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This paper provides a unified perspective of iterative ensemble Kalman methods, a family of derivative-free algorithms for parameter reconstruction and other related tasks.
On the incorporation of box-constraints for ensemble Kalman inversion
N. K. Chada, C. Schillings and S. Weissmann · 1908
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Convergence acceleration of ensemble Kalman inversion in nonlinear setting
N. K. Chada and X. T. Tong · 1911
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A new approach to linear filtering and prediction problems,
R. E. Kalman · 1960
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Optimal Filtering
B. D. O. Anderson and J. B. Moore · 1979
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Problem Complexity and Method Efficiency in Optimization
A. S. Nemirovsky · 1983
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The iterated Kalman filter update as a Gauss-Newton method
B. M. Bell and F. W. Cathey · 1993
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SIAM J. Optim
B. M. Bell. The iterated Kalman smoother as a Gauss–Newton method · 1994
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Incremental least squares method and the extended Kalman filter
D. P. Bertsakas · 1996
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Assimilation of geosataltimeter data for the agulhas current using the ensemble Kalman filter with a quasi-geostrophic model,
G. Evensen and P. J. Van Leeuwen · 1996
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A regularizing Levenberg-Marquardt scheme, with applications to inverse groundwater filtration problems
M. Hanke · 1997
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An ensemble adjustment Kalman filter for data assimilation
J. L. Anderson · 2001
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Underbalanced drilling: Real time data interpretation and decision support
R. J. Lorentzen, K.-K. Fjelde, J. Froyen, A. C. Lage, G. Noevdal and E. H Vefring · 2001
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Instrumented wells and near-well reservoir monitoring through ensemble Kalman filter
G. Naevdal, T. Mannseth and E. H Vefring · 2001
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An Ensemble Smoother for Assisted History Matching
J. A. Skjervheim and G. Evensen · 2001
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Ensemble square root filters
M. K. Tippett, J. L. Anderson, C. H. Bishop and J. S. Whitaker · 2003
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Numerical Optimization
J. Nocedal and S. Wright · 2006
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Iterative forms of the ensemble Kalman filter
A. C. Reynolds, M. Zafari and G. Li · 2006
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An iterative ensemble Kalman filter for multiphase fluid flow data assimilation
Y. Gu and D. S. Oliver · 2007
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Stochastic Processes and Filtering Theory
A. H. Jazwinski · 2007
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An iterative ensemble Kalman filter for data assimilation
G. Li and A. C. Reynolds · 2007
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Iterative Regularization Methods for Nonlinear Ill-Posed Problems
B. Katltenbacher, A. Neubauer and O. Scherzer · 2008
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Inverse Theory for Petroleum Reservoir Characterization and History Matching
D. Oliver, A. C. Reynolds and N. Liu · 2008
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The ensemble Kalman filter in reservoir engineering–a review
S. I. Aanonsen, G. Nævdal, D. S. Oliver, A. C. Reynolds, B. Vallès and others · 2009
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Data Assimilation: The Ensemble Kalman Filter
G. Evensen · 2009
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Numerische Mathematik
S. Lu and S. V. Pereverzev. Multi-parameter regularization and its numerical realization · 2011
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Filtering Complex Turbulent Systems
A. J. Madja and J. Harlim · 2012
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A strongly convergent numerical scheme from ensemble Kalman inversion
D. Blömker, C. Schillings and P. Wacker · 2018
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Analysis of hierarchical ensemble Kalman inversion
N. K. Chada · 2018
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Parameterizations for ensemble Kalman inversion
N. K. Chada, M. A. Iglesias, L. Roininen and A. M. Stuart · 2018
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E. Haber, F. Lucka and L. Ruthotto · 2018
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E. Haber, F. Lucka and L. Ruthotto · 2018
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An Iterative EnKF for strongly nonlinear systems
P. Sakov, D. S. Oliver and L. Bertino · 2012
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On the iterated forms of Kalman filters using statistical linearization
S. Ungarala · 2012
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Ensemble smoother with multiple data assimilation,
A. Emerick and A. C. Reynolds · 2013
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Ensemble Kalman methods for inverse problems
M. A. Iglesias, K. J. H. Law and A. M. Stuart · 2013
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Ensemble filter techniques for intermittent data assimilation
S. Reich and C. J. Cotter · 2013
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Well-posedness and accuracy of the ensemble Kalman filter in discrete and continuous time
D. Kelly, K. J. H. Law and A. M. Stuart · 2014
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Kinetic methods for inverse problems
M. Herty and G. Visconti · 2018
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Convergence analysis of ensemble Kalman inversion: the linear, noisy case
C. Schillings and A. M. Stuart · 2018
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Understanding the acceleration phenomenon via high-resolution differential equations
B. Shi, S. Du, M. I. Jordan and W. J. Su · 2018
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Ensemble Kalman methods with constraints
D. J. Albers, P.-A. Blancquart, M. E. Levine, E. E. Seylabi and A. M. Stuart · 2019
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Well posedness and convergence analysis of the ensemble Kalman inversion
D. Blömker, C. Schillings, P. Wacker and S. Weissmann · 2019
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Ensemble Kalman sampling: mean-field limit and convergence analysis
Z. Ding and Q. Li · 2019
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Interacting Langevin diffusions: Gradient structure and ensemble Kalman sampler
A. Garbuno-Inigo, F. Hoffmann, W. Li and A. M. Stuart · 2019
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Ensemble Kalman inversion: A derivative-free technique for machine learning tasks
N. B. Kovachki and A. M. Stuart · 2019
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Inverse Problems and Data Assimilation
D. Sanz-Alonso, A. M. Stuart and A. Taeb · 2019
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A note on the formulation of the Ensemble Adjustment Kalman Filter
I. Grooms · 2020
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Ensemble Kalman filter for neural network based one-shot inversion
P. A. Guth, C. Schillings and S. Weissmann · 2020
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arXiv preprint arXiv:2006.14980 , 2020
M. A. Iglesias and Y. Yang. Adaptive regularisation for ensemble Kalman inversion with applications to non-destructive testing and imaging · 2020
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l p l_{p} regularization for ensemble Kalman inversion
Y. Lee · 2020
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Imposing sparsity within ensemble Kalman inversion
T. Schneider, A. M. Stuart and J-L. Wu · 2020
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