## SIAM/ASA Journal on Uncertainty Quantification

 Short Title: SIAM/ASA J. Uncertain. Quantif. Publisher: Society for Industrial and Applied Mathematics (SIAM), Philadelphia, PA; American Statistical Association (ASA), Alexandria, VA ISSN: 2166-2525/e Online: http://epubs.siam.org/loi/sjuqa3 Comments: Indexed cover-to-cover; Published electronic only as of Vol. 1 (2013).
 Documents Indexed: 455 Publications (since 2013) References Indexed: 390 Publications with 16,551 References.
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### Latest Issues

 10 (2022) 9 (2021) 8 (2020) 7 (2019) 6 (2018) 5 (2017) 4 (2016) 3 (2015) 2 (2014) 1 (2013)
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### Authors

 8 Giles, Michael B. 8 Ullmann, Elisabeth 7 Schwab, Christoph 6 Marzouk, Youssef M. 6 Soize, Christian 6 Tartakovsky, Alexandre M. 6 Teckentrup, Aretha L. 5 Bachoc, François 5 Estep, Donald J. 5 Gunzburger, Max D. 5 Narayan, Akil C. 5 Nobile, Fabio 5 Owen, Art B. 5 Rahman, Sharif 5 Roustant, Olivier 5 Scheichl, Robert 5 Stuart, Andrew M. 4 Bardsley, Johnathan M. 4 Elman, Howard C. 4 Ginsbourger, David 4 Jasra, Ajay 4 Kouri, Drew P. 4 Sudret, Bruno 4 Wu, Chien-Fu Jeff 3 Abdulle, Assyr 3 Alexanderian, Alen 3 Banks, Harvey Thomas 3 Barajas-Solano, David A. 3 Berger, James Orvis 3 Bocquet, Marc 3 Borgonovo, Emanuele 3 Broto, Baptiste 3 Carlberg, Kevin T. 3 Chen, Nan 3 Chen, Peng 3 Cohen, Albert 3 Constantinescu, Emil M. 3 Dodwell, Tim J. 3 Eigel, Martin 3 Frenklach, Michael 3 Gamboa, Fabrice 3 Ghattas, Omar N. 3 Gratton, Serge 3 Grigoriu, Mircea D. 3 Haaland, Benjamin 3 Heitzinger, Clemens 3 Hobbs, Jonathan 3 Hosseini, Bamdad 3 Katsoulakis, Markos A. 3 Klein, Thierry E. 3 Krämer, Boris 3 Lee, Kookjin 3 Morris, Max D. 3 Packard, Andrew Kelly 3 Papaioannou, Iason 3 Peherstorfer, Benjamin 3 Petra, Noemi 3 Powell, Catherine Elizabeth 3 Quarteroni, Alfio M. 3 Sanz-Alonso, Daniel 3 Sapsis, Themistoklis P. 3 Sinsbeck, Michael 3 Smith, Ralph C. 3 Sousedík, Bedřich 3 Tan, Matthias Hwai Yong 3 Tartakovsky, Daniel M. 3 Tavener, Simon J. 3 Tuo, Rui 3 Webster, Clayton G. 3 Willcox, Karen E. 3 Wolpert, Robert L. 2 Arnst, Maarten 2 Baccou, Jean 2 Baker, Ruth Elizabeth 2 Bao, Feng 2 Bect, Julien 2 Belomestny, Denis 2 Ben Salem, Malek 2 Benner, Peter 2 Bergou, El Houcine 2 Berry, Tyrus 2 Beskos, Alexandros 2 Bespalov, Alexei 2 Bessac, Julie 2 Binev, Peter G. 2 Braverman, Amy J. 2 Brown, D. Andrew 2 Cao, Yanzhao 2 Carrassi, Alberto 2 Chada, Neil K. 2 Challenor, Peter G. 2 Chaudhry, Jehanzeb Hameed 2 Chevalier, Clément 2 Cotter, Colin John 2 Cotter, Simon L. 2 Crisan, Dan O. 2 Dahmen, Wolfgang A. 2 De Lozzo, Matthias 2 Depecker, Marine 2 Dick, Josef ...and 815 more Authors
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### Fields

 297 Numerical analysis (65-XX) 243 Statistics (62-XX) 188 Probability theory and stochastic processes (60-XX) 117 Partial differential equations (35-XX) 34 Systems theory; control (93-XX) 26 Calculus of variations and optimal control; optimization (49-XX) 25 Computer science (68-XX) 25 Geophysics (86-XX) 24 Fluid mechanics (76-XX) 22 Operations research, mathematical programming (90-XX) 14 Statistical mechanics, structure of matter (82-XX) 14 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 13 Dynamical systems and ergodic theory (37-XX) 13 Approximations and expansions (41-XX) 13 Information and communication theory, circuits (94-XX) 12 Linear and multilinear algebra; matrix theory (15-XX) 11 Operator theory (47-XX) 10 Ordinary differential equations (34-XX) 9 Biology and other natural sciences (92-XX) 8 Functional analysis (46-XX) 7 Mechanics of deformable solids (74-XX) 6 Mechanics of particles and systems (70-XX) 5 Optics, electromagnetic theory (78-XX) 3 Special functions (33-XX) 3 Integral equations (45-XX) 3 Global analysis, analysis on manifolds (58-XX) 3 Mathematics education (97-XX) 2 Real functions (26-XX) 2 Harmonic analysis on Euclidean spaces (42-XX) 2 Relativity and gravitational theory (83-XX) 2 Astronomy and astrophysics (85-XX) 1 Combinatorics (05-XX) 1 Commutative algebra (13-XX) 1 Measure and integration (28-XX) 1 Difference and functional equations (39-XX) 1 Geometry (51-XX) 1 General topology (54-XX) 1 Classical thermodynamics, heat transfer (80-XX)

### Citations contained in zbMATH Open

350 Publications have been cited 2,380 times in 1,609 Documents Cited by Year
A multilevel stochastic collocation method for partial differential equations with random input data. Zbl 1327.65014
Teckentrup, A. L.; Jantsch, P.; Webster, C. G.; Gunzburger, M.
