Björn Sprungk

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. Robust random walk-like Metropolis-Hastings algorithms for concentrating posteriors
   2022/02/24 by Daniel Rudolf, Rudolf, Daniel, Björn Sprungk +1 · 2 citations
   Computer Science · Mathematics · #60J22 #62D99 #65C05 #65C40 #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) #Probability (math.PR) #Statistical Methods and Bayesian Inference #Statistics Theory (math.ST)
3. Metropolis-adjusted interacting particle sampling
   2023/12/21 by Björn Sprungk, Sprungk, Björn, Simon Weißmann +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
4. Quantitative spectral gap estimate and Wasserstein contraction of simple\n slice sampling
   2019/03/09 by Viacheslav Natarovskii, Daniel Rudolf, Natarovskii, Viacheslav +3 · 2 citations
   Computer Science · Engineering · Mathematics · #62D99 #65C05 #FOS: Mathematics #Markov Chains and Monte Carlo Methods #Primary: 65C40 #Probability (math.PR) #Secondary: 60J22 #Sparse and Compressive Sensing Techniques #Statistics Theory (math.ST) #Topological and Geometric Data Analysis
5. Analysis of the Ensemble and Polynomial Chaos Kalman Filters in Bayesian\n Inverse Problems
   2015/04/14 by Oliver G. Ernst, Ernst, Oliver G., Björn Sprungk +3 · 1 citation
   Computer Science · Decision Sciences · #35R30 #35R60 #60H35 #FOS: Mathematics #Forecasting Techniques and Applications #Gaussian Processes and Bayesian Inference #Numerical Analysis (math.NA) #Target Tracking and Data Fusion in Sensor Networks
6. On Expansions and Nodes for Sparse Grid Collocation of Lognormal\n Elliptic PDEs
   2019/06/04 by Oliver G. Ernst, Ernst, Oliver G., Björn Sprungk +3 · 1 citation
   Economics, Econometrics and Finance · Environmental Science · Mathematics · #65C30 #65D05 #65D15 #FOS: Mathematics #Hydrology and Drought Analysis #Numerical Analysis (math.NA) #Probability (math.PR) #Statistical Methods and Inference #Stochastic processes and financial applications
7. On the convergence of adaptive stochastic collocation for elliptic partial differential equations with affine diffusion
   2020/08/17 by Martin Eigel, Eigel, Martin, Oliver P. Ernst +5 · 1 citation
   Engineering · #35R60 #60H25 #65C30 #65D05 #65D15 #65N12 #Advanced Numerical Methods in Computational Mathematics #FOS: Mathematics #Numerical Analysis (math.NA)