Billio, Monica; Casarin, Roberto; Iacopini, Matteo Bayesian Markov-switching tensor regression for time-varying networks. (English) Zbl 07820369 J. Am. Stat. Assoc. 119, No. 545, 109-121 (2024). MSC: 62-XX PDFBibTeX XMLCite \textit{M. Billio} et al., J. Am. Stat. Assoc. 119, No. 545, 109--121 (2024; Zbl 07820369) Full Text: DOI arXiv OA License
Cui, Tiangang; Dolgov, Sergey; Scheichl, Robert Deep importance sampling using tensor trains with application to a priori and a posteriori rare events. (English) Zbl 07801539 SIAM J. Sci. Comput. 46, No. 1, C1-C29 (2024). Reviewer: Steven B. Damelin (Ann Arbor) MSC: 65D15 65D32 65C05 65C40 62F15 15A69 15A23 65N21 65L09 PDFBibTeX XMLCite \textit{T. Cui} et al., SIAM J. Sci. Comput. 46, No. 1, C1--C29 (2024; Zbl 07801539) Full Text: DOI arXiv
Wu, Zhizhang; Zhang, Cheng; Zhang, Zhiwen Reduced-order model-based variational inference with normalizing flows for Bayesian elliptic inverse problems. (English) Zbl 07797178 J. Comput. Appl. Math. 441, Article ID 115659, 17 p. (2024). MSC: 35R30 35J25 35R60 62F15 68T07 78M34 PDFBibTeX XMLCite \textit{Z. Wu} et al., J. Comput. Appl. Math. 441, Article ID 115659, 17 p. (2024; Zbl 07797178) Full Text: DOI
Billio, Monica; Casarin, Roberto; Iacopini, Matteo; Kaufmann, Sylvia Bayesian dynamic tensor regression. (English) Zbl 07813293 J. Bus. Econ. Stat. 41, No. 2, 429-439 (2023). MSC: 62P20 PDFBibTeX XMLCite \textit{M. Billio} et al., J. Bus. Econ. Stat. 41, No. 2, 429--439 (2023; Zbl 07813293) Full Text: DOI arXiv OA License
Arous, Gérard Ben; Huang, Daniel Zhengyu; Huang, Jiaoyang Long random matrices and tensor unfolding. (English) Zbl 07791546 Ann. Appl. Probab. 33, No. 6B, 5753-5780 (2023). MSC: 60B20 62H25 15B57 PDFBibTeX XMLCite \textit{G. B. Arous} et al., Ann. Appl. Probab. 33, No. 6B, 5753--5780 (2023; Zbl 07791546) Full Text: DOI arXiv
Mohammadi, Farid; Eggenweiler, Elissa; Flemisch, Bernd; Oladyshkin, Sergey; Rybak, Iryna; Schneider, Martin; Weishaupt, Kilian A surrogate-assisted uncertainty-aware Bayesian validation framework and its application to coupling free flow and porous-medium flow. (English) Zbl 1520.86009 Comput. Geosci. 27, No. 4, 663-686 (2023). MSC: 86A32 62F15 65C05 76S05 PDFBibTeX XMLCite \textit{F. Mohammadi} et al., Comput. Geosci. 27, No. 4, 663--686 (2023; Zbl 1520.86009) Full Text: DOI arXiv
Chen, Yian; Anitescu, Mihai Scalable physics-based maximum likelihood estimation using hierarchical matrices. (English) Zbl 1518.62002 SIAM/ASA J. Uncertain. Quantif. 11, 682-725 (2023). MSC: 62-08 62M30 62F10 65F55 15A15 PDFBibTeX XMLCite \textit{Y. Chen} and \textit{M. Anitescu}, SIAM/ASA J. Uncertain. Quantif. 11, 682--725 (2023; Zbl 1518.62002) Full Text: DOI arXiv
Chen, Jie; Stein, Michael L. Linear-cost covariance functions for Gaussian random fields. (English) Zbl 1514.62290 J. Am. Stat. Assoc. 118, No. 541, 147-164 (2023). MSC: 62P12 60G15 62M30 86A32 PDFBibTeX XMLCite \textit{J. Chen} and \textit{M. L. Stein}, J. Am. Stat. Assoc. 118, No. 541, 147--164 (2023; Zbl 1514.62290) Full Text: DOI arXiv
del Álamo, Miguel Deep learning for inverse problems with unknown operator. (English) Zbl 1515.65141 Electron. J. Stat. 17, No. 1, 723-768 (2023). MSC: 65J22 62G05 68T07 PDFBibTeX XMLCite \textit{M. del Álamo}, Electron. J. Stat. 17, No. 1, 723--768 (2023; Zbl 1515.65141) Full Text: DOI arXiv Link
