447 citations · 806 across the 17 of their papers we have counts for
5 papers · 1 filter
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…
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…
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…
Parameterizations for Ensemble Kalman Inversion
Neil K. Chada, Marco A. Iglesias, Lassi Roininen +1
The use of ensemble methods to solve inverse problems is attractive because it is a derivative-free methodology which is also well-adapted to parallelization. In its basic iterativ…
Iterative regularization for ensemble data assimilation in reservoir models
Marco A. Iglesias
We propose the application of iterative regularization for the development of ensemble methods for solving Bayesian inverse problems. In concrete, we construct (i) a variational it…