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math.ST2020★ 1 cited
Consistency analysis of bilevel data-driven learning in inverse problems
Neil K. Chada, Claudia Schillings, Xin T. Tong +1
One fundamental problem when solving inverse problems is how to find regularization parameters. This article considers solving this problem using data-driven bilevel optimization,…
math.ST2019
Sampling Sup-Normalized Spectral Functions for Brown-Resnick Processes
Marco Oesting, Martin Schlather, Claudia Schillings
Sup-normalized spectral functions form building blocks of max-stable and Pareto processes and therefore play an important role in modeling spatial extremes. For one of the most pop…