Wang, Jiayi; Wong, Raymond K. W.; Zhang, Xiaoke Low-rank covariance function estimation for multidimensional functional data. (English) Zbl 1507.62254 J. Am. Stat. Assoc. 117, No. 538, 809-822 (2022). MSC: 62H12 62R10 PDFBibTeX XMLCite \textit{J. Wang} et al., J. Am. Stat. Assoc. 117, No. 538, 809--822 (2022; Zbl 1507.62254) Full Text: DOI arXiv
Zheng, Chaowen; Tang, Zhuochao; Huang, Jingfang; Wu, Yichao An \(O(N)\) algorithm for computing expectation of \(N\)-dimensional truncated multi-variate normal distribution. II: computing moments and sparse grid acceleration. (English) Zbl 07618974 Adv. Comput. Math. 48, No. 6, Paper No. 71, 20 p. (2022). MSC: 03D20 41A30 62H10 65C60 65D30 65T40 PDFBibTeX XMLCite \textit{C. Zheng} et al., Adv. Comput. Math. 48, No. 6, Paper No. 71, 20 p. (2022; Zbl 07618974) Full Text: DOI
Barth, Andrea; Stein, Andreas Numerical analysis for time-dependent advection-diffusion problems with random discontinuous coefficients. (English) Zbl 1501.65065 ESAIM, Math. Model. Numer. Anal. 56, No. 5, 1545-1578 (2022). MSC: 65M60 65M22 65N30 60H25 60H30 60H35 35R60 58J65 35K10 76S05 74A15 62C10 PDFBibTeX XMLCite \textit{A. Barth} and \textit{A. Stein}, ESAIM, Math. Model. Numer. Anal. 56, No. 5, 1545--1578 (2022; Zbl 1501.65065) Full Text: DOI arXiv
Nascimento, Mauricio; Shaby, Benjamin A. A Vecchia approximation for high-dimensional Gaussian cumulative distribution functions arising from spatial data. (English) Zbl 07551341 J. Stat. Comput. Simulation 92, No. 9, 1977-1994 (2022). MSC: 62-XX PDFBibTeX XMLCite \textit{M. Nascimento} and \textit{B. A. Shaby}, J. Stat. Comput. Simulation 92, No. 9, 1977--1994 (2022; Zbl 07551341) Full Text: DOI arXiv
Michel, Bertrand; Nouy, Anthony Learning with tree tensor networks: complexity estimates and model selection. (English) Zbl 07526570 Bernoulli 28, No. 2, 910-936 (2022). MSC: 62Gxx 41Axx 42Cxx PDFBibTeX XMLCite \textit{B. Michel} and \textit{A. Nouy}, Bernoulli 28, No. 2, 910--936 (2022; Zbl 07526570) Full Text: DOI arXiv Link
Eigel, Martin; Gruhlke, Robert; Marschall, Manuel Low-rank tensor reconstruction of concentrated densities with application to Bayesian inversion. (English) Zbl 1484.62002 Stat. Comput. 32, No. 2, Paper No. 27, 27 p. (2022). MSC: 62-08 62F15 62G07 60H35 65N35 PDFBibTeX XMLCite \textit{M. Eigel} et al., Stat. Comput. 32, No. 2, Paper No. 27, 27 p. (2022; Zbl 1484.62002) Full Text: DOI arXiv
Jurek, Marcin; Katzfuss, Matthias Hierarchical sparse Cholesky decomposition with applications to high-dimensional spatio-temporal filtering. (English) Zbl 1481.62004 Stat. Comput. 32, No. 1, Paper No. 15, 19 p. (2022). MSC: 62-08 62H11 PDFBibTeX XMLCite \textit{M. Jurek} and \textit{M. Katzfuss}, Stat. Comput. 32, No. 1, Paper No. 15, 19 p. (2022; Zbl 1481.62004) Full Text: DOI arXiv
Eigel, Martin; Schneider, Reinhold; Trunschke, Philipp Convergence bounds for empirical nonlinear least-squares. (English) Zbl 1482.62071 ESAIM, Math. Model. Numer. Anal. 56, No. 1, 79-104 (2022). MSC: 62J02 41A25 41A65 41A30 PDFBibTeX XMLCite \textit{M. Eigel} et al., ESAIM, Math. Model. Numer. Anal. 56, No. 1, 79--104 (2022; Zbl 1482.62071) Full Text: DOI arXiv
Fanaskov, Vladimir Gaussian belief propagation solvers for nonsymmetric systems of linear equations. (English) Zbl 1480.65070 SIAM J. Sci. Comput. 44, No. 1, A77-A102 (2022). MSC: 65F10 65F50 62M99 PDFBibTeX XMLCite \textit{V. Fanaskov}, SIAM J. Sci. Comput. 44, No. 1, A77--A102 (2022; Zbl 1480.65070) Full Text: DOI arXiv
