activity
20122026
most citedThe Ensemble Kalman Filter for Inverse Problems

447 citations · 806 across the 17 of their papers we have counts for

collaborators

19 papers

math.NA2026

A variational framework for Bayesian inversion in moving boundary Darcy flow

Michael E. Causon, Marco A. Iglesias, Michael V. Tretyakov

We develop an infinite-dimensional Bayesian framework for recovering spatially varying log-permeability from pressure observations in single-phase Darcy flow with a moving boundary…

cs.LG2025

DeepONet-accelerated Bayesian inversion for moving boundary problems

Marco A. Iglesias, Michael. E. Causon, Mikhail Y. Matveev +2

This work demonstrates that neural operator learning provides a powerful and flexible framework for building fast, accurate emulators of moving boundary systems, enabling their int…

math.NA2022

On a Dynamic Variant of the Iteratively Regularized Gauss-Newton Method with Sequential Data

Neil K. Chada, Marco A. Iglesias, Shuai Lu +1

For numerous parameter and state estimation problems, assimilating new data as they become available can help produce accurate and fast inference of unknown quantities. While most…

math.NA2020★ 1 cited

Adaptive regularisation for ensemble Kalman inversion

Marco Iglesias, Yuchen Yang

We propose a new regularisation strategy for the classical ensemble Kalman inversion (EKI) framework. The strategy consists of: (i) an adaptive choice for the regularisation parame…

stat.CO2019★ 7 cited

Transform-based particle filtering for elliptic Bayesian inverse problems

Sangeetika Ruchi, Svetlana Dubinkina, Marco Iglesias

We introduce optimal transport based resampling in adaptive SMC. We consider elliptic inverse problems of inferring hydraulic conductivity from pressure measurements. We consider t…

stat.CO2017★ 13 cited

Ensemble-marginalized Kalman filter for linear time-dependent PDEs with noisy boundary conditions: Application to heat transfer in building walls

Marco Iglesias, Zaid Sawlan, Marco Scavino +2

In this work, we present the ensemble-marginalized Kalman filter (EnMKF), a sequential algorithm analogous to our previously proposed approach [1,2], for estimating the state and p…