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06/11/2023
Happy People – Image Synthesis as Black-Box Optimization Problem in the Discrete Latent Space of Deep Generative Models
In recent years, optimization in the learned latent space of deep genera...
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02/22/2023
Subsampling in ensemble Kalman inversion
We consider the Ensemble Kalman Inversion which has been recently introd...
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09/23/2022
Ensemble-based gradient inference for particle methods in optimization and sampling
We propose an approach based on function evaluations and Bayesian infere...
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08/04/2022
Parabolic PDE-constrained optimal control under uncertainty with entropic risk measure using quasi-Monte Carlo integration
We study the application of a tailored quasi-Monte Carlo (QMC) method to...
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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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06/17/2021
Hierarchical surrogate-based Approximate Bayesian Computation for an electric motor test bench
Inferring parameter distributions of complex industrial systems from noi...
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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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10/22/2019
A quasi-Monte Carlo Method for an Optimal Control Problem Under Uncertainty
We study an optimal control problem under uncertainty, where the target ...
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08/02/2019
On the Incorporation of Box-Constraints for Ensemble Kalman Inversion
The Bayesian approach to inverse problems is widely used in practice to ...
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02/25/2019
Sampling Sup-Normalized Spectral Functions for Brown-Resnick Processes
Sup-normalized spectral functions form building blocks of max-stable and...
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01/13/2019