Siebenborn, Martin; Wagner, Julian A multigrid preconditioner for tensor product spline smoothing. (English) Zbl 1505.62377 Comput. Stat. 36, No. 4, 2379-2411 (2021). MSC: 62-08 62G08 PDFBibTeX XMLCite \textit{M. Siebenborn} and \textit{J. Wagner}, Comput. Stat. 36, No. 4, 2379--2411 (2021; Zbl 1505.62377) Full Text: DOI arXiv
Jurek, Marcin; Katzfuss, Matthias Multi-resolution filters for massive spatio-temporal data. (English) Zbl 07499939 J. Comput. Graph. Stat. 30, No. 4, 1095-1110 (2021). MSC: 62-XX PDFBibTeX XMLCite \textit{M. Jurek} and \textit{M. Katzfuss}, J. Comput. Graph. Stat. 30, No. 4, 1095--1110 (2021; Zbl 07499939) Full Text: DOI arXiv
Fanaskov, Vladimir Uncertainty calibration for probabilistic projection methods. (English) Zbl 1475.62029 Stat. Comput. 31, No. 5, Paper No. 56, 17 p. (2021). MSC: 62-08 PDFBibTeX XMLCite \textit{V. Fanaskov}, Stat. Comput. 31, No. 5, Paper No. 56, 17 p. (2021; Zbl 1475.62029) Full Text: DOI
Zhang, Hao; Guilleminot, Johann; Gomez, Luis J. Stochastic modeling of geometrical uncertainties on complex domains, with application to additive manufacturing and brain interface geometries. (English) Zbl 1502.60080 Comput. Methods Appl. Mech. Eng. 385, Article ID 114014, 22 p. (2021). MSC: 60G60 62M40 74S60 92C55 PDFBibTeX XMLCite \textit{H. Zhang} et al., Comput. Methods Appl. Mech. Eng. 385, Article ID 114014, 22 p. (2021; Zbl 1502.60080) Full Text: DOI
Huang, Jingfang; Cao, Jian; Fang, Fuhui; Genton, Marc G.; Keyes, David E.; Turkiyyah, George An \(O(N)\) algorithm for computing expectation of \(N\)-dimensional truncated multi-variate normal distribution. I: Fundamentals. (English) Zbl 07400547 Adv. Comput. Math. 47, No. 5, Paper No. 65, 34 p. (2021). MSC: 03D20 34B27 62H10 65C60 65D30 65T40 PDFBibTeX XMLCite \textit{J. Huang} et al., Adv. Comput. Math. 47, No. 5, Paper No. 65, 34 p. (2021; Zbl 07400547) Full Text: DOI
Easley, Deanna C.; Berry, Tyrus A higher order unscented transform. (English) Zbl 1468.65023 SIAM/ASA J. Uncertain. Quantif. 9, 1094-1131 (2021). MSC: 65D32 41A55 65R10 15A69 62H12 PDFBibTeX XMLCite \textit{D. C. Easley} and \textit{T. Berry}, SIAM/ASA J. Uncertain. Quantif. 9, 1094--1131 (2021; Zbl 1468.65023) Full Text: DOI arXiv
Wagner, Fabian; Latz, Jonas; Papaioannou, Iason; Ullmann, Elisabeth Error analysis for probabilities of rare events with approximate models. (English) Zbl 1492.65331 SIAM J. Numer. Anal. 59, No. 4, 1948-1975 (2021). Reviewer: Christoph Erath (Feldkirch) MSC: 65N30 65N15 60E15 60G60 62F15 35R60 PDFBibTeX XMLCite \textit{F. Wagner} et al., SIAM J. Numer. Anal. 59, No. 4, 1948--1975 (2021; Zbl 1492.65331) Full Text: DOI arXiv
Schäfer, Florian; Sullivan, T. J.; Owhadi, Houman Compression, inversion, and approximate PCA of dense kernel matrices at near-linear computational complexity. (English) Zbl 1461.65067 Multiscale Model. Simul. 19, No. 2, 688-730 (2021). MSC: 65F99 42C40 62H25 65F50 68Q25 68W40 PDFBibTeX XMLCite \textit{F. Schäfer} et al., Multiscale Model. Simul. 19, No. 2, 688--730 (2021; Zbl 1461.65067) Full Text: DOI arXiv
Cao, Jian; Genton, Marc G.; Keyes, David E.; Turkiyyah, George M. Exploiting low-rank covariance structures for computing high-dimensional normal and Student-\(t\) probabilities. (English) Zbl 1461.62014 Stat. Comput. 31, No. 1, Paper No. 2, 16 p. (2021). MSC: 62-08 62M30 65C05 PDFBibTeX XMLCite \textit{J. Cao} et al., Stat. Comput. 31, No. 1, Paper No. 2, 16 p. (2021; Zbl 1461.62014) Full Text: DOI arXiv
