A Strongly Convergent Numerical Scheme from Ensemble Kalman Inversion
type: Item
instance of: scholarly article
title: A Strongly Convergent Numerical Scheme from Ensemble Kalman Inversion
zbMATH Open document ID: 1432.60067
DOI: 10.1137/17M1132367
author: D. Blömker
author: Claudia Schillings
author: Philipp Wacker
published in: SIAM Journal on Numerical Analysis
publication date: 2018-08-21T00:00:00Z
full work available at URL: https://arxiv.org/abs/1703.06767
Mathematics Subject Classification ID: 60H35
Mathematics Subject Classification ID: 60H10
Mathematics Subject Classification ID: 60G35
Mathematics Subject Classification ID: 62F15
Mathematics Subject Classification ID: 65C30
Mathematics Subject Classification ID: 93E11
zbMATH DE Number: 6921235
zbMATH Keywords: ensemble Kalman filter
zbMATH Keywords: stochastic differential equation
zbMATH Keywords: Bayesian inverse problem
MaRDI profile type: MaRDI publication profile
arXiv ID: 1703.06767
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Wikidata QID: Q129418632
description: scientific article; zbMATH DE number 6921235