57 citations · 113 across the 21 of their papers we have counts for
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stat.ML2022★ 1 cited
Ensemble-based gradient inference for particle methods in optimization and sampling
Claudia Schillings, Claudia Totzeck, Philipp Wacker
We propose an approach based on function evaluations and Bayesian inference to extract higher-order differential information of objective functions {from a given ensemble of partic…
math.NA2022★ 15 cited
Parabolic PDE-constrained optimal control under uncertainty with entropic risk measure using quasi-Monte Carlo integration
Philipp A. Guth, Vesa Kaarnioja, Frances Y. Kuo +2
We study the application of a tailored quasi-Monte Carlo (QMC) method to a class of optimal control problems subject to parabolic partial differential equation (PDE) constraints un…