52 citations · 270 across the 19 of their papers we have counts for
4 papers · 1 filter
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…
Error analysis for probabilities of rare events with approximate models
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…
Analysis of Stochastic Gradient Descent in Continuous Time
Jonas Latz
Stochastic gradient descent is an optimisation method that combines classical gradient descent with random subsampling within the target functional. In this work, we introduce the…
Generalized Parallel Tempering on Bayesian Inverse Problems
Jonas Latz, Juan P. Madrigal-Cianci, Fabio Nobile +1
In the current work we present two generalizations of the Parallel Tempering algorithm, inspired by the so-called continuous-time Infinite Swapping algorithm. Such a method, found…