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Ensemble Kalman inversion for general likelihoods
Statistics & Probability Letters ( IF 0.9 ) Pub Date : 2022-05-07 , DOI: 10.1016/j.spl.2022.109523
Samuel Duffield 1 , Sumeetpal S. Singh 1
Affiliation  

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.



中文翻译:

一般似然的集合卡尔曼反演

在这封信中,我们将集成卡尔曼反演技术推广到一般贝叶斯模型,以前它们仅限于加性高斯似然——所有这些都是在可以从中采样似然的困难环境中进行的,但不一定要评估其密度。

更新日期:2022-05-07
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