Browsing Department of Mathematics by Author "Raanes, Patrick N."
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p-Kernel Stein Variational Gradient Descent for Data Assimilation and History Matching
Stordal, Andreas Størksen; Moraes, Rafael J.; Raanes, Patrick N.; Evensen, Geir (Journal article; Peer reviewed, 2021)A Bayesian method of inference known as “Stein variational gradient descent” was recently implemented for data assimilation problems, under the heading of “mapping particle filter”. In this manuscript, the algorithm is ...