Adaptive Tikhonov strategies for stochastic ensemble Kalman inversion

S Weissmann, NK Chada, C Schillings… - Inverse Problems, 2022 - iopscience.iop.org
Ensemble Kalman inversion (EKI) is a derivative-free optimizer aimed at solving inverse
problems, taking motivation from the celebrated ensemble Kalman filter. The purpose of this …

Continuous time limit of the stochastic ensemble Kalman inversion: strong convergence analysis

D Blömker, C Schillings, P Wacker… - SIAM Journal on Numerical …, 2022 - SIAM
The ensemble Kalman inversion (EKI) method is a method for the estimation of unknown
parameters in the context of (Bayesian) inverse problems. The method approximates the …

Subsampling in ensemble Kalman inversion

M Hanu, J Latz, C Schillings - Inverse Problems, 2023 - iopscience.iop.org
We consider the ensemble Kalman inversion (EKI) which has been recently introduced as
an efficient, gradient-free optimisation method to estimate unknown parameters in an …

On the ensemble Kalman inversion under inequality constraints

M Hanu, S Weissmann - Inverse Problems, 2024 - iopscience.iop.org
The ensemble Kalman inversion (EKI), a recently introduced optimisation method for solving
inverse problems, is widely employed for the efficient and derivative-free estimation of …

Gradient flow structure and convergence analysis of the ensemble Kalman inversion for nonlinear forward models

S Weissmann - Inverse Problems, 2022 - iopscience.iop.org
The ensemble Kalman inversion (EKI) is a particle based method which has been
introduced as the application of the ensemble Kalman filter to inverse problems. In practice it …

The Fundamental Subspaces of Ensemble Kalman Inversion

E Qian, C Beattie - arXiv preprint arXiv:2409.08862, 2024 - arxiv.org
Ensemble Kalman Inversion (EKI) methods are a family of iterative methods for solving
weighted least-squares problems, especially those arising in scientific and engineering …

Mathematical description of continuous time and space replicator-mutator equations for quadratic fitness landscapes

S Pathiraja, P Wacker - arXiv preprint arXiv:2412.08178, 2024 - arxiv.org
The replicator-mutator equation is a model for populations of individuals carrying different
traits, with a fitness function mediating their ability to replicate, and a stochastic model for …

Deep-ultraviolet optoelectronic devices enabled by the hybrid integration of next-generation semiconductors and emerging device platforms

N Alfaraj - 2019 - repository.kaust.edu.sa
In this dissertation, the design and fabrication of deep-ultraviolet photodetectors were
investigated based on gallium oxide and its alloys, through the heterogeneous integration …

[PDF][PDF] A Complete Bibliography of Publications in SIAM slash ASA Journal on Uncertainty Quantification

NHF Beebe - 2024 - 155.101.98.136
CHKP19, DMS23, Dia23, DY21, EFF+23, ESS15, EDA23, GP18, GBC+14, GGS23, GG24,
GP24, GK19, HS21, HSAY20, HQS21, HN17, Hos17, HKZ18a, HKZ18b, KLLU19, KBS13 …

[引用][C] Deterministic Dynamics of Ensemble Kalman Inversion

L Bungert, P Wacker - 2021