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.gitignore
.gitignore
 
 
LICENSE.md
LICENSE.md
 
 
README.md
README.md
 
 
lib_inverse_problem.jl
lib_inverse_problem.jl
 
 
lib_inverse_problem.py
lib_inverse_problem.py
 
 
lib_misc.py
lib_misc.py
 
 
lib_opti_problem.py
lib_opti_problem.py
 
 
lib_plotters.py
lib_plotters.py
 
 
main.py
main.py
 
 
model_ackley.jl
model_ackley.jl
 
 
model_ackley.py
model_ackley.py
 
 
model_bimodal_2d.jl
model_bimodal_2d.jl
 
 
model_bimodal_2d.py
model_bimodal_2d.py
 
 
model_elliptic_1d.py
model_elliptic_1d.py
 
 
model_elliptic_2d.jl
model_elliptic_2d.jl
 
 
model_elliptic_2d.py
model_elliptic_2d.py
 
 
model_elliptic_2d_constrained.py
model_elliptic_2d_constrained.py
 
 
model_fokker_planck.jl
model_fokker_planck.jl
 
 
model_fokker_planck.py
model_fokker_planck.py
 
 
model_rastrigin.py
model_rastrigin.py
 
 
model_seismology.py
model_seismology.py
 
 
model_simple_1d.jl
model_simple_1d.jl
 
 
model_simple_1d.py
model_simple_1d.py
 
 
model_simple_3d.jl
model_simple_3d.jl
 
 
model_simple_3d.py
model_simple_3d.py
 
 
plot_ackley.py
plot_ackley.py
 
 
plot_ackley_cbs.py
plot_ackley_cbs.py
 
 
plot_bimodal_2d.py
plot_bimodal_2d.py
 
 
plot_bimodal_2d_cbs.py
plot_bimodal_2d_cbs.py
 
 
plot_elliptic_1d_cbs.py
plot_elliptic_1d_cbs.py
 
 
plot_elliptic_1d_md.py
plot_elliptic_1d_md.py
 
 
plot_elliptic_2d.py
plot_elliptic_2d.py
 
 
plot_elliptic_2d_cbs.py
plot_elliptic_2d_cbs.py
 
 
plot_elliptic_2d_julia.py
plot_elliptic_2d_julia.py
 
 
plot_elliptic_2d_md.py
plot_elliptic_2d_md.py
 
 
plot_fokker_planck.py
plot_fokker_planck.py
 
 
plot_simple_3d_md.py
plot_simple_3d_md.py
 
 
precond_mat.txt
precond_mat.txt
 
 
precond_vec.txt
precond_vec.txt
 
 
pylintrc
pylintrc
 
 
solver_aldi.jl
solver_aldi.jl
 
 
solver_cbo.jl
solver_cbo.jl
 
 
solver_cbo_cbs.py
solver_cbo_cbs.py
 
 
solver_cbs.jl
solver_cbs.jl
 
 
solver_cbs_metro.jl
solver_cbs_metro.jl
 
 
solver_eks.jl
solver_eks.jl
 
 
solver_eks.py
solver_eks.py
 
 
solver_md.py
solver_md.py
 
 
solver_multiscale.jl
solver_multiscale.jl
 
 
solver_pCN.jl
solver_pCN.jl
 
 
solvers.py
solvers.py
 
 
test_ackley.jl
test_ackley.jl
 
 
test_ackley_2d.py
test_ackley_2d.py
 
 
test_ackley_cbs.py
test_ackley_cbs.py
 
 
test_ackley_mean_field.py
test_ackley_mean_field.py
 
 
test_ackley_wasserstein.jl
test_ackley_wasserstein.jl
 
 
test_bimodal_2d.jl
test_bimodal_2d.jl
 
 
test_bimodal_2d_cbs.jl
test_bimodal_2d_cbs.jl
 
 
test_cbs.jl
test_cbs.jl
 
 
test_cbs_deploy.jl
test_cbs_deploy.jl
 
 
test_elliptic_1d.py
test_elliptic_1d.py
 
 
test_elliptic_1d_cbs.py
test_elliptic_1d_cbs.py
 
 
test_elliptic_2d.jl
test_elliptic_2d.jl
 
 
test_elliptic_2d.py
test_elliptic_2d.py
 
 
test_elliptic_2d_constrained.py
test_elliptic_2d_constrained.py
 
 
test_elliptic_2d_multiscale.jl
test_elliptic_2d_multiscale.jl
 
 
test_fokker_planck.jl
test_fokker_planck.jl
 
 
test_fokker_planck.py
test_fokker_planck.py
 
 
test_rastrigin_cbs.py
test_rastrigin_cbs.py
 
 
test_simple_1d.py
test_simple_1d.py
 
 
test_simple_3d.jl
test_simple_3d.jl
 
 
test_simple_3d.py
test_simple_3d.py
 
 

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Bayesicle

Methods currently implemented:

  • Ensemble Kalman Inversion (EKI), as presented here.

  • Ensemble Kalman Sampling (EKS), as presented here.

  • Consensus based optimization (CBO), as presented here.

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Particle methods for Bayesian Inverse problems

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