EnKSGD: a class of preconditioned black box optimization and inversion algorithms
From MaRDI portal
Publication:6562384
Recommendations
- Convergence acceleration of ensemble Kalman inversion in nonlinear settings
- Ensemble Kalman inversion: a derivative-free technique for machine learning tasks
- Gradient flow structure and convergence analysis of the ensemble Kalman inversion for nonlinear forward models
- Well posedness and convergence analysis of the ensemble Kalman inversion
- Ensemble Kalman methods for inverse problems
Cites work
- scientific article; zbMATH DE number 1569116 (Why is no real title available?)
- scientific article; zbMATH DE number 5060482 (Why is no real title available?)
- A consensus-based model for global optimization and its mean-field limit
- A derivative-free Gauss-Newton method
- A dynamical systems framework for intermittent data assimilation
- A noise-tolerant quasi-Newton algorithm for unconstrained optimization
- A regularizing iterative ensemble Kalman method for PDE-constrained inverse problems
- A strongly convergent numerical scheme from ensemble Kalman inversion
- Affine-invariant ensemble transform methods for logistic regression
- Analysis of the BFGS Method with Errors
- Analysis of the ensemble Kalman filter for inverse problems
- Analysis of the ensemble and polynomial chaos Kalman filters in Bayesian inverse problems
- Autodifferentiable ensemble Kalman filters
- Convergence analysis of ensemble Kalman inversion: the linear, noisy case
- Convergence of the square root ensemble Kalman filter in the large ensemble limit
- Data Assimilation
- Derivative-free optimization methods
- Deterministic mean-field ensemble Kalman filtering
- Efficient derivative-free Bayesian inference for large-scale inverse problems
- Ensemble Kalman inversion: a derivative-free technique for machine learning tasks
- Ensemble Kalman inversion: mean-field limit and convergence analysis
- Ensemble Kalman methods for inverse problems
- Ensemble Kalman methods with constraints
- Ensemble Kalman sampler: mean-field limit and convergence analysis
- Ensemble-Based Gradient Inference for Particle Methods in Optimization and Sampling
- Interacting Langevin diffusions: gradient structure and ensemble Kalman sampler
- Iterated Kalman methodology for inverse problems
- Iterative ensemble Kalman methods: a unified perspective with some new variants
- Julia: a fresh approach to numerical computing
- Newton methods for nonlinear problems. Affine invariance and adaptive algorithms.
- Nonlinear stability and ergodicity of ensemble based Kalman filters
- On numerical properties of the ensemble Kalman filter for data assimilation
- Parameterizations for ensemble Kalman inversion
- Probabilistic Forecasting and Bayesian Data Assimilation
- Secant penalized BFGS: a noise robust quasi-Newton method via penalizing the secant condition
- The iterated Kalman filter update as a Gauss-Newton method
- Tikhonov regularization within ensemble Kalman inversion
- Well posedness and convergence analysis of the ensemble Kalman inversion
- Well-posedness and accuracy of the ensemble Kalman filter in discrete and continuous time
This page was built for publication: EnKSGD: a class of preconditioned black box optimization and inversion algorithms
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6562384)