Cao, Jian; Genton, Marc G.; Keyes, David E.; Turkiyyah, George M. Sum of Kronecker products representation and its Cholesky factorization for spatial covariance matrices from large grids. (English) Zbl 1510.62021 Comput. Stat. Data Anal. 157, Article ID 107165, 15 p. (2021). MSC: 62-08 65F55 PDFBibTeX XMLCite \textit{J. Cao} et al., Comput. Stat. Data Anal. 157, Article ID 107165, 15 p. (2021; Zbl 1510.62021) Full Text: DOI
Rörich, Anna; Werthmann, Tim A.; Göddeke, Dominik; Grasedyck, Lars Bayesian inversion for electromyography using low-rank tensor formats. (English) Zbl 1468.65179 Inverse Probl. 37, No. 5, Article ID 055003, 22 p. (2021). MSC: 65N21 65C05 65F50 62F15 78A46 78A70 78M31 92C55 35A01 35A02 15A72 PDFBibTeX XMLCite \textit{A. Rörich} et al., Inverse Probl. 37, No. 5, Article ID 055003, 22 p. (2021; Zbl 1468.65179) Full Text: DOI arXiv
Chen, Chao; Reiz, Severin; Yu, Chenhan D.; Bungartz, Hans-Joachim; Biros, George Fast approximation of the Gauss-Newton Hessian matrix for the multilayer perceptron. (English) Zbl 1459.65037 SIAM J. Matrix Anal. Appl. 42, No. 1, 165-184 (2021). MSC: 65F08 62-08 62D05 PDFBibTeX XMLCite \textit{C. Chen} et al., SIAM J. Matrix Anal. Appl. 42, No. 1, 165--184 (2021; Zbl 1459.65037) Full Text: DOI arXiv
Bolin, David; Kirchner, Kristin The rational SPDE approach for Gaussian random fields with general smoothness. (English) Zbl 07499255 J. Comput. Graph. Stat. 29, No. 2, 274-285 (2020). MSC: 62-XX PDFBibTeX XMLCite \textit{D. Bolin} and \textit{K. Kirchner}, J. Comput. Graph. Stat. 29, No. 2, 274--285 (2020; Zbl 07499255) Full Text: DOI
Geoga, Christopher J.; Anitescu, Mihai; Stein, Michael L. Scalable Gaussian process computations using hierarchical matrices. (English) Zbl 07499251 J. Comput. Graph. Stat. 29, No. 2, 227-237 (2020). MSC: 62-XX PDFBibTeX XMLCite \textit{C. J. Geoga} et al., J. Comput. Graph. Stat. 29, No. 2, 227--237 (2020; Zbl 07499251) Full Text: DOI arXiv
Zhang, Anru R.; Luo, Yuetian; Raskutti, Garvesh; Yuan, Ming ISLET: fast and optimal low-rank tensor regression via importance sketching. (English) Zbl 1484.65095 SIAM J. Math. Data Sci. 2, No. 2, 444-479 (2020). MSC: 65F99 65F55 62H12 15A69 PDFBibTeX XMLCite \textit{A. R. Zhang} et al., SIAM J. Math. Data Sci. 2, No. 2, 444--479 (2020; Zbl 1484.65095) Full Text: DOI arXiv
Chen, Ke; Li, Qin; Lu, Jianfeng; Wright, Stephen J. Randomized sampling for basis function construction in generalized finite element methods. (English) Zbl 1446.65162 Multiscale Model. Simul. 18, No. 2, 1153-1177 (2020). MSC: 65N30 62D05 65F15 PDFBibTeX XMLCite \textit{K. Chen} et al., Multiscale Model. Simul. 18, No. 2, 1153--1177 (2020; Zbl 1446.65162) Full Text: DOI arXiv
Hong, David; Kolda, Tamara G.; Duersch, Jed A. Generalized canonical polyadic tensor decomposition. (English) Zbl 1432.68385 SIAM Rev. 62, No. 1, 133-163 (2020). MSC: 68T05 15A69 62D10 PDFBibTeX XMLCite \textit{D. Hong} et al., SIAM Rev. 62, No. 1, 133--163 (2020; Zbl 1432.68385) Full Text: DOI arXiv
