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math.NA2026
Ensemble Kalman inversion with non-smooth regularization
Simon Weissmann
This paper investigates ensemble Kalman inversion (EKI) for variational inverse problems with convex, potentially non-smooth regularization. While deterministic EKI and its Tikhono…
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…