2015
A hierarchical multilevel Markov chain Monte Carlo algorithm with applications to uncertainty quantification in subsurface flow. Zbl 1330.65007
Dodwell, T. J.; Ketelsen, C.; Scheichl, R.; Teckentrup, A. L.
2015
Weighted reduced basis method for stochastic optimal control problems with elliptic PDE constraint. Zbl 1309.35182
Chen, Peng; Quarteroni, Alfio
2014
(Sub-)gradient formulae for probability functions of random inequality systems under Gaussian distribution. Zbl 1434.90111
van Ackooij, Wim; Henrion, R.
2017
Analysis of the ensemble and polynomial chaos Kalman filters in Bayesian inverse problems. Zbl 1339.60041
Ernst, Oliver G.; Sprungk, Björn; Starkloff, Hans-Jörg
2015
Sequential Monte Carlo methods for high-dimensional inverse problems: a case study for the Navier-Stokes equations. Zbl 1308.65010
Kantas, Nikolas; Beskos, Alexandros; Jasra, Ajay
2014
The ROMES method for statistical modeling of reduced-order-model error. Zbl 1322.65029
Drohmann, Martin; Carlberg, Kevin
2015
Data assimilation in reduced modeling. Zbl 06736493
Binev, Peter; Cohen, Albert; Dahmen, Wolfgang; DeVore, Ronald; Petrova, Guergana; Wojtaszczyk, Przemyslaw
2017
Reduced basis collocation methods for partial differential equations with random coefficients. Zbl 1282.35424
Elman, Howard C.; Liao, Qifeng
2013
Uncertainty quantification in graph-based classification of high dimensional data. Zbl 1394.62083
Bertozzi, Andrea L.; Luo, Xiyang; Stuart, Andrew M.; Zygalakis, Konstantinos C.
2018
Polynomial chaos expansion of random coefficients and the solution of stochastic partial differential equations in the tensor train format. Zbl 1329.65271
Dolgov, Sergey; Khoromskij, Boris N.; Litvinenko, Alexander; Matthies, Hermann G.
2015
Inverse random source scattering problems in several dimensions. Zbl 1355.78025
Bao, Gang; Chen, Chuchu; Li, Peijun
2016
Mean-variance risk-averse optimal control of systems governed by PDEs with random parameter fields using quadratic approximations. Zbl 1391.93289
Alexanderian, Alen; Petra, Noemi; Stadler, Georg; Ghattas, Omar
2017
An analysis of infinite dimensional Bayesian inverse shape acoustic scattering and its numerical approximation. Zbl 1306.65270
Bui-Thanh, Tan; Ghattas, Omar
2014
Computational aspects of stochastic collocation with multifidelity models. Zbl 1306.65010
Zhu, Xueyu; Narayan, Akil; Xiu, Dongbin
2014
Multilevel estimation of rare events. Zbl 1327.65246
Ullmann, Elisabeth; Papaioannou, Iason
2015
Higher order quasi-Monte Carlo integration for holomorphic, parametric operator equations. Zbl 1398.65031
Dick, Josef; Le Gia, Quoc T.; Schwab, Christoph
2016
Transport map accelerated Markov chain Monte Carlo. Zbl 1394.65004
Parno, Matthew D.; Marzouk, Youssef M.
2018
Existence and optimality conditions for risk-averse PDE-constrained optimization. Zbl 1393.49002
Kouri, D. P.; Surowiec, T. M.
2018
Sequential design with mutual information for computer experiments (MICE): emulation of a tsunami model. Zbl 1349.62364
Beck, Joakim; Guillas, Serge
2016
Variance components and generalized Sobol’ indices. Zbl 1459.62144
Owen, Art B.
2013
Hierarchical tensor approximation of output quantities of parameter-dependent PDEs. Zbl 1327.65010
Ballani, Jonas; Grasedyck, Lars
2015
A least-squares method for sparse low rank approximation of multivariate functions. Zbl 1327.65029
Chevreuil, M.; Lebrun, R.; Nouy, A.; Rai, P.
