Remo Kretschmann
Research
I am currently a member of the research group Uncertainty Quantification and Inverse Problems at the Lappeenranta-Lahti University of Technology.
I am a former member of the research group Inverse Problems and have received my doctoral degree from the Universität Duisburg-Essen. My supervisor was Prof. Christian Clason.
I have been working on nonparametric Bayesian inverse problems with non-Gaussian noise or prior distribution. This includes the rigorous statistical interpretation of variational regularisation with l1-discrepancy term in the context of Bayesian inference, as well as generalising the notion of modes in infinite-dimensional spaces with regard to probability distributions that exhibit discontinuities such as distributions with compact support.
My research interests are (Bayesian) inverse problems with infinite-dimensional non-Gaussian noise or discontinuous prior distribution, as well as Gaussian approximations of the posterior distribution in nonlinear Bayesian inverse problems.
Academic career
August 2019 | Doctorate in Mathematics, Universität Duisburg-Essen |
November 2012 | Master of Science in Mathematics, Technische Universität München |
November 2009 | Bachelor of Science in Mathematics, Technische Universität München |
Publications
- Dissertation:
Nonparametric Bayesian Inverse Problems with Laplacian Noise,
Fakultät für Mathematik, Universität Duisburg-Essen, 2019. - Christian Clason, Tapio Helin, Remo Kretschmann, Petteri Piiroinen:
Generalized modes in Bayesian inverse problems,
SIAM/ASA Journal on Uncertainty Quantification 7.2 (2019), 652–684. - Master's thesis (in German):
Weak spectral synthesis on polynomial hypergroups,
Department of Mathematics, Technische Universität München, 2012.
Recent Talks
- Generalized modes in Bayesian inverse problems,
Chemnitz Symposium on Inverse Problems 2018, Technische Universität Chemnitz, Chemnitz, Germany, 27-28 September 2018. - Bayesian inverse problems with non-Gaussian noise (poster presentation),
38th International Workshop on Bayesian Inference and Maximum Entropy Methods in Science and Engineering, The Alan Turing Institute, London, United Kingdom, 02-06 July 2018. - Bayesian inverse problems with Laplacian noise,
University of Graz, Graz, Austria, 28 September 2017. - Bayesian inverse problems with Laplacian noise,
Applied Inverse Problems 2017, Zhejiang University, Hangzhou, China, 29 May-2 June 2017.