Analysis of the Ensemble Kalman Filter for Inverse Problems
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Publication:5346008
DOI10.1137/16M105959XzbMath1366.65101arXiv1602.02020MaRDI QIDQ5346008
Claudia Schillings, Andrew M. Stuart
Publication date: 8 June 2017
Published in: SIAM Journal on Numerical Analysis (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1602.02020
Probabilistic methods, particle methods, etc. for boundary value problems involving PDEs (65N75) Point estimation (62F10) Bayesian inference (62F15) Inverse problems for PDEs (35R30) Numerical methods for inverse problems for boundary value problems involving PDEs (65N21)
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