Resampled ensemble Kalman inversion for Bayesian parameter estimation with sequential data

Mathematics

• Parameter Estimation 100%
• Bayesian 100%
• Posterior Distribution 100%
• Monte Carlo 50%
• Approximates 50%
• Markov Chain Monte Carlo Method 50%
• World Problems 50%
• Numerical Example 50%
• Parameter Estimate 50%
• Weight Function 50%
• target distribution π 50%

Keyphrases

• Sequential Data 100%
• Bayesian Parameter Estimation 100%
• Ensemble Kalman Inversion 100%
• Posterior Distribution 50%
• Popular 25%
• Weight Function 25%
• Markov Chain Monte Carlo Methods 25%
• Real-world Problems 25%
• Numerical Examples 25%
• Forward Model 25%
• Bayesian Framework 25%
• Resampling Methods 25%
• Target Distribution 25%
• Sequential Structure 25%
• Sequential Monte Carlo Sampler 25%
• Approximate Weights 25%