Sebastian Krumscheid

MaRDI QIDQ2098288zbMATH OpenFDO

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
A Dynamical Low-rank Multilevel Monte Carlo Estimator for High-Dimensional Kinetic Equations (available as arXiv preprint)	2026-06-26	Paper
Limit theorems for one-dimensional homogenized diffusion processes Journal of Statistical Physics	2026-03-31	Paper
Scalable method for Bayesian experimental design without integrating over posterior distribution SIAM/ASA Journal on Uncertainty Quantification	2025-03-25	Paper
Sequential estimation using hierarchically stratified domains with Latin hypercube sampling	2025-03-17	Paper
A fully parallelized and budgeted multilevel Monte Carlo method and the application to acoustic waves SIAM/ASA Journal on Uncertainty Quantification	2024-11-28	Paper
Machine learning-based conditional mean filter: a generalization of the ensemble Kalman filter for nonlinear data assimilation Foundations of Data Science	2024-02-14	Paper
Copula modeling and uncertainty propagation in field-scale simulation of CO₂ fault leakage	2023-12-10	Paper
A Fully Parallelized and Budgeted Multi-Level Monte Carlo Method and the Application to Acoustic Waves	2023-07-20	Paper
Scalable method for Bayesian experimental design without integrating over posterior distribution	2023-06-30	Paper
Statistical Learning of Nonlinear Stochastic Differential Equations from Nonstationary Time Series using Variational Clustering Multiscale Modeling & Simulation	2023-03-03	Paper
Adaptive stratified sampling for non-smooth problems (available as arXiv preprint)	2022-11-24	Paper
Plateau proposal distributions for adaptive component-wise multiple-try metropolis Metron	2022-11-17	Paper
Complexity Analysis of stochastic gradient methods for PDE-constrained optimal Control Problems with uncertain parameters ESAIM: Mathematical Modelling and Numerical Analysis	2022-05-09	Paper
Quantifying uncertain system outputs via the multilevel Monte Carlo method. I: Central moment estimation Journal of Computational Physics	2020-08-25	Paper
Central limit theorems for multilevel Monte Carlo methods Journal of Complexity	2019-09-19	Paper
Quantifying uncertainties in contact mechanics of rough surfaces using the Multilevel Monte Carlo method International Journal of Engineering Science	2019-05-29	Paper
Multilevel Monte Carlo approximation of functions SIAM/ASA Journal on Uncertainty Quantification	2019-01-21	Paper
Perturbation-based inference for diffusion processes: obtaining effective models from multiscale data M\(^3\)AS. Mathematical Models & Methods in Applied Sciences	2018-10-26	Paper
A new framework for extracting coarse-grained models from time series with multiscale structure Journal of Computational Physics	2016-12-20	Paper
Semiparametric drift and diffusion estimation for multiscale diffusions Multiscale Modeling & Simulation	2014-05-21	Paper
Double-loop randomized quasi-Monte Carlo estimator for nested integration (available as arXiv preprint)	N/A	Paper
Structure-Preserving Operator Learning: Modeling the Collision Operator of Kinetic Equations (available as arXiv preprint)	N/A	Paper

Research outcomes over time

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