ2040686

Authors: Andreas S. Stordal, Rafael J. Moraes, Patrick N. Raanes, Geir Evensen 

Publication date: 14 July 2021

Published in: Mathematical Geosciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11004-021-09937-x

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zbMATH Keywords

data assimilationensemble methodshistory matchingBayesian inversionadjoint computation

Mathematics Subject Classification ID

Geostatistics (86A32) Inverse problems in geophysics (86A22)

Cites Work

• Adaptive subgradient methods for online learning and stochastic optimization
• Stochastic processes and filtering theory
• Title not available (Why is that?)
• Deterministic Nonperiodic Flow
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• Bayesian inference with optimal maps
• Some properties of Gaussian reproducing kernel Hilbert spaces and their implications for function approximation and learning theory
• Levenberg-Marquardt forms of the iterative ensemble smoother for efficient history matching and uncertainty quantification
• Calculating derivatives for automatic history matching
• Derivative reproducing properties for kernel methods in learning theory
• Iterative Bayesian inversion with Gaussian mixtures: finite sample implementation and large sample asymptotics
• A Bayesian tutorial for data assimilation
• Computing derivative information of sequentially coupled subsurface models
• A guided sequential Monte Carlo method for the assimilation of data into stochastic dynamical systems
• Sequential Monte Carlo with kernel embedded mappings: the mapping particle filter

Cited In (2)

• Randomized tensor decomposition for large-scale data assimilation problems for carbon dioxide sequestration
• Stein variational gradient descent with local approximations

Uses Software

• FADBAD++
• AdaGrad

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