科学研究
报告题目:

Ensemble Kalman inversion with dropout

报告人:

刘水根 (新加坡国立大学)

报告时间:

报告地点:

2021欧洲杯买球平台官网东北楼四楼报告厅(404)

报告摘要:

Ensemble Kalman inversion (EKI) is an ensemble-based method to solve inverse problems. However, EKI can face difficulties when dealing with high-dimensional problems using a fixed-size ensemble, due to its subspace property where the ensemble always lives in the subspace spanned by the initial ensemble. To address this issue, we propose a novel approach using dropout technique to mitigate the subspace problem. Compared to the conventional localization approach, dropout avoids the complex designs in the localization process. We prove that EKI with dropout converges in the small ensemble settings, and the complexity of the algorithm scales linearly with dimension. Numerical examples demonstrate the effectiveness of our approach.