158 citations · 159 across the 3 of their papers we have counts for
4 papers
Nested sampling for physical scientists
Greg Ashton, Noam Bernstein, Johannes Buchner +20
We review Skilling's nested sampling (NS) algorithm for Bayesian inference and more broadly multi-dimensional integration. After recapitulating the principles of NS, we survey deve…
Continuous time limit of the stochastic ensemble Kalman inversion: Strong convergence analysis
Dirk Blömker, Claudia Schillings, Philipp Wacker +1
The Ensemble Kalman inversion (EKI) method is a method for the estimation of unknown parameters in the context of (Bayesian) inverse problems. The method approximates the underlyin…
Pointwise defined version of conditional expectation with respect to a random variable
Philipp Wacker
It is often of interest to condition on a singular event given by a random variable, e.g. for a continuous random variable . Conditional measures with respect to this…
On the Convergence of the Laplace Approximation and Noise-Level-Robustness of Laplace-based Monte Carlo Methods for Bayesian Inverse Problems
Claudia Schillings, Björn Sprungk, Philipp Wacker
The Bayesian approach to inverse problems provides a rigorous framework for the incorporation and quantification of uncertainties in measurements, parameters and models. We are int…