Resampled ensemble Kalman inversion for Bayesian parameter estimation with sequential data

DOI10.3934/DCDSS.2021045MaRDI QIDQ2129152OpenAlexFDO

Authors 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)

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Cites work

• scientific article; zbMATH DE number 5919872 (Why is no real title available?)
• scientific article; zbMATH DE number 840151 (Why is no real title available?)
• A regularizing iterative ensemble Kalman method for PDE-constrained inverse problems
• Analysis of the ensemble Kalman filter for inverse problems
• Analysis of the ensemble and polynomial chaos Kalman filters in Bayesian inverse problems
• Bayesian data analysis.
• Bridging the ensemble Kalman and particle filters
• Ensemble Kalman methods for inverse problems
• Parameter estimation for stiff deterministic dynamical systems via ensemble Kalman filter
• Sampling the posterior: an approach to non-Gaussian data assimilation
• Sequential Monte Carlo Samplers
• The ensemble Kalman filter for combined state and parameter estimation

Cited in

(2)

• Component-wise iterative ensemble Kalman inversion for static Bayesian models with unknown measurement error covariance
• Sequential ensemble transform for Bayesian inverse problems

Describes a project that uses

Uses Software

• EnKF
• BayesDA

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