Ensemble Kalman Inversion for General Likelihoods
View / Open Files
Journal Title
Statistics and Probability Letters
ISSN
0167-7152
Publisher
Elsevier
Type
Article
This Version
AM
Metadata
Show full item recordAbstract
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.
Except where otherwise noted, this item's licence is described as Attribution-NonCommercial-NoDerivatives 4.0 International