Pivovarov, Dmytro; Willner, Kai; Steinmann, Paul; Brumme, Stephan; Müller, Michael; Srisupattarawanit, Tarin; Ostermeyer, Georg-Peter; Henning, Carla; Ricken, Tim; Kastian, Steffen; Reese, Stefanie; Moser, Dieter; Grasedyck, Lars; Biehler, Jonas; Pfaller, Martin; Wall, Wolfgang; Kohlsche, Thomas; von Estorff, Otto; Gruhlke, Robert; Eigel, Martin; Ehre, Max; Papaioannou, Iason; Straub, Daniel; Leyendecker, Sigrid Challenges of order reduction techniques for problems involving polymorphic uncertainty. (English) Zbl 07777958 GAMM-Mitt. 42, No. 2, Article ID e201900011, 24 p. (2019). MSC: 62Kxx 62-XX 62Jxx PDFBibTeX XMLCite \textit{D. Pivovarov} et al., GAMM-Mitt. 42, No. 2, Article ID e201900011, 24 p. (2019; Zbl 07777958) Full Text: DOI
Mycek, Paul; De Lozzo, Matthias Multilevel Monte Carlo covariance estimation for the computation of Sobol’ indices. (English) Zbl 1483.65012 SIAM/ASA J. Uncertain. Quantif. 7, 1323-1348 (2019). MSC: 65C05 65N55 62L12 62D05 68Q25 PDFBibTeX XMLCite \textit{P. Mycek} and \textit{M. De Lozzo}, SIAM/ASA J. Uncertain. Quantif. 7, 1323--1348 (2019; Zbl 1483.65012) Full Text: DOI
Eigel, Martin; Schneider, Reinhold; Trunschke, Philipp; Wolf, Sebastian Variational Monte Carlo – bridging concepts of machine learning and high-dimensional partial differential equations. (English) Zbl 1435.68258 Adv. Comput. Math. 45, No. 5-6, 2503-2532 (2019). MSC: 68T05 15A69 35R60 62J02 65C05 65D15 65N22 65N30 PDFBibTeX XMLCite \textit{M. Eigel} et al., Adv. Comput. Math. 45, No. 5--6, 2503--2532 (2019; Zbl 1435.68258) Full Text: DOI arXiv
Karvonen, Toni; Särkkä, Simo; Oates, Chris. J. Symmetry exploits for Bayesian cubature methods. (English) Zbl 1435.62030 Stat. Comput. 29, No. 6, 1231-1248 (2019). MSC: 62-08 62F15 65C99 65D32 PDFBibTeX XMLCite \textit{T. Karvonen} et al., Stat. Comput. 29, No. 6, 1231--1248 (2019; Zbl 1435.62030) Full Text: DOI arXiv
Audouze, Christophe; Nair, Prasanth B. Sparse low-rank separated representation models for learning from data. (English) Zbl 1425.68339 Proc. R. Soc. Lond., A, Math. Phys. Eng. Sci. 475, No. 2221, Article ID 20180490, 20 p. (2019). MSC: 68T05 62H30 65K05 PDFBibTeX XMLCite \textit{C. Audouze} and \textit{P. B. Nair}, Proc. R. Soc. Lond., A, Math. Phys. Eng. Sci. 475, No. 2221, Article ID 20180490, 20 p. (2019; Zbl 1425.68339) Full Text: DOI
Cao, Jian; Genton, Marc G.; Keyes, David E.; Turkiyyah, George M. Hierarchical-block conditioning approximations for high-dimensional multivariate normal probabilities. (English) Zbl 1430.62094 Stat. Comput. 29, No. 3, 585-598 (2019). MSC: 62G30 62H12 65C05 PDFBibTeX XMLCite \textit{J. Cao} et al., Stat. Comput. 29, No. 3, 585--598 (2019; Zbl 1430.62094) Full Text: DOI Link
Bryson, Jennifer; Zhao, Hongkai; Zhong, Yimin Intrinsic complexity and scaling laws: from random fields to random vectors. (English) Zbl 1428.62206 Multiscale Model. Simul. 17, No. 1, 460-481 (2019). MSC: 62H10 60F99 35P15 62H25 PDFBibTeX XMLCite \textit{J. Bryson} et al., Multiscale Model. Simul. 17, No. 1, 460--481 (2019; Zbl 1428.62206) Full Text: DOI arXiv
Kuznetsov, Maxim A.; Oseledets, Ivan V. Tensor train spectral method for learning of hidden Markov models (HMM). (English) Zbl 1459.65016 Comput. Methods Appl. Math. 19, No. 1, 93-99 (2019). MSC: 65C40 15A69 60J20 62M05 PDFBibTeX XMLCite \textit{M. A. Kuznetsov} and \textit{I. V. Oseledets}, Comput. Methods Appl. Math. 19, No. 1, 93--99 (2019; Zbl 1459.65016) Full Text: DOI
Xu, Ganggang; Waagepetersen, Rasmus; Guan, Yongtao Stochastic quasi-likelihood for case-control point pattern data. (English) Zbl 1420.62415 J. Am. Stat. Assoc. 114, No. 526, 631-644 (2019). MSC: 62M30 60G55 62F10 PDFBibTeX XMLCite \textit{G. Xu} et al., J. Am. Stat. Assoc. 114, No. 526, 631--644 (2019; Zbl 1420.62415) Full Text: DOI
