Understanding And Improving Ensemble Methods For Inversion Through The Lens Of Multiscale Methods
Location
Zoom: Please email Lenya Ryzhik (ryzhik@math.stanford.edu) to be added to seminar mailing list.
Event Series
Event Type
Seminar
Wednesday, April 28, 2021 12:00 PM
Andrew Stuart (Caltech)
I will describe the use of ensemble based particle methods to solve inverse problems, including ensemble and unscented Kalman methods. I will show how multiscale analysis can be used to understand the performance of these methods; and I will show how multiscale methods can be used to improve upon these methods.