17 citations · 33 across the 17 of their papers we have counts for
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math.NA2020
Low-rank tensor reconstruction of concentrated densities with application to Bayesian inversion
Martin Eigel, Robert Gruhlke, Manuel Marschall
Transport maps have become a popular mechanic to express complicated probability densities using sample propagation through an optimized push-forward. Beside their broad applicabil…
math.NA2020
On the convergence of adaptive stochastic collocation for elliptic partial differential equations with affine diffusion
Martin Eigel, Oliver Ernst, Björn Sprungk +1
Convergence of an adaptive collocation method for the stationary parametric diffusion equation with finite-dimensional affine coefficient is shown. The adaptive algorithm relies on…
math.NA2020
Convergence bounds for empirical nonlinear least-squares
Martin Eigel, Reinhold Schneider, Philipp Trunschke
We consider best approximation problems in a nonlinear subset of a Banach space of functions . The norm is assumed to be a generalization o…