2015
Uniform regularity for linear kinetic equations with random input based on hypocoercivity. Zbl 1398.65257
Li, Qin; Wang, Li
2017
Reduced basis methods for uncertainty quantification. Zbl 1400.65010
Chen, Peng; Quarteroni, Alfio; Rozza, Gianluigi
2017
Path-space information bounds for uncertainty quantification and sensitivity analysis of stochastic dynamics. Zbl 1371.65004
Dupuis, Paul; Katsoulakis, Markos A.; Pantazis, Yannis; Plecháč, Petr
2016
Convergence of the square root ensemble Kalman filter in the large ensemble limit. Zbl 1329.60083
Kwiatkowski, Evan; Mandel, Jan
2015
Quasi-Monte Carlo and multilevel Monte Carlo methods for computing posterior expectations in elliptic inverse problems. Zbl 06736512
Scheichl, R.; Stuart, A. M.; Teckentrup, A. L.
2017
Analysis of the Gibbs sampler for hierarchical inverse problems. Zbl 1308.62097
Agapiou, Sergios; Bardsley, Johnathan M.; Papaspiliopoulos, Omiros; Stuart, Andrew M.
2014
Shapley effects for global sensitivity analysis: theory and computation. Zbl 1403.62226
Song, Eunhye; Nelson, Barry L.; Staum, Jeremy
2016
Accurate solution of Bayesian inverse uncertainty quantification problems combining reduced basis methods and reduction error models. Zbl 1383.35251
Manzoni, A.; Pagani, S.; Lassila, T.
2016
Multilevel accelerated quadrature for PDEs with log-normally distributed diffusion coefficient. Zbl 1343.65006
Harbrecht, Helmut; Peters, Michael; Siebenmorgen, Markus
2016
A theoretical framework for calibration in computer models: parametrization, estimation and convergence properties. Zbl 1383.62354
Tuo, Rui; Jeff Wu, C. F.
2016
Low-rank solution of unsteady diffusion equations with stochastic coefficients. Zbl 1325.65016
Benner, Peter; Onwunta, Akwum; Stoll, Martin
2015
Reduced basis methods for parameterized partial differential equations with stochastic influences using the Karhunen-Loève expansion. Zbl 1281.35100
Haasdonk, Bernard; Urban, Karsten; Wieland, Bernhard
2013
On Shapley value for measuring importance of dependent inputs. Zbl 1386.65064
Owen, Art B.; Prieur, Clémentine
2017
Numerical solution of scalar conservation laws with random flux functions. Zbl 1343.65007
Mishra, Siddhartha; Risebro, Nils Henrik; Schwab, Christoph; Tokareva, Svetlana
2016
Transport reversal for model reduction of hyperbolic partial differential equations. Zbl 1398.65084
Rim, Donsub; Moe, Scott; LeVeque, Randall J.
2018
Local equilibration error estimators for guaranteed error control in adaptive stochastic higher-order Galerkin finite element methods. Zbl 1398.65297
Eigel, Martin; Merdon, Christian
2016
A multilevel Monte Carlo method for computing failure probabilities. Zbl 1343.65004
Elfverson, Daniel; Hellman, Fredrik; Målqvist, Axel
2016
A multilevel stochastic collocation algorithm for optimization of PDEs with uncertain coefficients. Zbl 1307.49026
Kouri, D. P.
2014
Sobol’ indices and Shapley value. Zbl 1308.91129
Owen, Art B.
2014
Multilevel sequential Monte Carlo with dimension-independent likelihood-informed proposals. Zbl 1395.82229
Beskos, Alexandros; Jasra, Ajay; Law, Kody; Marzouk, Youssef; Zhou, Yan
2018
Uncertainty propagation; intrusive kinetic formulations of scalar conservation laws. Zbl 1362.35342
Despres, Bruno; Perthame, Benoit
2016
Multilevel Monte Carlo approximation of distribution functions and densities. Zbl 1322.65014
Giles, Michael B.; Nagapetyan, Tigran; Ritter, Klaus
2015
Well-posed Bayesian inverse problems: priors with exponential tails. Zbl 1371.35349
2017
Multilevel Monte Carlo analysis for optimal control of elliptic PDEs with random coefficients. Zbl 1371.35371
2017
A data-driven stochastic method for elliptic PDEs with random coefficients. Zbl 1290.60068
Cheng, Mulin; Hou, Thomas Y.; Yan, Mike; Zhang, Zhiwen
2013
Subsampled Gauss quadrature nodes for estimating polynomial chaos expansions. Zbl 1308.41005
Tang, Gary; Iaccarino, Gianluca
2014
An efficient numerical method for acoustic wave scattering in random media. Zbl 1327.65213
Feng, Xiaobing; Lin, Junshan; Lorton, Cody
2015
A Bayesian approach for global sensitivity analysis of (multifidelity) computer codes. Zbl 1308.62107
Le Gratiet, Loic; Cannamela, Claire; Iooss, Bertrand
2014
Robust bounds on risk-sensitive functionals via Rényi divergence. Zbl 1341.60008
Atar, Rami; Chowdhary, Kenny; Dupuis, Paul
2015
Polynomial chaos expansion of a multimodal random vector. Zbl 1327.62332
Soize, C.
2015
Analysis of boundary effects on PDE-based sampling of Whittle-Matérn random fields. Zbl 07118418
Khristenko, U.; Scarabosio, L.; Swierczynski, P.; Ullmann, E.; Wohlmuth, B.
