Follow
Björn Sprungk
Björn Sprungk
Verified email at math.tu-freiberg.de - Homepage
Title
Cited by
Cited by
Year
Analysis of the ensemble and polynomial chaos Kalman filters in Bayesian inverse problems
OG Ernst, B Sprungk, HJ Starkloff
SIAM/ASA Journal on Uncertainty Quantification 3 (1), 823-851, 2015
992015
On a generalization of the preconditioned Crank–Nicolson Metropolis algorithm
D Rudolf, B Sprungk
Foundations of Computational Mathematics 18, 309-343, 2018
772018
On the convergence of the Laplace approximation and noise-level-robustness of Laplace-based Monte Carlo methods for Bayesian inverse problems
C Schillings, B Sprungk, P Wacker
Numerische Mathematik 145, 915-971, 2020
702020
Convergence of sparse collocation for functions of countably many Gaussian random variables (with application to elliptic PDEs)
OG Ernst, B Sprungk, L Tamellini
SIAM Journal on Numerical Analysis 56 (2), 877-905, 2018
512018
On the local Lipschitz stability of Bayesian inverse problems
B Sprungk
Inverse Problems 36 (5), 055015, 2020
362020
Bayesian inverse problems and Kalman filters
OG Ernst, B Sprungk, HJ Starkloff
Extraction of Quantifiable Information from Complex Systems, 133-159, 2014
342014
Stochastic collocation for elliptic PDEs with random data: the lognormal case
OG Ernst, B Sprungk
Sparse Grids and Applications-Munich 2012, 29-53, 2014
212014
On the convergence of adaptive stochastic collocation for elliptic partial differential equations with affine diffusion
M Eigel, OG Ernst, B Sprungk, L Tamellini
SIAM Journal on Numerical Analysis 60 (2), 659-687, 2022
182022
On a Metropolis–Hastings importance sampling estimator
D Rudolf, B Sprungk
152020
On expansions and nodes for sparse grid collocation of lognormal elliptic PDEs
OG Ernst, B Sprungk, L Tamellini
Sparse Grids and Applications-Munich 2018, 1-31, 2021
132021
The information content of credit ratings: evidence from European convertible bond markets
S Hundt, B Sprungk, A Horsch
The European Journal of Finance 23 (14), 1414-1445, 2017
102017
The linear conditional expectation in Hilbert space
I Klebanov, B Sprungk, TJ Sullivan
Bernoulli 27 (4), 2267-2299, 2021
72021
Geometric convergence of elliptical slice sampling
V Natarovskii, D Rudolf, B Sprungk
International Conference on Machine Learning, 7969-7978, 2021
72021
Quantitative spectral gap estimate and Wasserstein contraction of simple slice sampling
V Natarovskii, D Rudolf, B Sprungk
72021
Numerical methods for Bayesian inference in Hilbert spaces
DMB Sprungk
72017
Metropolis‐Hastings Importance Sampling Estimator
D Rudolf, B Sprungk
PAMM 17 (1), 731-734, 2017
52017
Dimension‐independent Markov chain Monte Carlo on the sphere
HC Lie, D Rudolf, B Sprungk, TJ Sullivan
Scandinavian Journal of Statistics, 2021
42021
Robust random walk-like Metropolis-Hastings algorithms for concentrating posteriors
D Rudolf, B Sprungk
arXiv preprint arXiv:2202.12127, 2022
32022
Stability of doubly-intractable distributions
M Habeck, D Rudolf, B Sprungk
32020
Stochastic differential equations with fuzzy drift and diffusion
B Sprungk, KG Van Den Boogaart
Fuzzy Sets and Systems 230, 53-64, 2013
32013
The system can't perform the operation now. Try again later.
Articles 1–20