activity
20152023
most citedNested sampling for physical scientists

158 citations · 251 across the 17 of their papers we have counts for

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Showing math.PRShow all

7 papers · 1 filter

math.PR2020★ 2 cited

The lion in the attic -- A resolution of the Borel--Kolmogorov paradox

Leon Bungert, Philipp Wacker

The Borel--Kolmogorov paradox of conditioning with respect to events of prior probability zero has fascinated students and researchers since its discovery more than 100 years ago.…

math.PR2020

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…

math.PR2020★ 1 cited

MAP estimators for nonparametric Bayesian inverse problems in Banach spaces

Philipp Wacker

In order to rigorously define maximum-a-posteriori estimators for nonparametric Bayesian inverse problems for general Banach space valued parameters, we derive and prove certain pr…

math.PR2017★ 1 cited

A strongly convergent numerical scheme from Ensemble Kalman inversion

Dirk Blömker, Claudia Schillings, Philipp Wacker

The Ensemble Kalman methodology in an inverse problems setting can be viewed as an iterative scheme, which is a weakly tamed discretization scheme for a certain stochastic differen…

math.PR2017★ 1 cited

Laplace's method in Bayesian inverse problems

Philipp Wacker

In a Bayesian inverse problem setting, the solution consists of a posterior measure obtained by combining prior belief, information about the forward operator, and noisy observatio…

math.PR2016★ 1 cited

Probabilistic Estimates of the Maximum Norm of Random Neumann Fourier Series

Dirk Blömker, Philipp Wacker, Thomas Wanner

We study the maximum norm behavior of -normalized random Fourier cosine series with a prescribed large wave number. Precise bounds of this type are an important technical tool…

math.PR2015★ 3 cited

Pattern size in Gaussian fields from spinodal decomposition

Luigi Amedeo Bianchi, Dirk Blömker, Philipp Wacker

We study the two-dimensional snake-like pattern that arises in phase separation of alloys described by spinodal decomposition in the Cahn-Hilliard model. These are somewhat univers…