Resampled ensemble Kalman inversion for Bayesian parameter estimation with sequential data
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Publication:2129152
DOI10.3934/DCDSS.2021045OpenAlexW3157672290MaRDI QIDQ2129152FDOQ2129152
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
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- 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
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