17 citations · 33 across the 17 of their papers we have counts for
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math.NA2018
Adaptive stochastic Galerkin FEM for lognormal coefficients in hierarchical tensor representations
Martin Eigel, Manuel Marschall, Max Pfeffer +1
Stochastic Galerkin methods for non-affine coefficient representations are known to cause major difficulties from theoretical and numerical points of view. In this work, an adaptiv…
math.NA2018★ 17 cited
Variational Monte Carlo - Bridging Concepts of Machine Learning and High Dimensional Partial Differential Equations
Martin Eigel, Reinhold Schneider, Philipp Trunschke +1
A statistical learning approach for parametric PDEs related to Uncertainty Quantification is derived. The method is based on the minimization of an empirical risk on a selected mod…