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Björn Sprungk
Björn Sprungk
Potvrđena adresa e-pošte na math.tu-freiberg.de - Početna stranica
Naslov
Citirano
Citirano
Godina
Analysis of the ensemble and polynomial chaos Kalman filters in Bayesian inverse problems
OG Ernst, B Sprungk, HJ Starkloff
SIAM/ASA Journal on Uncertainty Quantification 3 (1), 823-851, 2015
822015
On a generalization of the preconditioned Crank–Nicolson Metropolis algorithm
D Rudolf, B Sprungk
Foundations of Computational Mathematics 18 (2), 309-343, 2018
642018
On the convergence of the Laplace approximation and noise-level-robustness of Laplace-based Monte Carlo methods for Bayesian inverse problems
C Schillings, B Sprungk, P Wacker
Numerische Mathematik 145 (4), 915-971, 2020
502020
Convergence of sparse collocation for functions of countably many Gaussian random variables (with application to elliptic PDEs)
OG Ernst, B Sprungk, L Tamellini
SIAM Journal on Numerical Analysis 56 (2), 877-905, 2018
352018
Convergence of sparse collocation for functions of countably many Gaussian random variables (with application to elliptic PDEs)
OG Ernst, B Sprungk, L Tamellini
SIAM Journal on Numerical Analysis 56 (2), 877-905, 2018
352018
Bayesian inverse problems and Kalman filters
OG Ernst, B Sprungk, HJ Starkloff
Extraction of Quantifiable Information from Complex Systems, 133-159, 2014
292014
Stochastic collocation for elliptic PDEs with random data: the lognormal case
OG Ernst, B Sprungk
Sparse Grids and Applications-Munich 2012, 29-53, 2014
212014
On the local Lipschitz stability of Bayesian inverse problems
B Sprungk
Inverse Problems 36 (5), 055015, 2020
182020
On a Metropolis–Hastings importance sampling estimator
D Rudolf, B Sprungk
Electronic Journal of Statistics 14 (1), 857-889, 2020
102020
On the convergence of adaptive stochastic collocation for elliptic partial differential equations with affine diffusion
M Eigel, OG Ernst, B Sprungk, L Tamellini
SIAM Journal on Numerical Analysis 60 (2), 659-687, 2022
92022
Numerical Methods for Bayesian Inference in Hilbert Spaces
DMB Sprungk
92017
On expansions and nodes for sparse grid collocation of lognormal elliptic PDEs
OG Ernst, B Sprungk, L Tamellini
Sparse Grids and Applications-Munich 2018, 1-31, 2021
82021
The information content of credit ratings: evidence from European convertible bond markets
S Hundt, B Sprungk, A Horsch
The European Journal of Finance 23 (14), 1414-1445, 2017
72017
The linear conditional expectation in Hilbert space
I Klebanov, B Sprungk, TJ Sullivan
Bernoulli 27 (4), 2267-2299, 2021
62021
Stochastic differential equations with fuzzy drift and diffusion
B Sprungk, KG Van Den Boogaart
Fuzzy Sets and Systems 230, 53-64, 2013
42013
Quantitative spectral gap estimate and Wasserstein contraction of simple slice sampling
V Natarovskii, D Rudolf, B Sprungk
The Annals of Applied Probability 31 (2), 806-825, 2021
32021
Geometric convergence of elliptical slice sampling
V Natarovskii, D Rudolf, B Sprungk
International Conference on Machine Learning, 7969-7978, 2021
22021
Sensitivity of Uncertainty Propagation for the Elliptic Diffusion Equation
OG Ernst, A Pichler, B Sprungk
arXiv preprint arXiv:2003.03129, 2020
22020
Metropolis‐Hastings Importance Sampling Estimator
D Rudolf, B Sprungk
PAMM 17 (1), 731-734, 2017
22017
Probabilistic uncertainty quantification using pdes with random data: A case study. 2012
A Cliffe, OG Ernst, B Sprungk, E Ullmann, KG van den Boogaart
preparation, 0
2
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