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]

Authors

Dirk Blömker

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Claudia Schillings

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Philipp Wacker

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Simon Weissmann

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