Claudia Schillings

1. On the convergence of the Laplace approximation and noise-level-robustness of Laplace-based Monte Carlo methods for Bayesian inverse problems
   2019/01/13 by Claudia Schillings, Björn Sprungk, Schillings, Claudia +3 · 6 citations
   Mathematics · Decision Sciences · #Mathematical Approximation and Integration #Probabilistic and Robust Engineering Design #Markov Chains and Monte Carlo Methods
2. A strongly convergent numerical scheme from Ensemble Kalman inversion
   2017/03/20 by Dirk Blömker, Claudia Schillings, Blömker, Dirk +3 · 3 citations
   Computer Science · Economics, Econometrics and Finance · Physics and Astronomy · #60H35 #65C30 #FOS: Mathematics #Gaussian Processes and Bayesian Inference #Probability (math.PR) #Statistical Mechanics and Entropy #Stochastic processes and financial applications
3. Parabolic PDE-constrained optimal control under uncertainty with entropic risk measure using quasi-Monte Carlo integration
   2024/03/11 by Philipp A. Guth, Vesa Kaarnioja, Frances Y. Kuo +2 · 5 citations
   Decision Sciences · Mathematics · Engineering · #Probabilistic and Robust Engineering Design #Mathematical Approximation and Integration #Nuclear reactor physics and engineering
4. Consistency analysis of bilevel data-driven learning in inverse problems
   2020/07/06 by Neil K. Chada, Chada, Neil K., Claudia Schillings +5 · 1 citation
   Mathematics · Engineering · #Numerical methods in inverse problems #Sparse and Compressive Sensing Techniques #Statistical Methods and Inference
5. Continuous time limit of the stochastic ensemble Kalman inversion: Strong convergence analysis
   2021/07/30 by Dirk Blömker, Blömker, Dirk, Claudia Schillings +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
6. One-shot Learning of Surrogates in PDE-constrained Optimization Under Uncertainty
   2021/12/21 by Philipp A. Guth, Guth, Philipp A., Claudia Schillings +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
7. Quasi-Monte Carlo for Bayesian design of experiment problems governed by parametric PDEs
   2024/05/06 by Vesa Kaarnioja, Claudia Schillings, Kaarnioja, Vesa +1 · 1 citation
   #math.NA #cs.NA
8. Quasi-Monte Carlo for Bayesian design of experiment problems governed by parametric PDEs
   2026/07/27 by Vesa Kaarnioja, Claudia Schillings