2019
Higher-order quasi-Monte Carlo for Bayesian shape inversion. Zbl 1402.65141
Gantner, Robert N.; Peters, Michael D.
2018
Multifidelity preconditioning of the cross-entropy method for rare event simulation and failure probability estimation. Zbl 1394.35493
Peherstorfer, Benjamin; Kramer, Boris; Willcox, Karen
2018
An adaptive multilevel Monte Carlo method with stochastic bounds for quantities of interest with uncertain data. Zbl 1398.35306
Eigel, Martin; Merdon, Christian; Neumann, Johannes
2016
Monotone emulation of computer experiments. Zbl 1327.62146
Golchi, S.; Bingham, D. R.; Chipman, H.; Campbell, D. A.
2015
Efficient Bayesian experimentation using an expected information gain lower bound. Zbl 1370.62019
Tsilifis, Panagiotis; Ghanem, Roger G.; Hajali, Paris
2017
Mean exit times and the multilevel Monte Carlo method. Zbl 1282.65020
Higham, Desmond J.; Mao, Xuerong; Roj, Mikolaj; Song, Qingshuo; Yin, George
2013
Approximate solutions of inverse problems for nonlinear space fractional diffusion equations with randomly perturbed data. Zbl 1384.35146
Nane, Erkan; Tuan, Nguyen Huy
2018
Dimension reduction for Gaussian process emulation: an application to the influence of bathymetry on tsunami heights. Zbl 1403.62217
Liu, Xiaoyu; Guillas, Serge
2017
Optimal adaptation for early stopping in statistical inverse problems. Zbl 1401.65058
Blanchard, Gilles; Hoffmann, Marc; Reiß, Markus
2018
Greedy algorithms for optimal measurements selection in state estimation using reduced models. Zbl 1407.65256
Binev, Peter; Cohen, Albert; Mula, Olga; Nichols, James
2018
Random forward models and log-likelihoods in Bayesian inverse problems. Zbl 1409.62062
Lie, H. C.; Sullivan, T. J.; Teckentrup, A. L.
2018
Fast sampling in a linear-Gaussian inverse problem. Zbl 1398.94081
Fox, Colin; Norton, Richard A.
2016
Sequential design for ranking response surfaces. Zbl 1365.62319
Hu, Ruimeng; Ludkovsk, Mike
2017
Mixed finite elements for spatial regression with PDE penalization. Zbl 1306.65275
Azzimonti, Laura; Nobile, Fabio; Sangalli, Laura M.; Secchi, Piercesare
2014
A generalized ANOVA dimensional decomposition for dependent probability measures. Zbl 1311.62106
Rahman, Sharif
2014
A hybrid sparse-grid approach for nonlinear filtering problems based on adaptive-domain of the Zakai equation approximations. Zbl 1343.60041
Bao, Feng; Cao, Yanzhao; Webster, Clayton; Zhang, Guannan
2014
Efficient white noise sampling and coupling for multilevel Monte Carlo with nonnested meshes. Zbl 07003649
Croci, Matteo; Giles, Mike B.; Rognes, M. E.; Farrell, Patrick E.
2018
Robust optimization of PDEs with random coefficients using a multilevel Monte Carlo method. Zbl 1421.35396
Van Barel, Andreas; Vandewalle, Stefan
2019
On the well-posedness of Bayesian inverse problems. Zbl 1437.49050
Latz, Jonas
2020
Multifidelity Monte Carlo estimation of variance and sensitivity indices. Zbl 1394.62175
Qian, Elizabeth; Peherstorfer, Benjamin; O’Malley, Daniel; Vesselinov, Velimir V.; Willcox, Karen
2018
The $$f$$-sensitivity index. Zbl 1348.62015
Rahman, Sharif
2016
A multiscale strategy for Bayesian inference using transport maps. Zbl 1356.62038
Parno, Matthew; Moselhy, Tarek; Marzouk, Youssef
2016
Metropolized randomized maximum likelihood for improved sampling from multimodal distributions. Zbl 1370.62018
Oliver, Dean S.
2017
Sequential design of experiment for sparse polynomial chaos expansions. Zbl 06861783
Fajraoui, Noura; Marelli, Stefano; Sudret, Bruno
2017
Parallel local approximation MCMC for expensive models. Zbl 1398.65017
Conrad, Patrick R.; Davis, Andrew D.; Marzouk, Youssef M.; Pillai, Natesh S.; Smith, Aaron
2018
Finite-dimensional Gaussian approximation with linear inequality constraints. Zbl 1405.60047
López-Lopera, Andrés F.; Bachoc, François; Durrande, Nicolas; Roustant, Olivier
2018
Stabilized weighted reduced basis methods for parametrized advection dominated problems with random inputs. Zbl 1408.35021
Torlo, Davide; Ballarin, Francesco; Rozza, Gianluigi
2018
Long-time asymptotics of the filtering distribution for partially observed chaotic dynamical systems. Zbl 1337.93094
Sanz-Alonso, Daniel; Stuart, Andrew M.
2015
Sparse adaptive tensor Galerkin approximations of stochastic PDE-constrained control problems. Zbl 1398.65252
Kunoth, Angela; Schwab, Christoph
2016
Parameter selection and verification techniques based on global sensitivity analysis illustrated for an HIV model. Zbl 1341.92080
Wentworth, Mami T.; Smith, Ralph C.; Banks, H. T.
