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04/01/2023
Multilevel CNNs for Parametric PDEs
We combine concepts from multilevel solvers for partial differential equ...
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02/06/2023
Convergence of adaptive Galerkin FEM for parametric PDEs with lognormal coefficients
Solving high-dimensional random parametric PDEs poses a challenging comp...
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12/22/2022
Less interaction with forward models in Langevin dynamics
Ensemble methods have become ubiquitous for the solution of Bayesian inf...
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03/17/2022
Low-rank Wasserstein polynomial chaos expansions in the framework of optimal transport
A unsupervised learning approach for the computation of an explicit func...
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12/02/2021
Adaptive non-intrusive reconstruction of solutions to high-dimensional parametric PDEs
Numerical methods for random parametric PDEs can greatly benefit from ad...
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05/19/2021
Efficient approximation of high-dimensional exponentials by tensornetworks
In this work a general approach to compute a compressed representation o...
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03/02/2021
Pricing high-dimensional Bermudan options with hierarchical tensor formats
An efficient compression technique based on hierarchical tensors for pop...
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08/17/2020
On the convergence of adaptive stochastic collocation for elliptic partial differential equations with affine diffusion
Convergence of an adaptive collocation method for the stationary paramet...
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08/10/2020
Low-rank tensor reconstruction of concentrated densities with application to Bayesian inversion
Transport maps have become a popular mechanic to express complicated pro...
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01/02/2020