52 citations · 270 across the 19 of their papers we have counts for
Showing 2019Show all
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math.NA2019★ 23 cited
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…
stat.CO2019★ 10 cited
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…
math.ST2019★ 51 cited
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…