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math.NA2025
Affine Invariant Langevin Dynamics for rare-event sampling
Deepyaman Chakraborty, Ruben Harris, Rupert Klein +3
We introduce an affine invariant Langevin dynamics (ALDI) framework for the efficient estimation of rare events in nonlinear dynamical systems. Rare events are formulated as Bayesi…
math.NA2025
Accuracy Boost in Ensemble Kalman Inversion via Ensemble Control Strategies
Ruben Harris, Claudia Schillings
The Ensemble Kalman Inversion (EKI) method is widely used for solving inverse problems, leveraging ensemble-based techniques to iteratively refine parameter estimates. Despite its…
math.NA2023
Ensemble Kalman Inversion for Image Guided Guide Wire Navigation in Vascular Systems
Matei Hanu, Jürgen Hesser, Guido Kanschat +3
This paper addresses the challenging task of guide wire navigation in cardiovascular interventions, focusing on the parameter estimation of a guide wire system using Ensemble Kalma…