Dr. Robert Gruhlke

Postdoctoral Researcher at FU Berlin
Bayesian Inference · Low-Rank Approximation · Uncertainty Quantification · Machine Learning

📧 r.gruhlke(at)fu-berlin.de

Robert Gruhlke

Research

I am a postdoc working at the Freie Universität Berlin working with Claudia Schillings funded by the Berlin Mathematics Research Center MATH+. My research interests include Bayesian inverse problems, uncertainty quantification, low-rank tensor formats, numerical analysis, non-linear optimization and machine learning with special interest in the high-dimensional settings. My project within the MATH+ cluster of excellence is titled Wasserstein Gradient Flows for Generalised Transport in Bayesian Inversion. I completed my PhD on "Uncertainty quantification of material imperfections: surrogates, upscaling and inference" in 2023 at TU Berlin and WIAS Berlin supervised by Martin Eigel and Dietmar Hömberg.

Research Interests

My research interests refine as follows:

Publications

Preprints

Leveraging Low-Rank Structures for High-Dimensional Score-Based Sampling

Gruhlke, R., Berner J., Richter L., D. Sommer.

ICML 2026, submitted

Multiplicative Diffusion Models: Beyond Gaussian Latents

Gruhlke, R., Resseguier, V., Talla Makougne, M.

Accepted for publication in ICLR 2026

Provable Mixed-Noise Learning with Flow-Matching

Hagemann, P., Gruhlke, R., Stankewitz, B., Schillings, C., & Steidl, G.

Accepted for publication in Theoretical Foundations of Deep Learning, book series, Springer Nature
arXiv preprint, arXiv:2508.18122 (2025)

Gradient-Free Sequential Bayesian Experimental Design via Interacting Particle Systems

Gruhlke, R., Hanu, M., Schillings, C., & Wacker, P.

Accepted for publication in SIAM/ASA Journal on Uncertainty Quantification
arXiv preprint, arXiv:2508.18122. (2025)

Optimal sampling for stochastic and natural gradient descent

Gruhlke, R., Nouy, A., & Trunschke, P.

arXiv preprint, arXiv:2402.03113 (2024) — In revision at JOTA

Generative modeling with low-rank Wasserstein polynomial chaos expansions

Gruhlke, R., & Eigel, M.

arXiv preprint, arXiv:2203.09358v2 (2024)

Upcoming Preprints

The following preprints will be available soon, reflecting current research directions:

Journal/Conference Papers

Reverse Diffusion Sampling with Tensor Train Approximations of Hamilton–Jacobi–Bellman Equations

Gruhlke, R., Sommer, D., Kirstein, M., Eigel, M., & Schillings, C.

SIAM Journal on Scientific Computing, 48(1), C103-C135.

Importance Corrected Neural JKO Sampling

Hertrich, J. & Gruhlke, R. (to appear)

International Conference on Machine Learning (ICML), Accepted (2025)

Multiplicative score-based generative models for fluid dynamics

Talla, M., Resseguier, V., Gruhlke, R., Heitz, D., & Mémin, E.

SIAM Computational Science and Engineering (CSE25) (2025)

Less Interaction with Forward Models in Langevin Dynamics: Enrichment and Homotopy

Eigel, M., Gruhlke, R. & Sommer, D.

SIAM Journal on Applied Dynamical Systems, 23(3): 1870–1908 (2024)

Numerical upscaling of parametric microstructures in a possibilistic uncertainty framework with tensor trains

Eigel, M., Gruhlke, R., Moser, D., & Grasedyck, L.

Computational Mechanics, 71(4): 615–636 (2023)

Local surrogate responses in the Schwarz alternating method for elastic problems on random voided domains

Drieschner, M., Gruhlke, R., Petryna, Y., Eigel, M., & Hömberg, D.

Computer Methods in Applied Mechanics and Engineering, 405: 115858 (2023)

Low-rank tensor reconstruction of concentrated densities with application to Bayesian inversion

Eigel, M., Gruhlke, R., & Marschall, M.

Statistics and Computing, 32(2): 27 (2022)

A local hybrid surrogate‐based finite element tearing interconnecting dual‐primal method for nonsmooth random partial differential equations

Eigel, M. & Gruhlke, R.

International Journal for Numerical Methods in Engineering, 122(4): 1001–1030 (2021)

Comparison of various uncertainty models with experimental investigations regarding the failure of plates with holes

Drieschner, M., Eigel, M., Gruhlke, R., Hömberg, D. & Petryna, Y.

Reliability Engineering & System Safety, 203: 107106 (2020)

Challenges of order reduction techniques for problems involving polymorphic uncertainty

Pivovarov, D., et al.

GAMM‐Mitteilungen, 42(2): e201900011 (2019)

Assessment and design of an engineering structure with polymorphic uncertainty quantification

Papaioannou, I., et al.

GAMM‐Mitteilungen, 42(2): e201900009 (2019)

Teaching

Code & Software

A Python package for the flexible design of composite materials for FEM simulations. Easily define complex geometries and generate representative samples for numerical analysis.