Sequential Kalman tuning of the t-preconditioned Crank-Nicolson algorithm: efficient, adaptive and gradient-free inference for Bayesian inverse problems
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DOI: 10.1088/1361-6420/ad934b
Abstract: Ensemble Kalman Inversion (EKI) has been proposed as an efficient method for the approximate solution of Bayesian inverse problems with expensive forward models. However, when applied to the Bayesian inverse problem EKI is only exact… read more here.
Keywords: preconditioned crank; kalman; inverse problems; inverse ... See more keywords