Interacting Langevin Diffusions: Gradient Structure and Ensemble Kalman Sampler
Interacting Langevin Diffusions: Gradient Structure and Ensemble Kalman Sampler
Solving inverse problems without the use of derivatives or adjoints of the forward model is highly desirable in many applications arising in science and engineering. In this paper we propose a new version of such a methodology, a framework for its analysis, and numerical evidence of the practicality of the …