Ensemble Kalman Inversion for General Likelihoods
Methodology
2022-06-08 v3
Abstract
In this letter we generalise Ensemble Kalman inversion techniques to general Bayesian models where previously they were restricted to additive Gaussian likelihoods - all in the difficult setting where the likelihood can be sampled from, but its density not necessarily evaluated.
Cite
@article{arxiv.2110.03034,
title = {Ensemble Kalman Inversion for General Likelihoods},
author = {Samuel Duffield and Sumeetpal S. Singh},
journal= {arXiv preprint arXiv:2110.03034},
year = {2022}
}