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math.NA2024
The Ensemble Kalman Filter for Dynamic Inverse Problems
Simon Weissmann, Neil K. Chada, Xin T. Tong
In inverse problems, the goal is to estimate unknown model parameters from noisy observational data. Traditionally, inverse problems are solved under the assumption of a fixed forw…
math.NA2022★ 21 cited
Localization in Ensemble Kalman inversion
Xin T. Tong, Matthias Morzfeld
Ensemble Kalman inversion (EKI) is a technique for the numerical solution of inverse problems. A great advantage of the EKI's ensemble approach is that derivatives are not required…