Adaptive regularisation for ensemble Kalman inversion
(2020)
Journal Article
Iglesias, M. A., & Yang, Y. (2021). Adaptive regularisation for ensemble Kalman inversion. Inverse Problems, 37(2), Article 025008. https://doi.org/10.1088/1361-6420/abd29b
We propose a new regularisation strategy for the classical ensemble Kalman inversion (EKI) framework. The strategy consists of: (i) an adaptive choice for the regularisation parameter in the update formula in EKI, and (ii) criteria for the early stop... Read More about Adaptive regularisation for ensemble Kalman inversion.