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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…
math.NA2013★ 20 cited
Parameter estimation by implicit sampling
Matthias Morzfeld, Xuemin Tu, Jon Wilkening +1
Implicit sampling is a weighted sampling method that is used in data assimilation, where one sequentially updates estimates of the state of a stochastic model based on a stream of…