18 citations · 18 across the 2 of their papers we have counts for
6 papers
Gaussian random fields on non-separable Banach spaces
Yury Korolev, Jonas Latz, Carola-Bibiane Schönlieb
We study Gaussian random fields on certain Banach spaces and investigate conditions for their existence. Our results apply inter alia to spaces of Radon measures and Hölder functio…
Classification and image processing with a semi-discrete scheme for fidelity forced Allen--Cahn on graphs
Jeremy Budd, Yves van Gennip, Jonas Latz
This paper introduces a semi-discrete implicit Euler (SDIE) scheme for the Allen-Cahn equation (ACE) with fidelity forcing on graphs. Bertozzi and Flenner (2012) pioneered the use…
Multilevel Sequential Importance Sampling for Rare Event Estimation
Fabian Wagner, Jonas Latz, Iason Papaioannou +1
The estimation of the probability of rare events is an important task in reliability and risk assessment. We consider failure events that are expressed in terms of a limit state fu…
Multilevel adaptive sparse Leja approximations for Bayesian inverse problems
Ionut-Gabriel Farcas, Jonas Latz, Elisabeth Ullmann +2
Deterministic interpolation and quadrature methods are often unsuitable to address Bayesian inverse problems depending on computationally expensive forward mathematical models. Whi…
On the well-posedness of Bayesian inverse problems
Jonas Latz
The subject of this article is the introduction of a new concept of well-posedness of Bayesian inverse problems. The conventional concept of (Lipschitz, Hellinger) well-posedness i…
Fast sampling of parameterised Gaussian random fields
Jonas Latz, Marvin Eisenberger, Elisabeth Ullmann
Gaussian random fields are popular models for spatially varying uncertainties, arising for instance in geotechnical engineering, hydrology or image processing. A Gaussian random fi…