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- W4323649812 abstract "This paper introduces a computational framework to incorporate flexible regularization techniques in ensemble Kalman methods, generalizing the iterative alternating scheme to nonlinear inverse problems. The proposed methodology approximates the maximum a posteriori (MAP) estimate of a hierarchical Bayesian model characterized by a conditionally Gaussian prior and generalized gamma hyperpriors. Suitable choices of hyperparameters yield sparsity-promoting regularization. We propose an iterative algorithm for MAP estimation, which alternates between updating the unknown with an ensemble Kalman method and updating the hyperparameters in the regularization to promote sparsity. The effectiveness of our methodology is demonstrated in several computed examples, including compressed sensing and subsurface flow inverse problems." @default.
- W4323649812 created "2023-03-10" @default.
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- W4323649812 date "2023-01-01" @default.
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- W4323649812 title "Hierarchical ensemble Kalman methods with sparsity-promoting generalized gamma hyperpriors" @default.
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- W4323649812 doi "https://doi.org/10.3934/fods.2023003" @default.
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