2016
Probabilistic description of extreme events in intermittently unstable dynamical systems excited by correlated stochastic processes. Zbl 1327.62324
Mohamad, Mustafa A.; Sapsis, Themistoklis P.
2015
Bayesian analysis of hierarchical multifidelity codes. Zbl 1280.62033
Le Gratiet, Loic
2013
A posteriori error estimates for the solution of variational inverse problems. Zbl 1327.65135
2015
Numerical continuation and SPDE stability for the 2D cubic-quintic Allen-Cahn equation. Zbl 1339.60096
Kuehn, Christian
2015
Efficient history matching of a high dimensional individual-based HIV transmission model. Zbl 1387.62111
Andrianakis, Ioannis; McCreesh, Nicky; Vernon, Ian; McKinley, Trevelyan J.; Oakley, Jeremy E.; Nsubuga, Rebecca N.; Goldstein, Michael; White, Richard G.
2017
Bayesian subset simulation. Zbl 06861829
Bect, Julien; Li, Ling; Vazquez, Emmanuel
2017
Scaled Gaussian stochastic process for computer model calibration and prediction. Zbl 1409.62185
Gu, Mengyang; Wang, Long
2018
Sparse polynomial chaos expansions: literature survey and benchmark. Zbl 1464.65008
Lüthen, Nora; Marelli, Stefano; Sudret, Bruno
2021
Importance sampling and necessary sample size: an information theory approach. Zbl 1396.65016
Sanz-Alonso, Daniel
2018
Estimating shape constrained functions using Gaussian processes. Zbl 1347.60040
Wang, Xiaojing; Berger, James O.
2016
A first order scheme for backward doubly stochastic differential equations. Zbl 1343.60096
Bao, Feng; Cao, Yanzhao; Meir, Amnon; Zhao, Weidong
2016
Dynamical polynomial chaos expansions and long time evolution of differential equations with random forcing. Zbl 1346.60108
Ozen, H. Cagan; Bal, Guillaume
2016
Mercer kernels and integrated variance experimental design: connections between Gaussian process regression and polynomial approximation. Zbl 1342.62061
Gorodetsky, Alex; Marzouk, Youssef
2016
A posteriori error estimates for mixed finite element and finite volume methods for parabolic problems coupled through a boundary. Zbl 1322.65093
Arbogast, T.; Estep, D.; Sheehan, B.; Tavener, S.
2015
Quantification of airfoil geometry-induced aerodynamic uncertainties – comparison of approaches. Zbl 06736506
Liu, Dishi; Litvinenko, Alexander; Schillings, Claudia; Schulz, Volker
2017
When is a model good enough? Deriving the expected value of model improvement via specifying internal model discrepancies. Zbl 1351.60133
Strong, Mark; Oakley, Jeremy E.
2014
Nonlinear reduced models for state and parameter estimation. Zbl 1482.65170
Cohen, Albert; Dahmen, Wolfgang; Mula, Olga; Nichols, James
2022
Parameter estimation in an SPDE model for cell repolarization. Zbl 07487269
Altmeyer, Randolf; Bretschneider, Till; Janák, Josef; Reiß, Markus
2022
Sparse polynomial chaos expansions: literature survey and benchmark. Zbl 1464.65008
Lüthen, Nora; Marelli, Stefano; Sudret, Bruno
2021
Fokker-Planck particle systems for Bayesian inference: computational approaches. Zbl 1473.65274
Reich, Sebastian; Weissmann, Simon
2021
A quasi-Monte Carlo method for optimal control under uncertainty. Zbl 1475.49004
Guth, Philipp A.; Kaarnioja, Vesa; Kuo, Frances Y.; Schillings, Claudia; Sloan, Ian H.
2021
Optimal design of large-scale Bayesian linear inverse problems under reducible model uncertainty: good to know what you don’t know. Zbl 1460.62120
Alexanderian, Alen; Petra, Noemi; Stadler, Georg; Sunseri, Isaac
2021
Unbiased inference for discretely observed hidden Markov model diffusions. Zbl 1464.62038
Chada, Neil K.; Franks, Jordan; Jasra, Ajay; Law, Kody J.; Vihola, Matti
2021
Quasi-Monte Carlo finite element analysis for wave propagation in heterogeneous random media. Zbl 1459.65010
Ganesh, M.; Kuo, Frances Y.; Sloan, Ian H.
2021
Taylor approximation for chance constrained optimization problems governed by partial differential equations with high-dimensional random parameters. Zbl 1473.65072
Chen, Peng; Ghattas, Omar
2021
Computing Shapley effects for sensitivity analysis. Zbl 1473.91001
Plischke, Elmar; Rabitti, Giovanni; Borgonovo, Emanuele
2021
Density estimation by randomized quasi-Monte Carlo. Zbl 1462.62224
Ben Abdellah, Amal; L&rsquo;Ecuyer, Pierre; Owen, Art B.; Puchhammer, Florian
2021
Estimation of ordinary differential equation models with discretization error quantification. Zbl 1462.62156
Matsuda, Takeru; Miyatake, Yuto
2021
Uncertainty quantification for the BGK model of the Boltzmann equation using multilevel variance reduced Monte Carlo methods. Zbl 1473.35389
Hu, Jingwei; Pareschi, Lorenzo; Wang, Yubo
2021
Efficient estimation of the ANOVA mean dimension, with an application to neural net classification. Zbl 1464.62139
Hoyt, Christopher; Owen, Art B.
