Resampled ensemble Kalman inversion for Bayesian parameter estimation with sequential data

DOI10.3934/DCDSS.2021045OpenAlexW3157672290MaRDI QIDQ2129152FDOQ2129152

Jiangqi Wu, Linjie Wen, Jinglai Li

Publication date: 22 April 2022

Published in: Discrete and Continuous Dynamical Systems. Series S (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3934/dcdss.2021045

zbMATH Keywords

Ensemble Kalman inversionMonte Carlo sampler

Mathematics Subject Classification ID

Statistics (62-XX) Probability theory and stochastic processes (60-XX)

Cites Work

• Bayesian data analysis.
• Sequential Monte Carlo Samplers
• Title not available (Why is that?)
• Title not available (Why is that?)
• The ensemble Kalman filter for combined state and parameter estimation
• Ensemble Kalman methods for inverse problems
• Bridging the ensemble Kalman and particle filters
• Sampling the posterior: an approach to non-Gaussian data assimilation
• Parameter estimation for stiff deterministic dynamical systems via ensemble Kalman filter
• Analysis of the Ensemble Kalman Filter for Inverse Problems
• A regularizing iterative ensemble Kalman method for PDE-constrained inverse problems
• Analysis of the Ensemble and Polynomial Chaos Kalman Filters in Bayesian Inverse Problems

Cited In (1)

• Sequential ensemble transform for Bayesian inverse problems

Uses Software

• EnKF
• BayesDA

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