77 citations · 198 across the 22 of their papers we have counts for
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Dropout Ensemble Kalman inversion for high dimensional inverse problems
Shuigen Liu, Sebastian Reich, Xin T. Tong
Ensemble Kalman inversion (EKI) is an ensemble-based method to solve inverse problems. Its gradient-free formulation makes it an attractive tool for problems with involved formulat…
Adaptive Tikhonov strategies for stochastic ensemble Kalman inversion
Simon Weissmann, Neil K. Chada, Claudia Schillings +1
Ensemble Kalman inversion (EKI) is a derivative-free optimizer aimed at solving inverse problems, taking motivation from the celebrated ensemble Kalman filter. The purpose of this…
Convergence Acceleration of Ensemble Kalman Inversion in Nonlinear Settings
Neil K. Chada, Xin T. Tong
Many data-science problems can be formulated as an inverse problem, where the parameters are estimated by minimizing a proper loss function. When complicated black-box models are i…
Analysis of a localised nonlinear Ensemble Kalman Bucy Filter with complete and accurate observations
Jana de Wiljes, Xin T. Tong
Concurrent observation technologies have made high-precision real-time data available in large quantities. Data assimilation (DA) is concerned with how to combine this data with ph…
Tikhonov Regularization Within Ensemble Kalman Inversion
Neil K. Chada, Andrew M. Stuart, Xin T. Tong
Ensemble Kalman inversion is a parallelizable methodology for solving inverse or parameter estimation problems. Although it is based on ideas from Kalman filtering, it may be viewe…