2021
Cross-entropy-based importance sampling with failure-informed dimension reduction for rare event simulation. Zbl 1472.62023
Uribe, Felipe; Papaioannou, Iason; Marzouk, Youssef M.; Straub, Daniel
2021
A convex optimization framework for the inverse problem of identifying a random parameter in a stochastic partial differential equation. Zbl 1471.35332
Jadamba, Baasansuren; Khan, Akhtar A.; Sama, Miguel; Starkloff, Hans-Jorg; Tammer, Christiane
2021
PDE-constrained optimal control problems with uncertain parameters using SAGA. Zbl 1473.35611
Martin, Matthieu; Nobile, Fabio
2021
GAN-based priors for quantifying uncertainty in supervised learning. Zbl 1473.62092
Patel, Dhruv V.; Oberai, Assad A.
2021
Emulation of stochastic simulators using generalized lambda models. Zbl 1473.62063
Zhu, Xujia; Sudret, Bruno
2021
Instances of computational optimal recovery: dealing with observation errors. Zbl 1483.41012
2021
Stability of Gibbs posteriors from the Wasserstein loss for Bayesian full waveform inversion. Zbl 1473.62018
Dunlop, Matthew M.; Yang, Yunan
2021
Bayesian spatial inversion and conjugate selection Gaussian prior models. Zbl 1464.62289
2021
Robust system design with limited experimental data and an inexact simulation model. Zbl 07362389
Sun, Wenbo; Plumlee, Matthew; Hu, Jingwen; Jin, Jionghua (Judy)
2021
Variance reduction for dependent sequences with applications to stochastic gradient MCMC. Zbl 1478.60206
Belomestny, Denis; Iosipoi, Leonid; Moulines, Eric; Naumov, Alexey; Samsonov, Sergey
2021
Output-weighted optimal sampling for Bayesian experimental design and uncertainty quantification. Zbl 1464.62356
Blanchard, Antoine; Sapsis, Themistoklis
2021
Multifidelity approximate Bayesian computation with sequential Monte Carlo parameter sampling. Zbl 1465.62016
Prescott, Thomas P.; Baker, Ruth E.
2021
Global sensitivity analysis and Wasserstein spaces. Zbl 1468.62267
Fort, Jean-Claude; Klein, Thierry; Lagnoux, Agnès
2021
Asymptotic analysis of multilevel best linear unbiased estimators. Zbl 07384778
2021
Numerical approximation of optimal convergence for fractional elliptic equations with additive fractional Gaussian noise. Zbl 07384780
Hao, Zhaopeng; Zhang, Zhongqiang
2021
A higher order unscented transform. Zbl 1468.65023
Easley, Deanna C.; Berry, Tyrus
2021
On the asymptotical regularization for linear inverse problems in presence of white noise. Zbl 1459.65080
Lu, Shuai; Niu, Pingping; Werner, Frank
2021
Optimization-based Markov chain Monte Carlo methods for nonlinear hierarchical statistical inverse problems. Zbl 07307677
Bardsley, Johnathan M.; Cui, Tiangang
2021
Multilevel Monte Carlo finite difference methods for fractional conservation laws with random data. Zbl 1471.65104
Koley, Ujjwal; Ray, Deep; Sarkar, Tanmay
2021
Using coupling methods to estimate sample quality of stochastic differential equations. Zbl 1459.65009
Dobson, Matthew; Li, Yao; Zhai, Jiayu
2021
On the well-posedness of Bayesian inverse problems. Zbl 1437.49050
Latz, Jonas
2020
Convergence rates for penalized least squares estimators in PDE constrained regression problems. Zbl 1436.62163
Nickl, Richard; van de Geer, Sara; Wang, Sven
2020
A particle filter for stochastic advection by Lie transport: a case study for the damped and forced incompressible two-dimensional Euler equation. Zbl 1454.62528
Cotter, Colin; Crisan, Dan; Holm, Darryl D.; Pan, Wei; Shevchenko, Igor
2020
A spline chaos expansion. Zbl 1436.41009
Rahman, Sharif
2020
Domain uncertainty quantification in computational electromagnetics. Zbl 1483.65010
Aylwin, Ruben; Jerez-Hanckes, Carlos; Schwab, Christoph; Zech, Jakob
2020
Maximum likelihood estimation and uncertainty quantification for Gaussian process approximation of deterministic functions. Zbl 1461.60020
Karvonen, Toni; Wynne, George; Tronarp, Filip; Oates, Chris; Särkkä, Simo
2020
Block preconditioning of stochastic Galerkin problems: new two-sided guaranteed spectral bounds. Zbl 1447.65151
Kubínová, Marie; Pultarová, Ivana
2020
Multifidelity approximate Bayesian computation. Zbl 1436.62097
Prescott, Thomas P.; Baker, Ruth E.
