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Martin Schiegg

3 accepted papers

2023

Validation of composite systems by discrepancy propagation

UAI 2023poster

Assessing the validity of a real-world system with respect to given quality criteria is a common yet costly task in industrial applications due to the vast number of required real-world tests. Validating such systems by means of simulation offers a promising and less expensive alternative, but requi…

Cited by 4SourcePDFScholar
2020

Differentiable Likelihoods for Fast Inversion of ’Likelihood-Free’ Dynamical Systems

ICML 2020poster

Likelihood-free (a.k.a. simulation-based) inference problems are inverse problems with expensive, or intractable, forward models. ODE inverse problems are commonly treated as likelihood-free, as their forward map has to be numerically approximated by an ODE solver. This, however, is not a fundamenta…

Cited by 26SourcePDFScholar
2018

Probabilistic Recurrent State-Space Models

ICML 2018oral

State-space models (SSMs) are a highly expressive model class for learning patterns in time series data and for system identification. Deterministic versions of SSMs (e.g., LSTMs) proved extremely successful in modeling complex time series data. Fully probabilistic SSMs, however, are often found har…