Zhang, Ran; Plonka, Gerlind Optimal approximation with exponential sums by a maximum likelihood modification of Prony’s method. (English) Zbl 1415.65095 Adv. Comput. Math. 45, No. 3, 1657-1687 (2019). MSC: 65F15 62J02 15A18 41A30 PDFBibTeX XMLCite \textit{R. Zhang} and \textit{G. Plonka}, Adv. Comput. Math. 45, No. 3, 1657--1687 (2019; Zbl 1415.65095) Full Text: DOI
Litvinenko, Alexander; Sun, Ying; Genton, Marc G.; Keyes, David E. Likelihood approximation with hierarchical matrices for large spatial datasets. (English) Zbl 1507.62110 Comput. Stat. Data Anal. 137, 115-132 (2019). MSC: 62-08 62M30 65F55 PDFBibTeX XMLCite \textit{A. Litvinenko} et al., Comput. Stat. Data Anal. 137, 115--132 (2019; Zbl 1507.62110) Full Text: DOI arXiv
Smetana, Kathrin; Zahm, Olivier; Patera, Anthony T. Randomized residual-based error estimators for parametrized equations. (English) Zbl 1411.65148 SIAM J. Sci. Comput. 41, No. 2, A900-A926 (2019). MSC: 65N15 65C05 65N30 68Q25 62G15 PDFBibTeX XMLCite \textit{K. Smetana} et al., SIAM J. Sci. Comput. 41, No. 2, A900--A926 (2019; Zbl 1411.65148) Full Text: DOI arXiv
Genton, Marc G.; Keyes, David E.; Turkiyyah, George Hierarchical decompositions for the computation of high-dimensional multivariate normal probabilities. (English) Zbl 07498945 J. Comput. Graph. Stat. 27, No. 2, 268-277 (2018). MSC: 62-XX PDFBibTeX XMLCite \textit{M. G. Genton} et al., J. Comput. Graph. Stat. 27, No. 2, 268--277 (2018; Zbl 07498945) Full Text: DOI Link
Gorodetsky, Alex A.; Jakeman, John D. Gradient-based optimization for regression in the functional tensor-train format. (English) Zbl 1416.62391 J. Comput. Phys. 374, 1219-1238 (2018). MSC: 62J05 68T05 65K10 PDFBibTeX XMLCite \textit{A. A. Gorodetsky} and \textit{J. D. Jakeman}, J. Comput. Phys. 374, 1219--1238 (2018; Zbl 1416.62391) Full Text: DOI arXiv
Genton, Marc G.; Jeong, Jaehong Comment to “Mission \(\mathrm{CO}_2\)ntrol: a statistical scientist’s role in remote sensing of atmospheric carbon dioxide”. (English) Zbl 1398.62358 J. Am. Stat. Assoc. 113, No. 521, 176-178 (2018). MSC: 62P12 62M30 PDFBibTeX XMLCite \textit{M. G. Genton} and \textit{J. Jeong}, J. Am. Stat. Assoc. 113, No. 521, 176--178 (2018; Zbl 1398.62358) Full Text: DOI
Giraldi, Loïc; Le Maître, Olivier P.; Hoteit, Ibrahim; Knio, Omar M. Optimal projection of observations in a Bayesian setting. (English) Zbl 1469.62069 Comput. Stat. Data Anal. 124, 252-276 (2018). MSC: 62-08 62F15 PDFBibTeX XMLCite \textit{L. Giraldi} et al., Comput. Stat. Data Anal. 124, 252--276 (2018; Zbl 1469.62069) Full Text: DOI arXiv Link
Peherstorfer, Benjamin; Willcox, Karen; Gunzburger, Max Survey of multifidelity methods in uncertainty propagation, inference, and optimization. (English) Zbl 1458.65003 SIAM Rev. 60, No. 3, 550-591 (2018). MSC: 65-02 62-02 49-02 PDFBibTeX XMLCite \textit{B. Peherstorfer} et al., SIAM Rev. 60, No. 3, 550--591 (2018; Zbl 1458.65003) Full Text: DOI arXiv
Benner, Peter; Qiu, Yue; Stoll, Martin Low-rank eigenvector compression of posterior covariance matrices for linear Gaussian inverse problems. (English) Zbl 1398.65057 SIAM/ASA J. Uncertain. Quantif. 6, 965-989 (2018). MSC: 65F15 65F10 65F50 93C20 62F15 PDFBibTeX XMLCite \textit{P. Benner} et al., SIAM/ASA J. Uncertain. Quantif. 6, 965--989 (2018; Zbl 1398.65057) Full Text: DOI arXiv