2020
A Bayesian numerical homogenization method for elliptic multiscale inverse problems. Zbl 1436.62089
Abdulle, Assyr; Blasio, Andrea Di
2020
Bayesian quadrature, energy minimization, and space-filling design. Zbl 1448.62122
Pronzato, Luc; Zhigljavsky, Anatoly
2020
Adaptive reduced-order model construction for conditional value-at-risk estimation. Zbl 1443.62152
Heinkenschloss, Matthias; Kramer, Boris; Takhtaganov, Timur
2020
Variance reduction for estimation of Shapley effects and adaptation to unknown input distribution. Zbl 1445.62186
Broto, Baptiste; Bachoc, François; Depecker, Marine
2020
Diagnostics-driven nonstationary emulators using kernel mixtures. Zbl 1436.62365
Volodina, Victoria; Williamson, Daniel
2020
Generating nested quadrature rules with positive weights based on arbitrary sample sets. Zbl 1483.65043
van den Bos, Laurent; Sanderse, Benjamin; Bierbooms, Wim; van Bussel, Gerard
2020
Density estimation in uncertainty propagation problems using a surrogate model. Zbl 1483.65024
2020
Bernstein-von Mises theorems and uncertainty quantification for linear inverse problems. Zbl 1436.62161
Giordano, Matteo; Kekkonen, Hanne
2020
Uncertainty quantification for Markov processes via variational principles and functional inequalities. Zbl 07193421
Birrell, Jeremiah; Rey-Bellet, Luc
2020
A Bayesian approach to estimating background flows from a passive scalar. Zbl 1455.65205
Borggaard, Jeff; Glatt-Holtz, Nathan; Krometis, Justin
2020
The Helmholtz equation in random media: well-posedness and a priori bounds. Zbl 1436.35085
Pembery, O. R.; Spence, E. A.
2020
Uncertainty quantification of unsteady flows generated by line-sources through heterogeneous geological formations. Zbl 1441.35200
Severino, Gerardo; Cuomo, Salvatore
2020
Diffusion map-based algorithm for gain function approximation in the feedback particle filter. Zbl 1451.65225
Taghvaei, Amirhossein; Mehta, Prashant G.; Meyn, Sean P.
2020
Stratification as a general variance reduction method for Markov chain Monte Carlo. Zbl 07242148
Dinner, Aaron R.; Thiede, Erik H.; Koten, Brian Van; Weare, Jonathan
2020
On multilevel best linear unbiased estimators. Zbl 1439.35591
2020
Group kernels for Gaussian process metamodels with categorical inputs. Zbl 1443.60040
Roustant, Olivier; Padonou, Espéran; Deville, Yves; Clément, Aloïs; Perrin, Guillaume; Giorla, Jean; Wynn, Henry
2020
Convergence of Gaussian process regression with estimated hyper-parameters and applications in Bayesian inverse problems. Zbl 1461.60022
Teckentrup, Aretha L.
2020
Kernel methods for Bayesian elliptic inverse problems on manifolds. Zbl 1448.65205
Harlim, John; Sanz-Alonso, Daniel; Yang, Ruiyi
2020
Statistical treatment of inverse problems constrained by differential equations-based models with stochastic terms. Zbl 1439.35466
Constantinescu, Emil M.; Petra, Noémi; Bessac, Julie; Petra, Cosmin G.
2020
An iterative ensemble Kalman smoother in presence of additive model error. Zbl 1435.93167
Fillion, Anthony; Bocquet, Marc; Gratton, Serge; Gürol, Selime; Sakov, Pavel
2020
Stable approximation schemes for optimal filters. Zbl 1441.93310
Crisan, Dan; López-Yela, Alberto; Miguez, Joaquin
2020
An adaptive stochastic Galerkin tensor train discretization for randomly perturbed domains. Zbl 1447.65137
Eigel, Martin; Marschall, Manuel; Multerer, Michael
2020
A defensive marginal particle filtering method for data assimilation. Zbl 1448.62138
Wen, Linjie; Wu, Jiangqi; Lu, Linjun; Li, Jinglai
2020
On the improved rates of convergence for Matérn-type kernel ridge regression with application to calibration of computer models. Zbl 1459.62143
Tuo, Rui; Wang, Yan; Jeff Wu, C. F.
2020
A probabilistic clustering approach for identifying primary subnetworks of discrete fracture networks with quantified uncertainty. Zbl 1446.60078
Osthus, Dave; Hyman, Jeffrey D.; Karra, Satish; Panda, Nishant; Srinivasan, Gowri
2020
Characterizing impacts of model uncertainties in quantitative photoacoustics. Zbl 1439.35570
Ren, Kui; Vallélian, Sarah
2020
A higher order perturbation approach for electromagnetic scattering problems on random domains. Zbl 1454.35364
Dölz, Jürgen
2020
Multilevel Monte Carlo estimation of the expected value of sample information. Zbl 1455.65007
Hironaka, Tomohiko; Giles, Michael B.; Goda, Takashi; Thom, Howard
2020
Compressed principal component analysis of non-Gaussian vectors. Zbl 1451.62069
Mignolet, Marc; Soize, Christian
2020
Dealing with measurement uncertainties as nuisance parameters in Bayesian model calibration. Zbl 1454.62100
Rumsey, Kellin; Huerta, Gabriel; Brown, Justin; Hund, Lauren
2020
Analysis of boundary effects on PDE-based sampling of Whittle-Matérn random fields. Zbl 07118418
Khristenko, U.; Scarabosio, L.; Swierczynski, P.; Ullmann, E.; Wohlmuth, B.
