Transform-based particle filtering for elliptic Bayesian inverse problems
(2019)
Journal Article
Ruchi, S., Dubinkina, S., & Iglesias, M. A. (2019). Transform-based particle filtering for elliptic Bayesian inverse problems. Inverse Problems, 35(11), Article 115005. https://doi.org/10.1088/1361-6420/ab30f3
We introduce optimal transport based resampling in adaptive SMC. We consider elliptic inverse problems of inferring hydraulic conductivity from pressure measurements. We consider two parametrizations of hydraulic conductivity: by Gaussian random fiel... Read More about Transform-based particle filtering for elliptic Bayesian inverse problems.