Schillings, Claudia
- Analysis of the ensemble Kalman filter for inverse problems
2016/02/05 by Schillings, Claudia, Stuart, Andrew M. · 9 citations
#FOS: Mathematics #Numerical Analysis (math.NA)
- Convergence Analysis of Ensemble Kalman Inversion: The Linear, Noisy Case
2017/02/25 by Schillings, Claudia, Stuart, Andrew · 4 citations
#FOS: Mathematics #Numerical Analysis (math.NA)
- 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, Schillings, Claudia, Björn Sprungk +3 · 5 citations
Mathematics · Decision Sciences · #Mathematical Approximation and Integration #Probabilistic and Robust Engineering Design #Markov Chains and Monte Carlo Methods
- A strongly convergent numerical scheme from Ensemble Kalman inversion
2017/03/20 by Blömker, Dirk, Schillings, Claudia, Wacker, Philipp · 3 citations
#60H35 #65C30 #FOS: Mathematics #Probability (math.PR)
- 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
- 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
- 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
- On the concentration of subgaussian vectors and positive quadratic forms in Hilbert spaces
2023/06/20 by Mollenhauer, Mattes, Schillings, Claudia · 1 citation
#46N30 #60E15 #60G50 #66G15 #FOS: Mathematics #Probability (math.PR)
- 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
- Generative Modelling with Tensor Train approximations of Hamilton--Jacobi--Bellman equations
2024/02/23 by Sommer, David, Gruhlke, Robert, Kirstein, Max +2 · 1 citation
#35F21 #35Q84 #62F15 #65C30 #65N75 #FOS: Computer and information sciences #FOS: Mathematics #Machine Learning (cs.LG) #Machine Learning (stat.ML) #Statistics Theory (math.ST)