Eigel, Martin; Marschall, Manuel; Schneider, Reinhold Sampling-free Bayesian inversion with adaptive hierarchical tensor representations. (English) Zbl 1404.65261 Inverse Probl. 34, No. 3, Article ID 035010, 29 p. (2018). MSC: 65N30 65N12 65C60 65N15 35R60 62F15 62L20 15A72 15A03 PDFBibTeX XMLCite \textit{M. Eigel} et al., Inverse Probl. 34, No. 3, Article ID 035010, 29 p. (2018; Zbl 1404.65261) Full Text: DOI
Dalessandro, Antonio; Peters, Gareth W. Tensor approximation of generalized correlated diffusions and functional copula operators. (English) Zbl 1390.60265 Methodol. Comput. Appl. Probab. 20, No. 1, 237-271 (2018). MSC: 60J10 60H10 60J28 62H20 PDFBibTeX XMLCite \textit{A. Dalessandro} and \textit{G. W. Peters}, Methodol. Comput. Appl. Probab. 20, No. 1, 237--271 (2018; Zbl 1390.60265) Full Text: DOI arXiv Link
Yu, Jun; Ai, Mingyao; Wang, Yaping Optimal designs for linear models with Fredholm-type errors. (English) Zbl 1394.62105 J. Stat. Plann. Inference 194, 65-74 (2018). MSC: 62K05 62J05 PDFBibTeX XMLCite \textit{J. Yu} et al., J. Stat. Plann. Inference 194, 65--74 (2018; Zbl 1394.62105) Full Text: DOI
Chen, Jie; Avron, Haim; Sindhwani, Vikas Hierarchically compositional kernels for scalable nonparametric learning. (English) Zbl 1434.68401 J. Mach. Learn. Res. 18(2017-2018), Paper No. 66, 42 p. (2017). MSC: 68T05 62G08 62H30 PDFBibTeX XMLCite \textit{J. Chen} et al., J. Mach. Learn. Res. 18, Paper No. 66, 42 p. (2017; Zbl 1434.68401) Full Text: arXiv Link
Iske, Armin; Le Borne, Sabine; Wende, Michael Hierarchical matrix approximation for kernel-based scattered data interpolation. (English) Zbl 1375.65012 SIAM J. Sci. Comput. 39, No. 5, A2287-A2316 (2017). Reviewer: Rózsa Horváth-Bokor (Budakalász) MSC: 65D05 41A05 65F08 62H30 PDFBibTeX XMLCite \textit{A. Iske} et al., SIAM J. Sci. Comput. 39, No. 5, A2287--A2316 (2017; Zbl 1375.65012) Full Text: DOI
Kressner, Daniel; Periša, Lana Recompression of Hadamard products of tensors in Tucker format. (English) Zbl 1373.65031 SIAM J. Sci. Comput. 39, No. 5, A1879-A1902 (2017). MSC: 65F30 15A69 65Y20 62-07 65F10 PDFBibTeX XMLCite \textit{D. Kressner} and \textit{L. Periša}, SIAM J. Sci. Comput. 39, No. 5, A1879--A1902 (2017; Zbl 1373.65031) Full Text: DOI
Giraldi, Loïc; Le Maître, Olivier P.; Mandli, Kyle T.; Dawson, Clint N.; Hoteit, Ibrahim; Knio, Omar M. Bayesian inference of earthquake parameters from buoy data using a polynomial chaos-based surrogate. (English) Zbl 1369.86007 Comput. Geosci. 21, No. 4, 683-699 (2017). MSC: 86A15 62P12 62F15 PDFBibTeX XMLCite \textit{L. Giraldi} et al., Comput. Geosci. 21, No. 4, 683--699 (2017; Zbl 1369.86007) Full Text: DOI
Peherstorfer, Benjamin; Willcox, Karen; Gunzburger, Max Optimal model management for multifidelity Monte Carlo estimation. (English) Zbl 1351.65009 SIAM J. Sci. Comput. 38, No. 5, A3163-A3194 (2016). MSC: 65C60 65C05 62F10 90B50 62P20 PDFBibTeX XMLCite \textit{B. Peherstorfer} et al., SIAM J. Sci. Comput. 38, No. 5, A3163--A3194 (2016; Zbl 1351.65009) Full Text: DOI
Koulouri, Alexandra; Rimpiläinen, Ville; Brookes, Mike; Kaipio, Jari P. Compensation of domain modelling errors in the inverse source problem of the Poisson equation: application in electroencephalographic imaging. (English) Zbl 1382.65365 Appl. Numer. Math. 106, 24-36 (2016). MSC: 65N21 92C55 35J25 35R30 62F15 PDFBibTeX XMLCite \textit{A. Koulouri} et al., Appl. Numer. Math. 106, 24--36 (2016; Zbl 1382.65365) Full Text: DOI Link
