Convergence analysis of ensemble Kalman inversion: the linear, noisy case

From MaRDI portal
Publication:4638884

DOI10.1080/00036811.2017.1386784zbMath1448.65209arXiv1702.07894OpenAlexW2744731773WikidataQ58281289 ScholiaQ58281289MaRDI QIDQ4638884

Claudia Schillings, Andrew M. Stuart

Publication date: 2 May 2018

Published in: Applicable Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1702.07894




Related Items (39)

Calibrate, emulate, sampleDerivative-Free Bayesian Inversion Using Multiscale DynamicsContinuous Time Limit of the Stochastic Ensemble Kalman Inversion: Strong Convergence AnalysisRecent trends on nonlinear filtering for inverse problemsAdaptive Tikhonov strategies for stochastic ensemble Kalman inversionBayesian approach to a nonlinear inverse problem for a time-space fractional diffusion equationShadowing-Based Data Assimilation Method for Partially Observed ModelsA Stabilization of a Continuous Limit of the Ensemble Kalman InversionIterated Kalman methodology for inverse problemsLocalized ensemble Kalman inversionOn the mathematical theory of ensemble (linear-Gaussian) Kalman-Bucy filteringOn convergence rates of adaptive ensemble Kalman inversion for linear ill-posed problemsA reduced basis ensemble Kalman methodConsensus‐based samplingComponent-wise iterative ensemble Kalman inversion for static Bayesian models with unknown measurement error covarianceBayesian calibration for large‐scale fluid structure interaction problems under embedded/immersed boundary frameworkScaling Up Bayesian Uncertainty Quantification for Inverse Problems Using Deep Neural NetworksComplete Deterministic Dynamics and Spectral Decomposition of the Linear Ensemble Kalman InversionAdaptive Ensemble Kalman Inversion with Statistical LinearizationInteracting Langevin Diffusions: Gradient Structure and Ensemble Kalman SamplerSubsampling in ensemble Kalman inversionBayesian spatiotemporal modeling for inverse problemsData assimilation -- mathematical foundation and applications. Abstracts from the workshop held February 20--26, 2022Continuous limits for constrained ensemble Kalman filterAdaptive regularisation for ensemble Kalman inversionOn one-dimensional Riccati diffusionsA bi-fidelity ensemble Kalman method for PDE-constrained inverse problems in computational mechanicsAssimilation of disparate data for enhanced reconstruction of turbulent mean flowsDAFI: An Open-Source Framework for Ensemble-Based Data Assimilation and Field InversionIdentify the fractional order and diffusion coefficient in a fractional diffusion wave equationStrong solvability of a variational data assimilation problem for the primitive equations of large-scale atmosphere and Ocean dynamicsEnsemble Kalman inversion: mean-field limit and convergence analysisA non-intrusive reduced basis EKI for time fractional diffusion inverse problemsWell posedness and convergence analysis of the ensemble Kalman inversionIterative ensemble Kalman methods: a unified perspective with some new variantsRegularized ensemble Kalman methods for inverse problemsEnsemble Kalman Sampler: Mean-field Limit and Convergence AnalysisThe Ensemble Kalman Filter for Rare Event EstimationGradient flow structure and convergence analysis of the ensemble Kalman inversion for nonlinear forward models


Uses Software


Cites Work


This page was built for publication: Convergence analysis of ensemble Kalman inversion: the linear, noisy case