| Publication | Date of Publication | Type |
|---|
The Ensemble Kalman Filter for Dynamic Inverse Problems
(available as arXiv preprint) | N/A | Paper |
On the mean-field limit for Stein variational gradient descent: stability and multilevel approximation
(available as arXiv preprint) | N/A | Paper |
Multilevel Monte Carlo for Zeroth-Order Stochastic Bilevel Optimization with Inexact Lower Level Solves
(available as arXiv preprint) | 2026-10-10 | Paper |
Derivative-free stochastic bilevel optimization for inverse problems
Computational Optimization and Applications | 2026-03-16 | Paper |
Ensemble Kalman inversion with non-smooth regularization
(available as arXiv preprint) | 2026-01-01 | Paper |
Introduction to stochastic gradient methods
(available as arXiv preprint) | 2026-01-01 | Paper |
Metropolis-adjusted interacting particle sampling
Statistics and Computing | 2025-04-22 | Paper |
The ensemble Kalman filter for dynamic inverse problems
Information and Inference | 2025-03-19 | Paper |
Affine invariant interacting Langevin dynamics in Markov chain importance sampling for rare event estimation
(available as arXiv preprint) | 2025-01-01 | Paper |
Adaptive multilevel subset simulation with selective refinement
SIAM/ASA Journal on Uncertainty Quantification | 2024-11-28 | Paper |
On the ensemble Kalman inversion under inequality constraints
Inverse Problems | 2024-08-28 | Paper |
One-shot learning of surrogates in PDE-constrained optimization under uncertainty
SIAM/ASA Journal on Uncertainty Quantification | 2024-08-14 | Paper |
On the mean field limit of consensus based methods
(available as arXiv preprint) | 2024-01-01 | Paper |
Derivative-free stochastic bilevel optimization for inverse problems
(available as arXiv preprint) | 2024-01-01 | Paper |
| On the ensemble Kalman inversion under inequality constraints | 2023-12-21 | Paper |
Continuous Time Limit of the Stochastic Ensemble Kalman Inversion: Strong Convergence Analysis
SIAM Journal on Numerical Analysis | 2023-03-31 | Paper |
Gradient flow structure and convergence analysis of the ensemble Kalman inversion for nonlinear forward models
Inverse Problems | 2022-09-14 | Paper |
| Adaptive multilevel subset simulation with selective refinement | 2022-08-10 | Paper |
Ensemble Kalman filter for neural network-based one-shot inversion
Optimization and Control for Partial Differential Equations | 2022-04-29 | Paper |
| Multilevel Optimization for Inverse Problems | 2022-04-28 | Paper |
Adaptive Tikhonov strategies for stochastic ensemble Kalman inversion
Inverse Problems | 2022-03-15 | Paper |
Consistency analysis of bilevel data-driven learning in inverse problems
Communications in Mathematical Sciences | 2022-02-16 | Paper |
Multilevel Optimization for Inverse Problems
(available as arXiv preprint) | 2022-01-01 | Paper |
| One-shot Learning of Surrogates in PDE-constrained Optimization Under Uncertainty | 2021-12-21 | Paper |
Continuous time limit of the stochastic ensemble Kalman inversion: Strong convergence analysis
(available as arXiv preprint) | 2021-07-30 | Paper |
Fokker-Planck particle systems for Bayesian inference: computational approaches
SIAM/ASA Journal on Uncertainty Quantification | 2021-06-23 | Paper |
Well posedness and convergence analysis of the ensemble Kalman inversion
Inverse Problems | 2019-08-08 | Paper |
| On the Incorporation of Box-Constraints for Ensemble Kalman Inversion | 2019-08-02 | Paper |
On the Incorporation of Box-Constraints for Ensemble Kalman Inversion
(available as arXiv preprint) | 2019-01-01 | Paper |
