Fast hybrid tempered ensemble transform filter formulation for Bayesian elliptical problems via Sinkhorn approximation
<p>Identification of unknown parameters on the basis of partial and noisy data is a challenging task, in particular in high dimensional and non-linear settings. Gaussian approximations to the problem, such as ensemble Kalman inversion, tend to be robust and computationally cheap and often prod...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Copernicus Publications
2021-01-01
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| Series: | Nonlinear Processes in Geophysics |
| Online Access: | https://npg.copernicus.org/articles/28/23/2021/npg-28-23-2021.pdf |