Björn Sprungk

activity

20152026

most citedOn a generalization of the preconditioned Crank-Nicolson Metropolis algorithm

74 citations · 142 across the 17 of their papers we have counts for

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3 papers · 1 filter

math.PR2022★ 2 cited

Wasserstein convergence rates of increasingly concentrating probability measures

Mareike Hasenpflug, Daniel Rudolf, Björn Sprungk

For $ℓ : R^{d} \to [0, \infty)$ we consider the sequence of probability measures $(μ_{n})_{n \in N}$ , where $μ_{n}$ is determined by a density that is…

math.PR2020

Wasserstein sensitivity of Risk and Uncertainty Propagation

Oliver G. Ernst, Alois Pichler, Björn Sprungk

When propagating uncertainty in the data of differential equations, the probability laws describing the uncertainty are typically themselves subject to uncertainty. We present a se…

math.PR2019

Quantitative spectral gap estimate and Wasserstein contraction of simple slice sampling

Viacheslav Natarovskii, Daniel Rudolf, Björn Sprungk

We prove Wasserstein contraction of simple slice sampling for approximate sampling w.r.t. distributions with log-concave and rotational invariant Lebesgue densities. This yields, i…