×
Edit Profile (opens in new tab)

Sprungk, Björn

Co-Author Distance
Author ID: sprungk.bjorn Recent zbMATH articles by "Sprungk, Björn"
Published as: Sprungk, Björn
Homepage: https://tu-freiberg.de/fakult1/aguq/sprungk
External Links: MGP · ORCID · Google Scholar · ResearchGate · dblp
Documents Indexed: 19 Publications since 2013, including 1 Additional arXiv Preprint
Co-Authors: 17 Co-Authors with 18 Joint Publications
315 Co-Co-Authors
all top 5

Co-Authors

1 single-authored
8 Ernst, Oliver G.
7 Rudolf, Daniel
3 Tamellini, Lorenzo
2 Starkloff, Hans-Jörg
2 Sullivan, Tim
1 Eigel, Martin
1 Habeck, Michael
1 Hasenpflug, Mareike
1 Klebanov, Ilja
1 Lie, Han Cheng
1 Natarovskii, Viacheslav
1 Pichler, Alois
1 Power, Sam
1 Schillings, Claudia
1 van den Boogaart, Karl Gerald
1 Wacker, Philipp
1 Wang, Andi Q.
all top 5

Serials

2 SIAM Journal on Numerical Analysis
2 The Annals of Applied Probability
2 SIAM/ASA Journal on Uncertainty Quantification
1 Inverse Problems
1 Scandinavian Journal of Statistics
1 Fuzzy Sets and Systems
1 Numerische Mathematik
1 Electronic Communications in Probability
1 Bernoulli
1 Foundations of Computational Mathematics
1 Electronic Journal of Statistics
1 GEM - International Journal on Geomathematics
all top 5

Fields

17 Probability theory and stochastic processes (60-XX)
10 Statistics (62-XX)
10 Numerical analysis (65-XX)
4 Partial differential equations (35-XX)
1 Ordinary differential equations (34-XX)
1 Global analysis, analysis on manifolds (58-XX)
1 Game theory, economics, finance, and other social and behavioral sciences (91-XX)
1 Systems theory; control (93-XX)

Publications by Year

all cited Publications top 5 cited Publications

Citations contained in zbMATH Open

14 Publications have been cited 186 times in 166 Documents Cited by ▼ Year ▼
Analysis of the ensemble and polynomial chaos Kalman filters in Bayesian inverse problems. Zbl 1339.60041
Ernst, Oliver G.; Sprungk, Björn; Starkloff, Hans-Jörg
48
2015
On a generalization of the preconditioned Crank-Nicolson metropolis algorithm. Zbl 1391.60169
Rudolf, Daniel; Sprungk, Björn
34
2018
On the convergence of the Laplace approximation and noise-level-robustness of Laplace-based Monte Carlo methods for Bayesian inverse problems. Zbl 1446.65098
Schillings, Claudia; Sprungk, Björn; Wacker, Philipp
27
2020
On the local Lipschitz stability of Bayesian inverse problems. Zbl 1469.62216
Sprungk, Björn
19
2020
Convergence of sparse collocation for functions of countably many Gaussian random variables (with application to elliptic PDEs). Zbl 06864017
Ernst, Oliver G.; Sprungk, Björn; Tamellini, Lorenzo
18
2018
Bayesian inverse problems and Kalman filters. Zbl 1328.93260
Ernst, Oliver G.; Sprungk, Björn; Starkloff, Hans-Jörg
11
2014
Stochastic collocation for elliptic PDEs with random data: the lognormal case. Zbl 1316.65008
Ernst, Oliver G.; Sprungk, Björn
7
2014
On the convergence of adaptive stochastic collocation for elliptic partial differential equations with affine diffusion. Zbl 1508.65163
Eigel, Martin; Ernst, Oliver G.; Sprungk, Björn; Tamellini, Lorenzo
7
2022
On a Metropolis-Hastings importance sampling estimator. Zbl 1450.62104
Rudolf, Daniel; Sprungk, Björn
4
2020
On expansions and nodes for sparse grid collocation of lognormal elliptic PDEs. Zbl 1498.65210
Ernst, Oliver G.; Sprungk, Björn; Tamellini, Lorenzo
3
2021
Quantitative spectral gap estimate and Wasserstein contraction of simple slice sampling. Zbl 07420501
Natarovskii, Viacheslav; Rudolf, Daniel; Sprungk, Björn
3
2021
The linear conditional expectation in Hilbert space. Zbl 1469.60016
Klebanov, Ilja; Sprungk, Björn; Sullivan, T. J.
2
2021
Stability of doubly-intractable distributions. Zbl 1448.60009
Habeck, Michael; Rudolf, Daniel; Sprungk, Björn
2
2020
Wasserstein sensitivity of risk and uncertainty propagation. Zbl 1498.91503
Ernst, Oliver G.; Pichler, Alois; Sprungk, Björn
1
2022
On the convergence of adaptive stochastic collocation for elliptic partial differential equations with affine diffusion. Zbl 1508.65163
Eigel, Martin; Ernst, Oliver G.; Sprungk, Björn; Tamellini, Lorenzo
7
2022
Wasserstein sensitivity of risk and uncertainty propagation. Zbl 1498.91503
Ernst, Oliver G.; Pichler, Alois; Sprungk, Björn
1
2022
On expansions and nodes for sparse grid collocation of lognormal elliptic PDEs. Zbl 1498.65210
Ernst, Oliver G.; Sprungk, Björn; Tamellini, Lorenzo
3
2021
Quantitative spectral gap estimate and Wasserstein contraction of simple slice sampling. Zbl 07420501
Natarovskii, Viacheslav; Rudolf, Daniel; Sprungk, Björn
3
2021
The linear conditional expectation in Hilbert space. Zbl 1469.60016
Klebanov, Ilja; Sprungk, Björn; Sullivan, T. J.
2
2021
On the convergence of the Laplace approximation and noise-level-robustness of Laplace-based Monte Carlo methods for Bayesian inverse problems. Zbl 1446.65098
Schillings, Claudia; Sprungk, Björn; Wacker, Philipp
27
2020
On the local Lipschitz stability of Bayesian inverse problems. Zbl 1469.62216
Sprungk, Björn
19
2020
On a Metropolis-Hastings importance sampling estimator. Zbl 1450.62104
Rudolf, Daniel; Sprungk, Björn
4
2020
Stability of doubly-intractable distributions. Zbl 1448.60009
Habeck, Michael; Rudolf, Daniel; Sprungk, Björn
2
2020
On a generalization of the preconditioned Crank-Nicolson metropolis algorithm. Zbl 1391.60169
Rudolf, Daniel; Sprungk, Björn
34
2018
Convergence of sparse collocation for functions of countably many Gaussian random variables (with application to elliptic PDEs). Zbl 06864017
Ernst, Oliver G.; Sprungk, Björn; Tamellini, Lorenzo
18
2018
Analysis of the ensemble and polynomial chaos Kalman filters in Bayesian inverse problems. Zbl 1339.60041
Ernst, Oliver G.; Sprungk, Björn; Starkloff, Hans-Jörg
48
2015
Bayesian inverse problems and Kalman filters. Zbl 1328.93260
Ernst, Oliver G.; Sprungk, Björn; Starkloff, Hans-Jörg
11
2014
Stochastic collocation for elliptic PDEs with random data: the lognormal case. Zbl 1316.65008
Ernst, Oliver G.; Sprungk, Björn
7
2014
all cited Publications top 5 cited Publications
all top 5

