Ensemble Kalman inversion for general likelihoods

On the use of approximate Bayesian computation Markov chain Monte Carlo with inflated tolerance and post-correction

(2019) Matti Vihola et al.   BIOMETRIKA

Bayesian inversion in resin transfer molding

(2018) Marco A Iglesias et al.   INVERSE PROBLEMS

Approximate Bayesian Computation

(2018) Mark A. Beaumont   Annual Review of Statistics and Its Application

The Ensemble Kalman filter: a signal processing perspective

(2017) Michael Roth et al.   EURASIP Journal on Advances in Signal Processing

Nonlinear stability and ergodicity of ensemble based Kalman filters

(2016) Xin T Tong et al.   NONLINEARITY

Iterative regularization for ensemble data assimilation in reservoir models

(2014) Marco A. Iglesias   COMPUTATIONAL GEOSCIENCES

Ensemble Kalman methods for inverse problems

(2013) Marco A Iglesias et al.   INVERSE PROBLEMS

A Moment Matching Ensemble Filter for Nonlinear Non-Gaussian Data Assimilation

(2011) Jing Lei et al.   MONTHLY WEATHER REVIEW

The ensemble Kalman filter is an ABC algorithm

(2011) David J. Nott et al.   STATISTICS AND COMPUTING

An adaptive sequential Monte Carlo method for approximate Bayesian computation

(2011) Pierre Del Moral et al.   STATISTICS AND COMPUTING

Inference for Lévy-Driven Stochastic Volatility Models via Adaptive Sequential Monte Carlo

(2010) AJAY JASRA et al.   SCANDINAVIAN JOURNAL OF STATISTICS

Filtering via approximate Bayesian computation

(2010) Ajay Jasra et al.   STATISTICS AND COMPUTING