158 citations · 251 across the 17 of their papers we have counts for
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math.PR2017★ 1 cited
A strongly convergent numerical scheme from Ensemble Kalman inversion
Dirk Blömker, Claudia Schillings, Philipp Wacker
The Ensemble Kalman methodology in an inverse problems setting can be viewed as an iterative scheme, which is a weakly tamed discretization scheme for a certain stochastic differen…
math.PR2017★ 1 cited
Laplace's method in Bayesian inverse problems
Philipp Wacker
In a Bayesian inverse problem setting, the solution consists of a posterior measure obtained by combining prior belief, information about the forward operator, and noisy observatio…