Levenberg-Marquardt methods based on probabilistic gradient models and inexact subproblem solution, with application to data assimilation
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Cites work
- scientific article; zbMATH DE number 3579922 (Why is no real title available?)
- scientific article; zbMATH DE number 5060482 (Why is no real title available?)
- A method for the solution of certain non-linear problems in least squares
- An Algorithm for Least-Squares Estimation of Nonlinear Parameters
- Convergence of trust-region methods based on probabilistic models
- Data Assimilation
- Introduction to Derivative-Free Optimization
- Large sample asymptotics for the ensemble Kalman filter
- Nonlinear least squares — the Levenberg algorithm revisited
- On the convergence of the ensemble Kalman filter.
- Probability. Theory and examples.
- The Iterated Kalman Smoother as a Gauss–Newton Method
- Trust Region Methods
Cited in
(21)- A stochastic Levenberg-Marquardt method using random models with complexity results
- Complexity bound of a Levenberg-Marquardt algorithm based on probabilistic Jacobian models
- A Levenberg-Marquardt method for large nonlinear least-squares problems with dynamic accuracy in functions and gradients
- On the complexity of a stochastic Levenberg-Marquardt method
- A modified Levenberg-Marquardt algorithm for low order-value optimization problem
- Variational data assimilation with finite-element discretization for second-order parabolic interface equation
- Scalable subspace methods for derivative-free nonlinear least-squares optimization
- A Nonmonotone Matrix-Free Algorithm for Nonlinear Equality-Constrained Least-Squares Problems
- Convergence analysis of a subsampled Levenberg-Marquardt algorithm
- A stochastic augmented Lagrangian method for stochastic convex programming
- On the global complexity of a derivative-free Levenberg-Marquardt algorithm via orthogonal spherical smoothing
- A non-linear conjugate gradient in dual space for L_p-norm regularized non-linear least squares with application in data assimilation
- A robust adaptive iterative ensemble smoother scheme for practical history matching applications
- An initial guess for the Levenberg-Marquardt algorithm for conditioning a stochastic channel to pressure data
- Global convergence of a stochastic Levenberg-Marquardt algorithm based on trust region
- Numerical linear algebra in data assimilation
- A derivative-free Gauss-Newton method
- Convergence and complexity analysis of a Levenberg-Marquardt algorithm for inverse problems
- Convergent least-squares optimization methods for variational data assimilation
- A stochastic iteratively regularized Gauss-Newton method
- Levenberg-Marquardt method based on probabilistic Jacobian models for nonlinear equations
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