Björn Sprungk

18 papers A* 1Journal 17
YearRankTypeTitle / Venue / Authors
2025 J jnl
Metropolis-adjusted interacting particle sampling.
Stat. Comput.
Björn Sprungk, Simon Weissmann, Jakob Zech
2023 J jnl
Metropolis-adjusted interacting particle sampling.
CoRR
Björn Sprungk, Simon Weissmann, Jakob Zech
2022 J jnl
On the Convergence of Adaptive Stochastic Collocation for Elliptic Partial Differential Equations with Affine Diffusion.
SIAM J. Numer. Anal.
Martin Eigel, Oliver G. Ernst, Björn Sprungk, Lorenzo Tamellini
2022 J jnl
Robust random walk-like Metropolis-Hastings algorithms for concentrating posteriors.
CoRR
Daniel Rudolf, Björn Sprungk
2022 J jnl
Wasserstein Sensitivity of Risk and Uncertainty Propagation.
SIAM/ASA J. Uncertain. Quantification
Oliver G. Ernst, Alois Pichler, Björn Sprungk
2021 J jnl
Dimension-independent Markov chain Monte Carlo on the sphere.
CoRR
Han Cheng Lie, Daniel Rudolf, Björn Sprungk, Timothy John Sullivan
2021 A* conf
Geometric convergence of elliptical slice sampling.
ICML
Viacheslav Natarovskii, Daniel Rudolf, Björn Sprungk
2021 J jnl
Geometric convergence of elliptical slice sampling.
CoRR
Viacheslav Natarovskii, Daniel Rudolf, Björn Sprungk
2020 J jnl
On the convergence of adaptive stochastic collocation for elliptic partial differential equations with affine diffusion.
CoRR
Martin Eigel, Oliver G. Ernst, Björn Sprungk, Lorenzo Tamellini
2020 J jnl
On the convergence of the Laplace approximation and noise-level-robustness of Laplace-based Monte Carlo methods for Bayesian inverse problems.
Numerische Mathematik
Claudia Schillings, Björn Sprungk, Philipp Wacker
2020 J jnl
Sensitivity of Uncertainty Propagation for the Elliptic Diffusion Equation.
CoRR
Oliver G. Ernst, Alois Pichler, Björn Sprungk
2020 J jnl
Stability of doubly-intractable distributions.
CoRR
Michael Habeck, Daniel Rudolf, Björn Sprungk
2019 J jnl
On Expansions and Nodes for Sparse Grid Collocation of Lognormal Elliptic PDEs.
CoRR
Oliver G. Ernst, Björn Sprungk, Lorenzo Tamellini
2019 J jnl
On the Locally Lipschitz Robustness of Bayesian Inverse Problems.
CoRR
Björn Sprungk
2018 J jnl
Convergence of Sparse Collocation for Functions of Countably Many Gaussian Random Variables (with Application to Elliptic PDEs).
SIAM J. Numer. Anal.
Oliver G. Ernst, Björn Sprungk, Lorenzo Tamellini
2018 J jnl
On a Generalization of the Preconditioned Crank-Nicolson Metropolis Algorithm.
Found. Comput. Math.
Daniel Rudolf, Björn Sprungk
2015 J jnl
Analysis of the Ensemble and Polynomial Chaos Kalman Filters in Bayesian Inverse Problems.
SIAM/ASA J. Uncertain. Quantification
Oliver G. Ernst, Björn Sprungk, Hans-Jörg Starkloff
2013 J jnl
Stochastic differential equations with fuzzy drift and diffusion.
Fuzzy Sets Syst.
Björn Sprungk, K. Gerald van den Boogaart