activity
20182026
most citedWell Posedness and Convergence Analysis of the Ensemble Kalman Inversion

57 citations · 94 across the 16 of their papers we have counts for

collaborators

18 papers

cs.LG2026

Information-Theoretic Foundations of Online Temperature Sampling

Jin Sima, Nikolaos Papagiannis, Ananth Grama +1

Repetitive, degenerate generation is a persistent failure of LLM decoding, and the standard remedies (temperature, nucleus, and top- sampling) are static heuristics. By Kac's le…

math.NA2026

Ensemble Kalman inversion with non-smooth regularization

Simon Weissmann

This paper investigates ensemble Kalman inversion (EKI) for variational inverse problems with convex, potentially non-smooth regularization. While deterministic EKI and its Tikhono…

eess.SY2026

A Stochastic Gradient Descent Approach to Design Policy Gradient Methods for LQR

Bowen Song, Simon Weissmann, Mathias Staudigl +1

In this work, we propose a stochastic gradient descent (SGD) framework to design data-driven policy gradient descent algorithms for the linear quadratic regulator problem. Two alte…

math.ST2025

Affine invariant interacting Langevin dynamics in Markov chain importance sampling for rare event estimation

Jason Beh, Jérôme Morio, Florian Simatos +1

This work considers the framework of Markov chain importance sampling~(MCIS), in which one employs a Markov chain Monte Carlo~(MCMC) scheme to sample particles approaching the opti…

math.OC2024

Derivative-free stochastic bilevel optimization for inverse problems

Mathias Staudigl, Simon Weissmann, Tristan van Leeuwen

Inverse problems are key issues in several scientific areas, including signal processing and medical imaging. Data-driven approaches for inverse problems aim for learning model and…

math.NA2024

The Ensemble Kalman Filter for Dynamic Inverse Problems

Simon Weissmann, Neil K. Chada, Xin T. Tong

In inverse problems, the goal is to estimate unknown model parameters from noisy observational data. Traditionally, inverse problems are solved under the assumption of a fixed forw…