Ensemble Kalman Inversion for General Likelihoods
classification
📊 stat.ME
keywords
ensemblegeneralinversionkalmanlikelihoodsadditivebayesiandensity
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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.
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