Before revision: We propose a new regularisation strategy within the classical ensemble Kalman inversion (EKI) framework for estimating parameters in PDEs. The regularisation strategy consists of: (i) an adaptive choice for the regularisation /inflation parameter in the update formula in EKI, and (ii) criteria for the early stopping of the scheme.
After revision: We propose a new regularisation strategy within the classical ensemble Kalman inversion (EKI) framework . The strategy consists of: (i) an adaptive choice for the regularisation /inflation parameter in the update formula in EKI, and (ii) criteria for the early stopping of the scheme.