Weissmann, Simon
- Fokker-Planck particle systems for Bayesian inference: Computational approaches
2019/11/25 by Reich, Sebastian, Weissmann, Simon · 6 citations
#FOS: Mathematics #Numerical Analysis (math.NA)
- Beyond Stationarity: Convergence Analysis of Stochastic Softmax Policy Gradient Methods
2023/10/04 by Sara Klein, Klein, Sara, Simon Weißmann +3 · 5 citations
Computer Science · #FOS: Computer and information sciences #FOS: Mathematics #Machine Learning (cs.LG) #Machine Learning (stat.ML) #Machine Learning and Algorithms #Optimization and Control (math.OC) #Optimization and Search Problems #Reinforcement Learning in Robotics
- Metropolis-adjusted interacting particle sampling
2023/12/21 by Björn Sprungk, Simon Weißmann, Sprungk, Björn +3 · 4 citations
Computer Science · Mathematics · #Bayesian Methods and Mixture Models #Computation (stat.CO) #FOS: Computer and information sciences #FOS: Mathematics #Markov Chains and Monte Carlo Methods #Numerical Analysis (math.NA) #Statistical Methods and Bayesian Inference
- Consistency analysis of bilevel data-driven learning in inverse problems
2020/07/06 by Neil K. Chada, Claudia Schillings, Chada, Neil K. +5 · 1 citation
Mathematics · Engineering · #Numerical methods in inverse problems #Sparse and Compressive Sensing Techniques #Statistical Methods and Inference
- Ensemble Kalman filter for neural network based one-shot inversion
2020/05/05 by Guth, Philipp A., Schillings, Claudia, Weissmann, Simon · 1 citation
#62F15 #65N21 #65N75 #90C56 #FOS: Mathematics #Numerical Analysis (math.NA)
- Continuous time limit of the stochastic ensemble Kalman inversion: Strong convergence analysis
2021/07/30 by Dirk Blömker, Claudia Schillings, Blömker, Dirk +5 · 1 citation
Computer Science · Environmental Science · Mathematics · #62F15 #65C30 #65N21 #65N75 #90C56 #FOS: Mathematics #Gaussian Processes and Bayesian Inference #Numerical Analysis (math.NA) #Soil Geostatistics and Mapping #Statistical Methods and Bayesian Inference
- Almost sure convergence rates of stochastic gradient methods under gradient domination
2024/05/22 by Simon Weißmann, Weissmann, Simon, Sara Klein +5 · 2 citations
Computer Science · Mathematics · #FOS: Computer and information sciences #FOS: Mathematics #Machine Learning (cs.LG) #Mathematical Biology Tumor Growth #Optimization and Control (math.OC) #Stochastic Gradient Optimization Techniques #Topological and Geometric Data Analysis
- On the mean field limit of consensus based methods
2024/09/05 by Koß, Marvin, Weissmann, Simon, Zech, Jakob · 2 citations
#FOS: Mathematics #Optimization and Control (math.OC) #Probability (math.PR)
- One-shot Learning of Surrogates in PDE-constrained Optimization Under Uncertainty
2021/12/21 by Philipp A. Guth, Claudia Schillings, Guth, Philipp A. +3 · 1 citation
Computer Science · Engineering · #35Q93 #35R60 #49M25 #60H35 #FOS: Mathematics #Gaussian Processes and Bayesian Inference #Machine Learning and Algorithms #Numerical Analysis (math.NA) #Optimization and Control (math.OC) #Reservoir Engineering and Simulation Methods
- Adaptive multilevel subset simulation with selective refinement
2022/08/10 by Elfverson, Daniel, Scheichl, Robert, Weissmann, Simon +1 · 1 citation
#35R60 #65C05 #65C40 #65N30 #FOS: Mathematics #Numerical Analysis (math.NA)
- Multilevel Optimization for Inverse Problems
2022/04/28 by Simon Weißmann, Ashia Wilson, Weissmann, Simon +3 · 1 citation
Computer Science · #65K10 #65N21 #65N75 #FOS: Mathematics #Gaussian Processes and Bayesian Inference #Neural Networks and Applications #Numerical Analysis (math.NA) #Optimization and Control (math.OC) #Stochastic Gradient Optimization Techniques
- Structure Matters: Dynamic Policy Gradient
2024/11/07 by Sara Klein, Klein, Sara, Xiangyuan Zhang +7 · 1 citation
Economics, Econometrics and Finance · #Economic Policies and Impacts
- Polyak's Heavy Ball Method Achieves Accelerated Local Rate of Convergence under Polyak-Lojasiewicz Inequality
2024/10/22 by Sebastian Kassing, Kassing, Sebastian, Simon Weißmann +1 · 1 citation
Mathematics · #34D45 #37C10 #Approximation Theory and Sequence Spaces #FOS: Computer and information sciences #FOS: Mathematics #Iterative Methods for Nonlinear Equations #Machine Learning (cs.LG) #Mathematical Inequalities and Applications #Optimization and Control (math.OC) #Primary 90C26 #Secondary 90C30