Adaptive Tikhonov strategies for stochastic ensemble Kalman inversion

Understand

Ensemble Kalman inversion (EKI) is a derivative-free optimizer aimed at solving inverse problems, taking motivation from the celebrated ensemble Kalman filter.

• The purpose of this article is to consider the introduction of adaptive Tikhonov strategies for EKI.
• This work builds upon Tikhonov EKI (TEKI) which was proposed for a fixed regularization constant.
• By adaptively learning the regularization parameter, this procedure is known to improve the recovery of the underlying unknown.