5 citations · 11 across the 6 of their papers we have counts for
4 papers · 1 filter
On the Local Lipschitz Stability of Bayesian Inverse Problems
Björn Sprungk
In this note we consider the stability of posterior measures occuring in Bayesian inference w.r.t. perturbations of the prior measure and the log-likelihood function. This extends…
On Expansions and Nodes for Sparse Grid Collocation of Lognormal Elliptic PDEs
Oliver G. Ernst, Björn Sprungk, Lorenzo Tamellini
This work is a follow-up to our previous contribution ("Convergence of sparse collocation for functions of countably many Gaussian random variables (with application to elliptic PD…
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…
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…