2 papers
stat.ME2026
Mixture-Weighted Ensemble Kalman Filter with Quasi-Monte Carlo Transport
Ilja Klebanov, Claudia Schillings, Dana Wrischnig
The Bootstrap Particle Filter (BPF) and the Ensemble Kalman Filter (EnKF) are two widely used methods for sequential Bayesian filtering: the BPF is asymptotically exact but can suf…
math.NA2026
Multilevel Sparse Tensor Approximation for High-Dimensional Parametric PDEs
Martin Eigel, Philipp Trunschke, Dana Wrischnig
In this paper the efficiency of multilevel sparse tensor approximation methods for high-dimensional affine parametric diffusion equations is investigated. Methodologically, the rec…