Continuous Time Limit of the Stochastic Ensemble Kalman Inversion: Strong Convergence Analysis

Dirk Blömker, Claudia Schillings, Philipp Wacker, Simon Weissmann. Continuous Time Limit of the Stochastic Ensemble Kalman Inversion: Strong Convergence Analysis. SIAM J. Numerical Analysis, 60(6):3181-3215, December 2022. [doi]

Abstract

Abstract is missing.