Less Interaction with Forward Models in Langevin Dynamics: Enrichment and Homotopy
Author:
Affiliation:
1. Weierstrass Institute, 10117 Berlin, Germany.
2. Freie Universität Berlin, Institut für Mathematik, 14195 Berlin, Germany.
Funder
Deutsche Forschungsgemeinschaft
ANR-DFG
Publisher
Society for Industrial & Applied Mathematics (SIAM)
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1. Nudging the particle filter
2. On free energy barriers in Gaussian priors and failure of cold start MCMC for high-dimensional unimodal distributions
3. Curse-of-dimensionality revisited: Collapse of the particle filter in very large scale systems
4. Well posedness and convergence analysis of the ensemble Kalman inversion
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