Chevreuil, M.; Lebrun, R.; Nouy, A.; Rai, P. A least-squares method for sparse low rank approximation of multivariate functions. (English) Zbl 1327.65029 SIAM/ASA J. Uncertain. Quantif. 3, 897-921 (2015). MSC: 65D15 62J02 15A69 PDFBibTeX XMLCite \textit{M. Chevreuil} et al., SIAM/ASA J. Uncertain. Quantif. 3, 897--921 (2015; Zbl 1327.65029) Full Text: DOI arXiv
Hadigol, Mohammad; Doostan, Alireza; Matthies, Hermann G.; Niekamp, Rainer Partitioned treatment of uncertainty in coupled domain problems: a separated representation approach. (English) Zbl 1296.65158 Comput. Methods Appl. Mech. Eng. 274, 103-124 (2014). MSC: 65N30 62H25 65N55 65N75 PDFBibTeX XMLCite \textit{M. Hadigol} et al., Comput. Methods Appl. Mech. Eng. 274, 103--124 (2014; Zbl 1296.65158) Full Text: DOI arXiv
Nouy, A.; Soize, C. Random field representations for stochastic elliptic boundary value problems and statistical inverse problems. (English) Zbl 1298.60056 Eur. J. Appl. Math. 25, No. 3, 339-373 (2014). Reviewer: Marius Iosifescu (Bucureşti) MSC: 60G60 35R60 60H15 60G35 62F99 65M32 PDFBibTeX XMLCite \textit{A. Nouy} and \textit{C. Soize}, Eur. J. Appl. Math. 25, No. 3, 339--373 (2014; Zbl 1298.60056) Full Text: DOI arXiv
Ambikasaran, Sivaram; Li, Judith Yue; Kitanidis, Peter K.; Darve, Eric Large-scale stochastic linear inversion using hierarchical matrices. Illustrated with an application to crosswell tomography in seismic imaging. (English) Zbl 1395.62050 Comput. Geosci. 17, No. 6, 913-927 (2013). MSC: 62F15 62H35 65C20 65F30 PDFBibTeX XMLCite \textit{S. Ambikasaran} et al., Comput. Geosci. 17, No. 6, 913--927 (2013; Zbl 1395.62050) Full Text: DOI
Nowak, W.; Litvinenko, A. Kriging and spatial design accelerated by orders of magnitude: combining low-rank covariance approximations with FFT-techniques. (English) Zbl 1321.86027 Math. Geosci. 45, No. 4, 411-435 (2013). MSC: 86A32 65C60 62M30 PDFBibTeX XMLCite \textit{W. Nowak} and \textit{A. Litvinenko}, Math. Geosci. 45, No. 4, 411--435 (2013; Zbl 1321.86027) Full Text: DOI
Liu, Yu; Li, X. Rong Performance analysis of sequential probability ratio test. (English) Zbl 1319.62173 Sequential Anal. 32, No. 4, 469-497 (2013). MSC: 62L10 PDFBibTeX XMLCite \textit{Y. Liu} and \textit{X. R. Li}, Sequential Anal. 32, No. 4, 469--497 (2013; Zbl 1319.62173) Full Text: DOI
Cavalier, Laurent; Golubev, Yuri K. Risk hull method and regularization by projections of ill-posed inverse problems. (English) Zbl 1246.62082 Ann. Stat. 34, No. 4, 1653-1677 (2006). MSC: 62G05 62G20 62M99 65C60 PDFBibTeX XMLCite \textit{L. Cavalier} and \textit{Y. K. Golubev}, Ann. Stat. 34, No. 4, 1653--1677 (2006; Zbl 1246.62082) Full Text: DOI arXiv Euclid
Knoth, Sven Computation of the ARL for CUSUM-\(S^2\) schemes. (English) Zbl 1157.62562 Comput. Stat. Data Anal. 51, No. 2, 499-512 (2006). MSC: 62P30 PDFBibTeX XMLCite \textit{S. Knoth}, Comput. Stat. Data Anal. 51, No. 2, 499--512 (2006; Zbl 1157.62562) Full Text: DOI
Stemann, Dietmar; Weihs, Claus The EWMA-\(X\)-\(S\)-control chart and its performance in the case of precise and imprecise data. (English) Zbl 1047.62516 Stat. Pap. 42, No. 2, 207-223 (2001). MSC: 62P30 PDFBibTeX XMLCite \textit{D. Stemann} and \textit{C. Weihs}, Stat. Pap. 42, No. 2, 207--223 (2001; Zbl 1047.62516) Full Text: DOI