Ensemble Kalman Inversion for General Likelihoods
View / Open Files
Authors
Duffield, Samuel
Singh, Sumeetpal
Journal Title
Statistics and Probability Letters
ISSN
0167-7152
Publisher
Elsevier
Type
Article
This Version
AM
Metadata
Show full item recordCitation
Duffield, S., & Singh, S. Ensemble Kalman Inversion for General Likelihoods. Statistics and Probability Letters https://doi.org/10.17863/CAM.83851
Abstract
In this letter we generalise Ensemble Kalman inversion techniques to general Bayesian models where previously they were restricted to additive Gaussian likelihoods - all in the difficult setting where the likelihood can
be sampled from, but its density not necessarily evaluated.
Sponsorship
EPSRC (1890282)
Embargo Lift Date
2025-04-25
Identifiers
This record's DOI: https://doi.org/10.17863/CAM.83851
This record's URL: https://www.repository.cam.ac.uk/handle/1810/336434
Rights
Attribution-NonCommercial-NoDerivatives 4.0 International
Licence URL: https://creativecommons.org/licenses/by-nc-nd/4.0/
Statistics
Total file downloads (since January 2020). For more information on metrics see the
IRUS guide.