Elizabeth Qian, Georgia Tech
The Ensemble Kalman Inversion (EKI) method re-interprets the ensemble Kalman filter as an adjoint/derivative-free iterative method for solving least squares problems, particularly in the context of inverse problems. While the method has a history of use in applications in the geosciences and subsurface resource management, a very rich body of mathematical literature analyzing the method and its variants has been developed over approximately the last decade. In this talk, I aim to provide a broadly accessible introduction to EKI and its convergence properties, illustrated by numerical results.
