83 citations · 126 across the 30 of their papers we have counts for
3 papers · 1 filter
Multilevel Ensemble Kalman-Bucy Filters
Neil K. Chada, Ajay Jasra, Fangyuan Yu
In this article we consider the linear filtering problem in continuous-time. We develop and apply multilevel Monte Carlo (MLMC) strategies for ensemble Kalman-Bucy filters (EnKBFs)…
Iterative Ensemble Kalman Methods: A Unified Perspective with Some New Variants
Neil K. Chada, Yuming Chen, Daniel Sanz-Alonso
This paper provides a unified perspective of iterative ensemble Kalman methods, a family of derivative-free algorithms for parameter reconstruction and other related tasks. We iden…
Consistency analysis of bilevel data-driven learning in inverse problems
Neil K. Chada, Claudia Schillings, Xin T. Tong +1
One fundamental problem when solving inverse problems is how to find regularization parameters. This article considers solving this problem using data-driven bilevel optimization,…