57 citations · 94 across the 16 of their papers we have counts for
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math.NA2021★ 18 cited
Adaptive Tikhonov strategies for stochastic ensemble Kalman inversion
Simon Weissmann, Neil K. Chada, Claudia Schillings +1
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…
math.NA2021★ 1 cited
Continuous time limit of the stochastic ensemble Kalman inversion: Strong convergence analysis
Dirk Blömker, Claudia Schillings, Philipp Wacker +1
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 underlyin…