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Björn Sprungk
Björn Sprungk
math.tu-freiberg.de의 이메일 확인됨 - 홈페이지
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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
1142015
On a generalization of the preconditioned Crank–Nicolson Metropolis algorithm
D Rudolf, B Sprungk
Foundations of Computational Mathematics 18, 309-343, 2018
902018
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, 915-971, 2020
862020
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
592018
On the local Lipschitz stability of Bayesian inverse problems
B Sprungk
Inverse Problems 36 (5), 055015, 2020
512020
Bayesian inverse problems and Kalman filters
OG Ernst, B Sprungk, HJ Starkloff
Extraction of Quantifiable Information from Complex Systems, 133-159, 2014
382014
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
242022
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
The linear conditional expectation in Hilbert space
I Klebanov, B Sprungk, TJ Sullivan
Bernoulli 27 (4), 2267-2299, 2021
172021
On a Metropolis–Hastings importance sampling estimator
D Rudolf, B Sprungk
172020
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
162021
Quantitative spectral gap estimate and Wasserstein contraction of simple slice sampling
V Natarovskii, D Rudolf, B Sprungk
152021
Geometric convergence of elliptical slice sampling
V Natarovskii, D Rudolf, B Sprungk
International Conference on Machine Learning, 7969-7978, 2021
122021
Wasserstein sensitivity of risk and uncertainty propagation
OG Ernst, A Pichler, B Sprungk
SIAM/ASA Journal on Uncertainty Quantification 10 (3), 915-948, 2022
112022
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
112017
Numerical methods for Bayesian inference in Hilbert spaces
DMB Sprungk
102017
Weak Poincar\'e inequality comparisons for ideal and hybrid slice sampling
S Power, D Rudolf, B Sprungk, AQ Wang
arXiv preprint arXiv:2402.13678, 2024
82024
Dimension‐independent Markov chain Monte Carlo on the sphere
HC Lie, D Rudolf, B Sprungk, TJ Sullivan
Scandinavian Journal of Statistics 50 (4), 1818-1858, 2023
72023
Robust random walk-like Metropolis-Hastings algorithms for concentrating posteriors
D Rudolf, B Sprungk
arXiv preprint arXiv:2202.12127, 2022
72022
Wasserstein convergence rates of increasingly concentrating probability measures
M Hasenpflug, D Rudolf, B Sprungk
The Annals of Applied Probability 34 (3), 3320-3347, 2024
52024
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