Levenberg--Marquardt Methods Based on Probabilistic Gradient Models and Inexact Subproblem Solution, with Application to Data Assimilation
DOI10.1137/140974687zbMATH Open1358.90156DBLPjournals/juq/BergouGV16OpenAlexW2189373477WikidataQ58040481 ScholiaQ58040481MaRDI QIDQ3179313FDOQ3179313
L. N. Vicente, Serge Gratton, El Houcine Bergou
Publication date: 21 December 2016
Published in: SIAM/ASA Journal on Uncertainty Quantification (Search for Journal in Brave)
Full work available at URL: http://oatao.univ-toulouse.fr/22604/1/bergou_22604.pdf
regularizationrandom modelsLevenberg-Marquardt methodnonlinear least squaresvariational data assimilationinexactnessensemble Kalman filter/smootherKalman filter/smoother
Nonlinear programming (90C30) Stochastic programming (90C15) Least squares and related methods for stochastic control systems (93E24) Derivative-free methods and methods using generalized derivatives (90C56)
Cites Work
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- An Algorithm for Least-Squares Estimation of Nonlinear Parameters
- A method for the solution of certain non-linear problems in least squares
- Probability
- Nonlinear least squares — the Levenberg algorithm revisited
- Trust Region Methods
- Data Assimilation
- Introduction to Derivative-Free Optimization
- Convergence of Trust-Region Methods Based on Probabilistic Models
- On the convergence of the ensemble Kalman filter.
- The Iterated Kalman Smoother as a Gauss–Newton Method
Cited In (15)
- 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
- Scalable subspace methods for derivative-free nonlinear least-squares optimization
- Convergence analysis of a subsampled Levenberg-Marquardt algorithm
- A Nonmonotone Matrix-Free Algorithm for Nonlinear Equality-Constrained Least-Squares Problems
- 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
- 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 Levenberg--Marquardt Method Using Random Models with Complexity Results
- A stochastic iteratively regularized Gauss-Newton method
- Levenberg-Marquardt method based on probabilistic Jacobian models for nonlinear equations
Uses Software
This page was built for publication: Levenberg--Marquardt Methods Based on Probabilistic Gradient Models and Inexact Subproblem Solution, with Application to Data Assimilation
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3179313)
