Ensemble Kalman inversion (EKI) has been a very popular algorithm used in Bayesian inverse problems (Iglesias et al. Inverse Probl 29: 045001, 2013). It samples particles from prior distribution and introduces motion to move the around pseudo-time. As pseudo-time goes infinity, method finds minimizer of objective function, when stops at 1, ensemble resembles, some sense, posterior linear settin...
