57 citations · 94 across the 16 of their papers we have counts for
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math.NA2019
Fokker-Planck particle systems for Bayesian inference: Computational approaches
Sebastian Reich, Simon Weissmann
Bayesian inference can be embedded into an appropriately defined dynamics in the space of probability measures. In this paper, we take Brownian motion and its associated Fokker--Pl…
math.NA2019★ 4 cited
On the Incorporation of Box-Constraints for Ensemble Kalman Inversion
Neil K. Chada, Claudia Schillings, Simon Weissmann
The Bayesian approach to inverse problems is widely used in practice to infer unknown parameters from noisy observations. In this framework, the ensemble Kalman inversion has been…