HIERARCHICAL ENSEMBLE KALMAN METHODS WITH SPARSITY-PROMOTING GENERALIZED GAMMA HYPERPRIORS

Kim, H; Sanz-Alonso, D; Strang, A

Kim, H (通讯作者),Univ Chicago, Chicago, IL 60637 USA.

FOUNDATIONS OF DATA SCIENCE, 2023; 5 (3): 366

Abstract

This paper introduces a computational framework to incorporate flexible regularization techniques in ensemble Kalman methods, generalizing the iterati......

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