Tikhonov Regularization within Ensemble Kalman Inversion
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Publication:5110544
DOI10.1137/19M1242331zbMath1447.35337arXiv1901.10382MaRDI QIDQ5110544
Neil K. Chada, Xin Thomson Tong, Andrew M. Stuart
Publication date: 20 May 2020
Published in: SIAM Journal on Numerical Analysis (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1901.10382
Bayesian inference (62F15) Ill-posedness and regularization problems in numerical linear algebra (65F22) Numerical optimization and variational techniques (65K10) Control/observation systems governed by partial differential equations (93C20) Numerical solutions of ill-posed problems in abstract spaces; regularization (65J20) Numerical methods for inverse problems for initial value and initial-boundary value problems involving PDEs (65M32) Applications of variational problems to control theory (58E25) Numerical methods for ill-posed problems for initial value and initial-boundary value problems involving PDEs (65M30) PDEs in connection with control and optimization (35Q93)
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Continuous Time Limit of the Stochastic Ensemble Kalman Inversion: Strong Convergence Analysis ⋮ Efficient derivative-free Bayesian inference for large-scale inverse problems ⋮ Recent trends on nonlinear filtering for inverse problems ⋮ Adaptive Tikhonov strategies for stochastic ensemble Kalman inversion ⋮ Convergence acceleration of ensemble Kalman inversion in nonlinear settings ⋮ A Stochastic Levenberg--Marquardt Method Using Random Models with Complexity Results ⋮ A Stabilization of a Continuous Limit of the Ensemble Kalman Inversion ⋮ Iterated Kalman methodology for inverse problems ⋮ Localized ensemble Kalman inversion ⋮ On convergence rates of adaptive ensemble Kalman inversion for linear ill-posed problems ⋮ Reduced-order autodifferentiable ensemble Kalman filters ⋮ Bayesian inversion with α-stable priors ⋮ Component-wise iterative ensemble Kalman inversion for static Bayesian models with unknown measurement error covariance ⋮ Bayesian inversion of log-normal eikonal equations ⋮ Complete Deterministic Dynamics and Spectral Decomposition of the Linear Ensemble Kalman Inversion ⋮ Adaptive Ensemble Kalman Inversion with Statistical Linearization ⋮ Interacting Langevin Diffusions: Gradient Structure and Ensemble Kalman Sampler ⋮ Filtering Methods for Coupled Inverse Problems ⋮ Subsampling in ensemble Kalman inversion ⋮ Bayesian spatiotemporal modeling for inverse problems ⋮ Hierarchical ensemble Kalman methods with sparsity-promoting generalized gamma hyperpriors ⋮ Data assimilation -- mathematical foundation and applications. Abstracts from the workshop held February 20--26, 2022 ⋮ $l_p$ Regularization for Ensemble Kalman Inversion ⋮ Iterative ensemble Kalman methods: a unified perspective with some new variants ⋮ Ensemble Kalman inversion for nonlinear problems: weights, consistency, and variance bounds ⋮ Ensemble Kalman inversion for sparse learning of dynamical systems from time-averaged data ⋮ An extended sampling-ensemble Kalman filter approach for partial data inverse elastic problems ⋮ Gradient flow structure and convergence analysis of the ensemble Kalman inversion for nonlinear forward models
Uses Software
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