Cited by 309 Authors

13 Sprungk, Björn
12 Stuart, Andrew M.
9 Marzouk, Youssef M.
7 Rudolf, Daniel
7 Schillings, Claudia
6 Ernst, Oliver G.
6 Tamellini, Lorenzo
5 Cui, Tiangang
5 Latz, Jonas
5 Li, Jinglai
5 Sanz-Alonso, Daniel
5 Tempone, Raúl F.
5 Ullmann, Elisabeth
5 Wacker, Philipp
5 Weissmann, Simon
4 Chada, Neil K.
4 Ding, Minghui
4 Ghattas, Omar N.
4 Lie, Han Cheng
4 Papaioannou, Iason
4 Sullivan, Tim
4 Tong, Xin Thomson
4 Zheng, Guanghui
3 Bardsley, Johnathan M.
3 Beskos, Alexandros
3 Blömker, Dirk
3 Dinh Dũng
3 Eigel, Martin
3 Khan, Akhtar Ali
3 Klebanov, Ilja
3 Lan, Shiwei
3 Law, Kody J. H.
3 Liu, Hongyu
3 Nobile, Fabio
3 Petra, Noemi
3 Reich, Sebastian
3 Sama, Miguel
3 Silvester, David J.
3 Starkloff, Hans-Jörg
3 Zhou, Qingping
2 Ba, Yuming
2 Bespalov, Alexei
2 Chen, Peng
2 Chen, YuMing
2 Ding, Zhiyan
2 Dong, Yiqiu
2 Dunlop, Matthew M.
2 Elvira, Víctor
2 Garbuno-Inigo, Alfredo
2 Goda, Takashi
2 Hansen, Per Christian
2 Harbrecht, Helmut
2 Helin, Tapio
2 Herty, Michael Matthias
2 Hironaka, Tomohiko
2 Hoffmann, Franca
2 Hu, Zixi
2 Huang, Daniel Zhengyu
2 Jadamba, Baasansuren
2 Jerez-Hanckes, Carlos
2 Jiang, Lijian
2 Kamatani, Kengo
2 Li, Qin
2 Manzoni, Andrea
2 Marschall, Manuel
2 Martino, Luca
2 Matthies, Hermann Georg
2 Multerer, Michael D.
2 Quarteroni, Alfio M.
2 Roininen, Lassi
2 Schär, Philip
2 Schneider, Tapio
2 Schwab, Christoph
2 Stadler, Georg
2 Trillos, Nicolás García
2 Uribe, Felipe
2 Vaes, Urbain
2 Villa, Umberto E.
2 Visconti, Giuseppe
2 Wagner, Fabian J.
2 Xiao, Heng
2 Yao, Zhewei
2 Zahm, Olivier
2 Zech, Jakob
2 Zhang, Xiaoqun
2 Zhang, Xinlei
1 Adams, Matthew Philip
1 Agapiou, Sergios
1 Agrawal, Shiv
1 Akyildiz, Ömer Deniz
1 Alexanderian, Alen
1 Allaire, Doug
1 Alsup, Terrence
1 Althaus, Konstantin
1 Álvarez, Mauricio A.
1 Ayanbayev, Birzhan
1 Aylwin, Rubén
1 Bansal, Harshit
1 Bao, Jiajun
1 Bartuska, Arved
...and 209 more Authors
all top 5

