most citedNesterov Acceleration for Ensemble Kalman Inversion and Variants

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math.OC2025★ 3 cited

Nesterov Acceleration for Ensemble Kalman Inversion and Variants

Sydney Vernon, Eviatar Bach, Oliver R. A. Dunbar

Ensemble Kalman inversion (EKI) is a derivative-free, particle-based optimization method for solving inverse problems. It can be shown that EKI approximates a gradient flow, which…