57 citations · 113 across the 21 of their papers we have counts for
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A quasi-Monte Carlo Method for an Optimal Control Problem Under Uncertainty
Philipp A. Guth, Vesa Kaarnioja, Frances Y. Kuo +2
We study an optimal control problem under uncertainty, where the target function is the solution of an elliptic partial differential equation with random coefficients, steered by a…
On the Incorporation of Box-Constraints for Ensemble Kalman Inversion
Neil K. Chada, Claudia Schillings, Simon Weissmann
The Bayesian approach to inverse problems is widely used in practice to infer unknown parameters from noisy observations. In this framework, the ensemble Kalman inversion has been…
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…
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…