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I am a mathematician working in the research group "Numerical Mathematics of Deterministic and Stochastic Partial Differential Equations" of Claudia Schillings at the Free University of Berlin. My research focuses on uncertainty quantification as well as probabilistic approaches to numerical analysis and machine learning. In particular, I am working on high-dimensional approximation of probability distributions, Bayesian inverse problems, density estimation and kernel methods.
I am a mathematician working in the research group "Numerical Mathematics of Deterministic and Stochastic Partial Differential Equations" of Claudia Schillings at the Free University of Berlin. My research focuses on uncertainty quantification as well as probabilistic approaches to numerical analysis and machine learning. In particular, I am working on high-dimensional approximation of probability distributions, Bayesian inverse problems, density estimation and kernel methods.
Apart from mathematics, I enjoy spending time with my family and friends and eating good food. I also used to have hobbies like beach volleyball or traveling, but now I have kids. :-)
Apart from mathematics, I enjoy spending time with my family and friends and eating good food. I also used to have hobbies like beach volleyball or traveling, but now I have kids. :-)
News:
Looking forward to seeing many of you at the MCQMC 2026 in Edinburgh!
The preprint on "Error Bounds for Importance Sampling with Estimated Proposal Distributions" with Cathrine Aeckerle-Willems and Simon Weissmann is now available on [arxiv]
The preprint on the "Mixture-Weighted Ensemble Kalman Filter with Quasi-Monte Carlo Transport" with Claudia Schillings and Dana Wrischnig is now available on [arxiv]
Contact details:
Contact details:
E-mail: ilja.klebanov[at]fu-berlin.de
Postal address: Free University of Berlin, Arnimallee 6, 14195 Berlin, Germany
Office: room 209 in Arnimallee 6 ("π-Building")
Disclaimer: Any opinions expressed on this website are my own, and should not be taken as the opinions of any legal entities or individuals with which I am affiliated, that have employed me, or that have provided support of any kind.
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