Related papers: Ensemble Kalman Inversion method for an inverse pr…
The Bayesian approach to inverse problems is widely used in practice to infer unknown parameters from noisy observations. In this framework, the ensemble Kalman inversion has been successfully applied for the quantification of uncertainties…
For many scientific inverse problems we are required to evaluate an expensive forward model. Moreover, the model is often given in such a form that it is unrealistic to access its gradients. In such a scenario, standard Markov Chain Monte…
It is a grand challenge to find a feasible weather modification method to mitigate the impact of extreme weather events such as tropical cyclones. Previous works have proposed potentially effective actuators and assessed their capabilities…
In this study, we consider an ensemble Kalman inversion (EKI) for the numerical solution of time-fractional diffusion inverse problems (TFDIPs). Computational challenges in the EKI arise from the need for repeated evaluations of the forward…
The iterative ensemble Kalman filter (IEnKF) is widely used in inverse problems to estimate system parameters from limited observations. However, the IEnKF, when applied to nonlinear systems, can be plagued by poor convergence. Here we…
The ensemble Kalman filter (EnKF) is a widely used methodology for state estimation in partial, noisily observed dynamical systems, and for parameter estimation in inverse problems. Despite its widespread use in the geophysical sciences,…
Among the class of nonlinear particle filtering methods, the Ensemble Kalman Filter (EnKF) has gained recent attention for its use in solving inverse problems. We review the original method and discuss recent developments in particular in…
We present an algorithm for focusing inversion of electrical resistivity tomography (ERT) data. ERT is a typical example of ill-posed problem. Regularization is the most common way to face this kind of problems; it basically consists in…
The sample covariance matrix of a random vector is a good estimate of the true covariance matrix if the sample size is much larger than the length of the vector. In high-dimensional problems, this condition is never met. As a result, in…
Extended formulation of Full Waveform Inversion (FWI), called Wavefield Reconstruction Inversion (WRI), offers potential benefits of decreasing the nonlinearity of the inverse problem by replacing the explicit inverse of the ill-conditioned…
Inverse Kohn-Sham (iKS) problems are needed to fully understand the one-to-one mapping between densities and potentials on which Density Functional Theory is based. They are also important to advance computational schemes that rely on…
Ensemble Kalman inversion is a parallelizable derivative-free method to solve inverse problems. The method uses an ensemble that follows the Kalman update formula iteratively to solve an optimization problem. The ensemble size is crucial to…
This paper develops an efficient implementation of the ensemble Kalman filter based on a modified Cholesky decomposition for inverse covariance matrix estimation. This implementation is named EnKF-MC. Background errors corresponding to…
Legged robots require knowledge of pose and velocity in order to maintain stability and execute walking paths. Current solutions either rely on vision data, which is susceptible to environmental and lighting conditions, or fusion of…
In this work, we introduce new integral formulations based on the convolution quadrature method for the time-domain modeling of perfectly electrically conducting scatterers that overcome some of the most critical issues of the standard…
The ensemble Kalman inversion is widely used in practice to estimate unknown parameters from noisy measurement data. Its low computational costs, straightforward implementation, and non-intrusive nature makes the method appealing in various…
We introduce a derivative-free computational framework for approximating solutions to nonlinear PDE-constrained inverse problems. The aim is to merge ideas from iterative regularization with ensemble Kalman methods from Bayesian inference…
We consider the problem of performing Bayesian inference for logistic regression using appropriate extensions of the ensemble Kalman filter. Two interacting particle systems are proposed that sample from an approximate posterior and prove…
Zeeman-Doppler Imaging (ZDI) is a powerful inversion method to reconstruct stellar magnetic surface fields. The reconstruction process is usually solved by translating the inverse problem into a regularized least-square or optimization…
We introduce a new iterative regularization method for solving inverse problems that can be written as systems of linear or non-linear equations in Hilbert spaces. The proposed averaged Kaczmarz (AVEK) method can be seen as a hybrid method…