Cited in 55 Serials

27 SIAM/ASA Journal on Uncertainty Quantification
18 Inverse Problems
12 Journal of Computational Physics
11 SIAM Journal on Scientific Computing
9 SIAM Journal on Numerical Analysis
6 Computer Methods in Applied Mechanics and Engineering
5 Bernoulli
5 Statistics and Computing
4 Journal of Scientific Computing
3 The Annals of Applied Probability
3 Acta Numerica
3 European Series in Applied and Industrial Mathematics (ESAIM): Mathematical Modelling and Numerical Analysis
3 SIAM Journal on Imaging Sciences
3 GEM - International Journal on Geomathematics
3 Foundations of Data Science
2 Mathematics of Computation
2 ACM Transactions on Mathematical Software
2 International Journal for Numerical Methods in Engineering
2 Numerische Mathematik
2 Computational Statistics
2 SIAM Journal on Applied Dynamical Systems
2 Inverse Problems and Imaging
2 Electronic Journal of Statistics
2 Journal of Computational and Graphical Statistics
1 Applicable Analysis
1 Computers and Fluids
1 Computers & Mathematics with Applications
1 Journal of the Franklin Institute
1 Journal of Mathematical Biology
1 Mathematical Methods in the Applied Sciences
1 Scandinavian Journal of Statistics
1 Journal of Applied Probability
1 Studies in Applied Mathematics
1 Journal of Complexity
1 Constructive Approximation
1 Journal of Theoretical Probability
1 Applied Mathematical Modelling
1 SIAM Review
1 Stochastic Processes and their Applications
1 Numerical Linear Algebra with Applications
1 Journal of Convex Analysis
1 Statistica Sinica
1 Electronic Journal of Probability
1 Electronic Communications in Probability
1 Sbornik: Mathematics
1 Vietnam Journal of Mathematics
1 Communications in Nonlinear Science and Numerical Simulation
1 Quantitative Finance
1 Foundations of Computational Mathematics
1 Journal of Machine Learning Research (JMLR)
1 Oberwolfach Reports
1 Communications in Computational Physics
1 Discrete and Continuous Dynamical Systems. Series S
1 Communications in Applied and Industrial Mathematics
1 Stochastic and Partial Differential Equations. Analysis and Computations
all top 5

Cited in 32 Fields

124 Numerical analysis (65-XX)
110 Statistics (62-XX)
44 Probability theory and stochastic processes (60-XX)
42 Partial differential equations (35-XX)
15 Computer science (68-XX)
12 Calculus of variations and optimal control; optimization (49-XX)
10 Systems theory; control (93-XX)
8 Operations research, mathematical programming (90-XX)
7 Geophysics (86-XX)
6 Fluid mechanics (76-XX)
5 Approximations and expansions (41-XX)
5 Information and communication theory, circuits (94-XX)
4 Statistical mechanics, structure of matter (82-XX)
4 Biology and other natural sciences (92-XX)
3 Game theory, economics, finance, and other social and behavioral sciences (91-XX)
2 Ordinary differential equations (34-XX)
2 Dynamical systems and ergodic theory (37-XX)
2 Global analysis, analysis on manifolds (58-XX)
2 Optics, electromagnetic theory (78-XX)
1 General and overarching topics; collections (00-XX)
1 Combinatorics (05-XX)
1 Linear and multilinear algebra; matrix theory (15-XX)
1 Real functions (26-XX)
1 Several complex variables and analytic spaces (32-XX)
1 Integral transforms, operational calculus (44-XX)
1 Integral equations (45-XX)
1 Functional analysis (46-XX)
1 Operator theory (47-XX)
1 Mechanics of deformable solids (74-XX)
1 Quantum theory (81-XX)
1 Relativity and gravitational theory (83-XX)
1 Mathematics education (97-XX)

Citations by Year