Simon Weissmann

Publication Activity (10 Years)

Years Active: 2019-2024
Publications (10 Years): 21

Top Topics

Policy Gradient

Bayesian Inference

Convergence Analysis

Top Venues

SIAM/ASA J. Uncertain. Quantification

SIAM J. Numer. Anal.

Publications

Philipp A. Guth, Claudia Schillings, Simon Weissmann
One-Shot Learning of Surrogates in PDE-Constrained Optimization under Uncertainty. SIAM/ASA J. Uncertain. Quantification 12 (2) (2024)
Simon Weissmann, Sara Klein, Waïss Azizian, Leif Döring
Almost sure convergence rates of stochastic gradient methods under gradient domination. CoRR (2024)
Simon Weissmann, Jakob Zech
On the mean-field limit for Stein variational gradient descent: stability and multilevel approximation. CoRR (2024)
Simon Weissmann, Neil K. Chada, Xin T. Tong
The Ensemble Kalman Filter for Dynamic Inverse Problems. CoRR (2024)
Sara Klein, Simon Weissmann, Leif Döring
Beyond Stationarity: Convergence Analysis of Stochastic Softmax Policy Gradient Methods. ICLR (2024)
Sara Klein, Simon Weissmann, Leif Döring
Beyond Stationarity: Convergence Analysis of Stochastic Softmax Policy Gradient Methods. CoRR (2023)
Björn Sprungk, Simon Weissmann, Jakob Zech
Metropolis-adjusted interacting particle sampling. CoRR (2023)
Matei Hanu, Simon Weissmann
On the ensemble Kalman inversion under inequality constraints. CoRR (2023)
Simon Weissmann
Gradient flow structure and convergence analysis of the ensemble Kalman inversion for nonlinear forward models. CoRR (2022)
Simon Weissmann, Ashia Wilson, Jakob Zech
Multilevel Optimization for Inverse Problems. CoRR (2022)
Daniel Elfverson, Robert Scheichl, Simon Weissmann, Francisco Alejandro DiazDelaO
Adaptive multilevel subset simulation with selective refinement. CoRR (2022)
Simon Weissmann, Ashia Wilson, Jakob Zech
Multilevel Optimization for Inverse Problems. COLT (2022)
Dirk Blömker, Claudia Schillings, Philipp Wacker, Simon Weissmann
Continuous Time Limit of the Stochastic Ensemble Kalman Inversion: Strong Convergence Analysis. SIAM J. Numer. Anal. 60 (6) (2022)
Sebastian Reich, Simon Weissmann
Fokker-Planck Particle Systems for Bayesian Inference: Computational Approaches. SIAM/ASA J. Uncertain. Quantification 9 (2) (2021)
Dirk Blömker, Claudia Schillings, Philipp Wacker, Simon Weissmann
Continuous time limit of the stochastic ensemble Kalman inversion: Strong convergence analysis. CoRR (2021)
Philipp A. Guth, Claudia Schillings, Simon Weissmann
A General Framework for Machine Learning based Optimization Under Uncertainty. CoRR (2021)
Simon Weissmann, Neil K. Chada, Claudia Schillings, Xin T. Tong
Adaptive Tikhonov strategies for stochastic ensemble Kalman inversion. CoRR (2021)
Neil K. Chada, Claudia Schillings, Xin T. Tong, Simon Weissmann
Consistency analysis of bilevel data-driven learning in inverse problems. CoRR (2020)
Philipp A. Guth, Claudia Schillings, Simon Weissmann
Ensemble Kalman filter for neural network based one-shot inversion. CoRR (2020)
Sebastian Reich, Simon Weissmann
Fokker-Planck particle systems for Bayesian inference: Computational approaches. CoRR (2019)
Neil K. Chada, Claudia Schillings, Simon Weissmann
On the Incorporation of Box-Constraints for Ensemble Kalman Inversion. CoRR (2019)