EnsembleKalmanProcesses.jl: Derivative-free ensemble-based model calibration

EnsembleKalmanProcesses.jl is a Julia-based toolbox that can be used for a broad class of black-box gradient-free optimization problems. Specifically, the tools enable the optimization, or calibration, of parameters within a computer model in order to best match user-defined outputs of the model with available observed data (Kennedy & O’Hagan, 2001). Some of the tools can also approximately quantify parametric uncertainty (Huang, Huang, et al., 2022). Though the package is written in Julia (Bezanson et al., 2017), a read–write TOML-file interface is provided so that the tools can be applied to computer models implemented in any language. Furthermore, the calibration tools are non-intrusive, relying only on the ability of users to compute an output of their model given a parameter value.

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