Adaptive Tikhonov strategies for stochastic ensemble Kalman inversion

DOI10.1088/1361-6420/ac5729zbMath1485.65069arXiv2110.09142OpenAlexW3207567704MaRDI QIDQ5062131

Simon Weissmann, Neil K. Chada, Claudia Schillings, Xin Thomson Tong

Publication date: 15 March 2022

Published in: Inverse Problems (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2110.09142

zbMATH Keywords

inverse problemsTikhonov regularizationensemble Kalman filteradaptive regularizationcontinuous-time limits

Mathematics Subject Classification ID

Bayesian inference (62F15) Numerical optimization and variational techniques (65K10) Numerical methods for inverse problems for boundary value problems involving PDEs (65N21)

Related Items (6)

Efficient derivative-free Bayesian inference for large-scale inverse problems ⋮ Component-wise iterative ensemble Kalman inversion for static Bayesian models with unknown measurement error covariance ⋮ Adaptive Ensemble Kalman Inversion with Statistical Linearization ⋮ Subsampling in ensemble Kalman inversion ⋮ Data assimilation -- mathematical foundation and applications. Abstracts from the workshop held February 20--26, 2022 ⋮ Gradient flow structure and convergence analysis of the ensemble Kalman inversion for nonlinear forward models

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