2 papers
math.ST2025
Hyperparameter Selection via Early Stopping for Bayesian Semilinear PDEs
Maia Tienstra, Gottfried Hastermann
We provide a data-driven method for choosing the scale of a Gaussian prior for non-linear Bayesian inverse problems arising from semilinear PDEs. Following \cite{koers2024}, the no…
math.NA2024
Adaptive tempering schedules with approximative intermediate measures for filtering problems
Iris Rammelmüller, Gottfried Hastermann, Jana de Wiljes
Data assimilation algorithms integrate prior information from numerical model simulations with observed data. Ensemble-based filters, regarded as state-of-the-art, are widely emplo…