Björn Sprungk

According to our database, Björn Sprungk authored at least 15 papers between 2013 and 2023.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of five.

2023

Metropolis-adjusted interacting particle sampling.

Björn Sprungk, Simon Weissmann, Jakob Zech

CoRR, 2023

2022

Wasserstein Sensitivity of Risk and Uncertainty Propagation.

Oliver G. Ernst, Alois Pichler, Björn Sprungk

SIAM/ASA J. Uncertain. Quantification, March, 2022

On the Convergence of Adaptive Stochastic Collocation for Elliptic Partial Differential Equations with Affine Diffusion.

Martin Eigel, Oliver G. Ernst, Björn Sprungk, Lorenzo Tamellini

SIAM J. Numer. Anal., 2022

Robust random walk-like Metropolis-Hastings algorithms for concentrating posteriors.

Daniel Rudolf, Björn Sprungk

CoRR, 2022

2021

Dimension-independent Markov chain Monte Carlo on the sphere.

Han Cheng Lie, Daniel Rudolf, Björn Sprungk, Timothy John Sullivan

CoRR, 2021

Geometric convergence of elliptical slice sampling.

Viacheslav Natarovskii, Daniel Rudolf, Björn Sprungk

Proceedings of the 38th International Conference on Machine Learning, 2021

2020

On the convergence of the Laplace approximation and noise-level-robustness of Laplace-based Monte Carlo methods for Bayesian inverse problems.

Claudia Schillings, Björn Sprungk, Philipp Wacker

Numerische Mathematik, 2020

Stability of doubly-intractable distributions.

Michael Habeck, Daniel Rudolf, Björn Sprungk

CoRR, 2020

Sensitivity of Uncertainty Propagation for the Elliptic Diffusion Equation.

Oliver G. Ernst, Alois Pichler, Björn Sprungk

CoRR, 2020

2019

On the Locally Lipschitz Robustness of Bayesian Inverse Problems.

Björn Sprungk

CoRR, 2019

On Expansions and Nodes for Sparse Grid Collocation of Lognormal Elliptic PDEs.

Oliver G. Ernst, Björn Sprungk, Lorenzo Tamellini

CoRR, 2019

2018

Convergence of Sparse Collocation for Functions of Countably Many Gaussian Random Variables (with Application to Elliptic PDEs).

Oliver G. Ernst, Björn Sprungk, Lorenzo Tamellini

SIAM J. Numer. Anal., 2018

On a Generalization of the Preconditioned Crank-Nicolson Metropolis Algorithm.

Daniel Rudolf, Björn Sprungk

Found. Comput. Math., 2018

2015

Analysis of the Ensemble and Polynomial Chaos Kalman Filters in Bayesian Inverse Problems.

Oliver G. Ernst, Björn Sprungk, Hans-Jörg Starkloff

SIAM/ASA J. Uncertain. Quantification, 2015

2013

Stochastic differential equations with fuzzy drift and diffusion.

Björn Sprungk, K. Gerald van den Boogaart

Fuzzy Sets Syst., 2013