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20232026
most citedCovariance Operator Estimation: Sparsity, Lengthscale, and Ensemble Kalman Filters

2 citations · 3 across the 7 of their papers we have counts for

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math.ST2023★ 2 cited

Covariance Operator Estimation: Sparsity, Lengthscale, and Ensemble Kalman Filters

Omar Al-Ghattas, Jiaheng Chen, Daniel Sanz-Alonso +1

This paper investigates covariance operator estimation via thresholding. For Gaussian random fields with approximately sparse covariance operators, we establish non-asymptotic boun…

math.NA2023

Analysis of a Computational Framework for Bayesian Inverse Problems: Ensemble Kalman Updates and MAP Estimators Under Mesh Refinement

Daniel Sanz-Alonso, Nathan Waniorek

This paper analyzes a popular computational framework to solve infinite-dimensional Bayesian inverse problems, discretizing the prior and the forward model in a finite-dimensional…