Semiparametric Drift and Diffusion Estimation for Multiscale Diffusions. - Sebastian Krumscheid; Grigorios A. Pavliotis; Serafim Kalliadasis (Multiscale Model. Simul., 2013)

A new framework for extracting coarse-grained models from time series with multiscale structure. - Serafim Kalliadasis; Sebastian Krumscheid; Grigorios A. Pavliotis (J. Comput. Phys., 2015)

Multilevel Monte Carlo Approximation of Functions. - Sebastian Krumscheid; Fabio Nobile (SIAM/ASA J. Uncertain. Quantification, 2018)

Central limit theorems for multilevel Monte Carlo methods. - Håkon Hoel; Sebastian Krumscheid (J. Complex., 2019)

Quantifying uncertain system outputs via the multilevel Monte Carlo method - Part I: Central moment estimation. - Sebastian Krumscheid; Fabio Nobile; Michele Pisaroni (J. Comput. Phys., 2020)

Machine learning-based conditional mean filter: a generalization of the ensemble Kalman filter for nonlinear data assimilation. - Truong-Vinh Hoang; Sebastian Krumscheid; Hermann G. Matthies; Raúl Tempone (CoRR, 2021)

Adaptive stratified sampling for non-smooth problems. - Per Pettersson; Sebastian Krumscheid (CoRR, 2021)

On the equivalence of different adaptive batch size selection strategies for stochastic gradient descent methods. - Luis Espath; Sebastian Krumscheid; Raúl Tempone; Pedro Vilanova (CoRR, 2021)

Quantifying uncertain system outputs via the multi-level Monte Carlo method - distribution and robustness measures. - Quentin Ayoul-Guilmard; Sundar Ganesh; Sebastian Krumscheid; Fabio Nobile (CoRR, 2022)

Statistical Learning of Nonlinear Stochastic Differential Equations from Nonstationary Time Series using Variational Clustering. - Vyacheslav Boyko; Sebastian Krumscheid; Nikki Vercauteren (Multiscale Model. Simul., 2022)

Double-loop quasi-Monte Carlo estimator for nested integration. - Arved Bartuska; André Gustavo Carlon; Luis Espath; Sebastian Krumscheid; Raúl Tempone (CoRR, 2023)

A Fully Parallelized and Budgeted Multi-Level Monte Carlo Method and the Application to Acoustic Waves. - Niklas Baumgarten; Sebastian Krumscheid; Christian Wieners (CoRR, 2023)

Copula modeling and uncertainty propagation in field-scale simulation of CO2 fault leakage. - Per Pettersson; Eirik Keilegavlen; Tor Harald Sandve; Sarah Eileen Gasda; Sebastian Krumscheid (CoRR, 2023)

Structure-Preserving Operator Learning: Modeling the Collision Operator of Kinetic Equations. - Jae Yong Lee; Steffen Schotthöfer; Tianbai Xiao; Sebastian Krumscheid; Martin Frank 004 (CoRR, 2024)

Multi-objective optimization for multi-agent injection strategies in subsurface CO2 storage. - Per Pettersson; Sebastian Krumscheid; Sarah Eileen Gasda (CoRR, 2024)

Non-parametric Inference for Diffusion Processes: A Computational Approach via Bayesian Inversion for PDEs. - Maximilian Kruse; Sebastian Krumscheid (CoRR, 2024)

Multilevel randomized quasi-Monte Carlo estimator for nested integration. - Arved Bartuska; André Gustavo Carlon; Luis Espath; Sebastian Krumscheid; Raúl Tempone (CoRR, 2024)

Reliable Uncertainty Quantification for Fiber Orientation in Composite Molding Processes using Multilevel Polynomial Surrogates. - Stjepan Salatovic; Sebastian Krumscheid; Florian Wittemann; Luise Kärger (CoRR, 2024)

A Fully Parallelized and Budgeted Multilevel Monte Carlo Method and the Application to Acoustic Waves. - Niklas Baumgarten; Sebastian Krumscheid; Christian Wieners (SIAM/ASA J. Uncertain. Quantification, 2024)

The Probability of Tiered Benefit: Partial Identification with Robust and Stable Inference. - Johan de Aguas; Sebastian Krumscheid; Johan Pensar; Guido Biele (CLeaR, 2025)

Scalable Method for Bayesian Experimental Design without Integrating over Posterior Distribution. - Vinh Hoang; Luis Espath; Sebastian Krumscheid; Raúl Tempone (SIAM/ASA J. Uncertain. Quantification, 2025)

Low-rank variance reduction for uncertain radiative transfer with control variates. - Chinmay Patwardhan; Pia Stammer; Emil Løvbak; Jonas Kusch; Sebastian Krumscheid (CoRR, 2025)

An Investigation into the Distribution of Ratios of Particle Solver-based Likelihoods. - Emil Løvbak; Sebastian Krumscheid (CoRR, 2025)

Nonparametric estimation of homogenized invariant measures from multiscale data via Hermite expansion. - Jaroslav I. Borodavka; Max Hirsch; Sebastian Krumscheid; Andrea Zanoni (CoRR, 2025)