Ensemble Kalman Inversion

Ensemble Kalman Inversion (EKI) is a powerful Bayesian inference method used to solve inverse problems, particularly those involving complex, high-dimensional systems. Current research focuses on applying EKI in conjunction with various machine learning models, such as Physics-Informed Neural Operators (PINOs) and DeepONets, to improve efficiency and accuracy in diverse fields like reservoir characterization and system identification. This approach offers significant advantages in uncertainty quantification and computational speed compared to traditional methods, enabling faster and more reliable solutions for challenging inverse problems across scientific and engineering disciplines. The combination of EKI with generative models further enhances the ability to handle non-Gaussian posterior distributions and improve the quality of reconstructions.

Papers