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08/10/2022
Adaptive multilevel subset simulation with selective refinement
In this work we propose an adaptive multilevel version of subset simulat...
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04/28/2022
Multilevel Optimization for Inverse Problems
Inverse problems occur in a variety of parameter identification tasks in...
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03/31/2022
Gradient flow structure and convergence analysis of the ensemble Kalman inversion for nonlinear forward models
The ensemble Kalman inversion (EKI) is a particle based method which has...
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12/21/2021
A General Framework for Machine Learning based Optimization Under Uncertainty
We propose a general framework for machine learning based optimization u...
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10/18/2021
Adaptive Tikhonov strategies for stochastic ensemble Kalman inversion
Ensemble Kalman inversion (EKI) is a derivative-free optimizer aimed at ...
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07/30/2021
Continuous time limit of the stochastic ensemble Kalman inversion: Strong convergence analysis
The Ensemble Kalman inversion (EKI) method is a method for the estimatio...
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07/06/2020
Consistency analysis of bilevel data-driven learning in inverse problems
One fundamental problem when solving inverse problems is how to find reg...
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05/05/2020
Ensemble Kalman filter for neural network based one-shot inversion
We study the use of novel techniques arising in machine learning for inv...
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11/25/2019
Fokker-Planck particle systems for Bayesian inference: Computational approaches
Bayesian inference can be embedded into an appropriately defined dynamic...
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08/02/2019