Ensemble Kalman inversion: mean-field limit and convergence analysis
Zhiyan Ding, Qin Li
Topics & Concepts
MathematicsKalman filterInverseApplied mathematicsLimit (mathematics)Ensemble Kalman filterMathematical analysisExtended Kalman filterStatisticsGeometryGaussian Processes and Bayesian InferenceTarget Tracking and Data Fusion in Sensor NetworksGeochemistry and Geologic Mapping