74 citations · 142 across the 17 of their papers we have counts for
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math.NA2015
Analysis of the Ensemble and Polynomial Chaos Kalman Filters in Bayesian Inverse Problems
Oliver G. Ernst, Björn Sprungk, Hans-Jörg Starkloff
We analyze the Ensemble and Polynomial Chaos Kalman filters applied to nonlinear stationary Bayesian inverse problems. In a sequential data assimilation setting such stationary pro…
stat.CO2015★ 74 cited
On a generalization of the preconditioned Crank-Nicolson Metropolis algorithm
Daniel Rudolf, Björn Sprungk
Metropolis algorithms for approximate sampling of probability measures on infinite dimensional Hilbert spaces are considered and a generalization of the preconditioned Crank-Nicols…