Björn Sprungk

Publication Activity (10 Years)

Years Active: 2013-2023
Publications (10 Years): 16

Top Topics

Sampling Strategies

Monte Carlo Methods

Inverse Problems

Image Denoising

Top Venues

SIAM/ASA J. Uncertain. Quantification

SIAM J. Numer. Anal.

Found. Comput. Math.

Publications

Björn Sprungk, Simon Weissmann, Jakob Zech
Metropolis-adjusted interacting particle sampling. CoRR (2023)
Martin Eigel, Oliver G. Ernst, Björn Sprungk, Lorenzo Tamellini
On the Convergence of Adaptive Stochastic Collocation for Elliptic Partial Differential Equations with Affine Diffusion. SIAM J. Numer. Anal. 60 (2) (2022)
Daniel Rudolf, Björn Sprungk
Robust random walk-like Metropolis-Hastings algorithms for concentrating posteriors. CoRR (2022)
Oliver G. Ernst, Alois Pichler, Björn Sprungk
Wasserstein Sensitivity of Risk and Uncertainty Propagation. SIAM/ASA J. Uncertain. Quantification 10 (1) (2022)
Han Cheng Lie, Daniel Rudolf, Björn Sprungk, Timothy John Sullivan
Dimension-independent Markov chain Monte Carlo on the sphere. CoRR (2021)
Viacheslav Natarovskii, Daniel Rudolf, Björn Sprungk
Geometric convergence of elliptical slice sampling. CoRR (2021)
Viacheslav Natarovskii, Daniel Rudolf, Björn Sprungk
Geometric convergence of elliptical slice sampling. ICML (2021)
Claudia Schillings, Björn Sprungk, Philipp Wacker
On the convergence of the Laplace approximation and noise-level-robustness of Laplace-based Monte Carlo methods for Bayesian inverse problems. Numerische Mathematik 145 (4) (2020)
Michael Habeck, Daniel Rudolf, Björn Sprungk
Stability of doubly-intractable distributions. CoRR (2020)
Martin Eigel, Oliver G. Ernst, Björn Sprungk, Lorenzo Tamellini
On the convergence of adaptive stochastic collocation for elliptic partial differential equations with affine diffusion. CoRR (2020)
Oliver G. Ernst, Alois Pichler, Björn Sprungk
Sensitivity of Uncertainty Propagation for the Elliptic Diffusion Equation. CoRR (2020)
Oliver G. Ernst, Björn Sprungk, Lorenzo Tamellini
On Expansions and Nodes for Sparse Grid Collocation of Lognormal Elliptic PDEs. CoRR (2019)
Björn Sprungk
On the Locally Lipschitz Robustness of Bayesian Inverse Problems. CoRR (2019)
Daniel Rudolf, Björn Sprungk
On a Generalization of the Preconditioned Crank-Nicolson Metropolis Algorithm. Found. Comput. Math. 18 (2) (2018)
Oliver G. Ernst, Björn Sprungk, Lorenzo Tamellini
Convergence of Sparse Collocation for Functions of Countably Many Gaussian Random Variables (with Application to Elliptic PDEs). SIAM J. Numer. Anal. 56 (2) (2018)
Oliver G. Ernst, Björn Sprungk, Hans-Jörg Starkloff
Analysis of the Ensemble and Polynomial Chaos Kalman Filters in Bayesian Inverse Problems. SIAM/ASA J. Uncertain. Quantification 3 (1) (2015)
Björn Sprungk, K. Gerald van den Boogaart
Stochastic differential equations with fuzzy drift and diffusion. Fuzzy Sets Syst. 230 (2013)