Sebastian Krumscheid

Available identifiers

zbMath Open krumscheid.sebastianMaRDI QIDQ2098288

List of research outcomes

Publication	Date of Publication	Type
Machine learning-based conditional mean filter: a generalization of the ensemble Kalman filter for nonlinear data assimilation	2024-02-14	Paper
Copula modeling and uncertainty propagation in field-scale simulation of CO$_2$ 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	2023-03-03	Paper
Adaptive stratified sampling for non-smooth problems	2022-11-24	Paper
Plateau proposal distributions for adaptive component-wise multiple-try metropolis	2022-11-17	Paper
Complexity Analysis of stochastic gradient methods for PDE-constrained optimal Control Problems with uncertain parameters	2022-05-09	Paper
Quantifying uncertain system outputs via the multilevel Monte Carlo method. I: Central moment estimation	2020-08-25	Paper
Central limit theorems for multilevel Monte Carlo methods	2019-09-19	Paper
Quantifying uncertainties in contact mechanics of rough surfaces using the Multilevel Monte Carlo method	2019-05-29	Paper
Multilevel Monte Carlo Approximation of Functions	2019-01-21	Paper
Perturbation-based inference for diffusion processes: Obtaining effective models from multiscale data	2018-10-26	Paper
A new framework for extracting coarse-grained models from time series with multiscale structure	2016-12-20	Paper
Semiparametric Drift and Diffusion Estimation for Multiscale Diffusions	2014-05-21	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

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This page was built for person: Sebastian Krumscheid