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06/26/2020
Adaptive regularisation for ensemble Kalman inversion with applications to non-destructive testing and imaging
We propose a new regularisation strategy within the classical ensemble K...
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01/15/2019
Transform-based particle filtering for elliptic Bayesian inverse problems
We introduce optimal transport based resampling in adaptive SMC. We cons...
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11/26/2017
Ensemble-marginalized Kalman filter for linear time-dependent PDEs with noisy boundary conditions: Application to heat transfer in building walls
In this work, we present the ensemble-marginalized Kalman filter (EnMKF)...
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10/09/2017