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11/13/2021
Computing f-Divergences and Distances of High-Dimensional Probability Density Functions – Low-Rank Tensor Approximations
Very often, in the course of uncertainty quantification tasks or data an...
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06/30/2019
Coupling techniques for nonlinear ensemble filtering
We consider filtering in high-dimensional non-Gaussian state-space model...
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05/31/2019
Greedy inference with layers of lazy maps
We propose a framework for the greedy approximation of high-dimensional ...
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07/02/2018
Certified dimension reduction in nonlinear Bayesian inverse problems
We propose a dimension reduction technique for Bayesian inverse problems...
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06/08/2018
A Stein variational Newton method
Stein variational gradient descent (SVGD) was recently proposed as a gen...
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03/17/2017