57 citations · 94 across the 16 of their papers we have counts for
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math.NA2022
Adaptive multilevel subset simulation with selective refinement
Daniel Elfverson, Robert Scheichl, Simon Weissmann +1
In this work we propose an adaptive multilevel version of subset simulation to estimate the probability of rare events for complex physical systems. Given a sequence of nested fail…
math.OC2022
Multilevel Optimization for Inverse Problems
Simon Weissmann, Ashia Wilson, Jakob Zech
Inverse problems occur in a variety of parameter identification tasks in engineering. Such problems are challenging in practice, as they require repeated evaluation of computationa…
math.NA2022★ 11 cited
Gradient flow structure and convergence analysis of the ensemble Kalman inversion for nonlinear forward models
Simon Weissmann
The ensemble Kalman inversion (EKI) is a particle based method which has been introduced as the application of the ensemble Kalman filter to inverse problems. In practice it has be…