2019
Robust optimization of PDEs with random coefficients using a multilevel Monte Carlo method. Zbl 1421.35396
Van Barel, Andreas; Vandewalle, Stefan
2019
Multilevel nested simulation for efficient risk estimation. Zbl 1457.91416
Giles, Michael B.; Haji-Ali, Abdul-Lateef
2019
Bayesian parameter identification in Cahn-Hilliard models for biological growth. Zbl 1422.65239
Kahle, Christian; Lam, Kei Fong; Latz, Jonas; Ullmann, Elisabeth
2019
Second order discretization of Bismut-Elworthy-Li formula: application to sensitivity analysis. Zbl 1454.60073
2019
Bayesian model and dimension reduction for uncertainty propagation: applications in random media. Zbl 1422.62377
Grigo, Constantin; Koutsourelakis, Phaedon-Stelios
2019
An efficient, globally convergent method for optimization under uncertainty using adaptive model reduction and sparse grids. Zbl 1448.65057
Zahr, Matthew J.; Carlberg, Kevin T.; Kouri, Drew P.
2019
On the asymptotic normality of adaptive multilevel splitting. Zbl 1412.82029
Cérou, Frédéric; Delyon, Bernard; Guyader, Arnaud; Rousset, Mathias
2019
Generalized modes in Bayesian inverse problems. Zbl 1430.62053
Clason, Christian; Helin, Tapio; Kretschmann, Remo; Piiroinen, Petteri
2019
Emulating satellite drag from large simulation experiments. Zbl 1430.62085
Sun, Furong; Gramacy, Robert B.; Haaland, Benjamin; Lawrence, Earl; Walker, Andrew
2019
Stability preservation in stochastic Galerkin projections of dynamical systems. Zbl 1440.65275
Pulch, Roland; Augustin, Florian
2019
A hybrid alternating least squares-TT-cross algorithm for parametric PDEs. Zbl 1418.65170
Dolgov, Sergey; Scheichl, Robert
2019
Multifidelity Monte Carlo estimation with adaptive low-fidelity models. Zbl 1428.35570
Peherstorfer, Benjamin
2019
An evolve-filter-relax stabilized reduced order stochastic collocation method for the time-dependent Navier-Stokes equations. Zbl 1428.65029
Gunzburger, M.; Iliescu, T.; Mohebujjaman, M.; Schneier, M.
2019
A low-rank solver for the Navier-Stokes equations with uncertain viscosity. Zbl 1442.35568
Lee, Kookjin; Elman, Howard C.; Sousedík, Bedřich
2019
Continuous level Monte Carlo and sample-adaptive model hierarchies. Zbl 07003658
Detommaso, Gianluca; Dodwell, Tim; Scheichl, Rob
2019
Adjustments to computer models via projected kernel calibration. Zbl 1430.62261
Tuo, Rui
2019
Extreme event quantification in dynamical systems with random components. Zbl 1448.60063
Dematteis, Giovanni; Grafke, Tobias; Vanden-Eijnden, Eric
2019
A Shapley-Owen index for interaction quantification. Zbl 1426.91022
Rabitti, Giovanni; Borgonovo, Emanuele
2019
Efficient marginalization-based MCMC methods for hierarchical Bayesian inverse problems. Zbl 07118424
Saibaba, Arvind K.; Bardsley, Johnathan; Brown, D. Andrew; Alexanderian, Alen
2019
Robustness of the Sobol’ indices to marginal distribution uncertainty. Zbl 07118428
Hart, Joseph L.; Gremaud, Pierre A.
2019
Allocation strategies for high fidelity models in the multifidelity regime. Zbl 1418.65059
Perry, Daniel J.; Kirby, Robert M.; Narayan, Akil; Whitaker, Ross T.
2019
Global sensitivity analysis for optimization with variable selection. Zbl 1421.49032
Spagnol, Adrien; Riche, Rodolphe Le; Da Veiga, Sébastien
2019
Analysis of an asymptotic preserving scheme for stochastic linear kinetic equations in the diffusion limit. Zbl 07118412
Ayi, Nathalie; Faou, Erwan
2019
Uncertainty quantification for spectral fractional diffusion: sparsity analysis of parametric solutions. Zbl 1469.65170
Herrmann, Lukas; Schwab, Christoph; Zech, Jakob
2019
Two Metropolis-Hastings algorithms for posterior measures with non-Gaussian priors in infinite dimensions. Zbl 07118427
2019
Dimension reduction via Gaussian ridge functions. Zbl 1436.60038
Seshadri, Pranay; Yuchi, Shaowu; Parks, Geoffrey T.
2019
Multilevel Monte Carlo covariance estimation for the computation of Sobol’ indices. Zbl 1483.65012
Mycek, Paul; De Lozzo, Matthias
2019
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### Cited by 2,662 Authors

 29 Schwab, Christoph 25 Narayan, Akil C. 25 Stuart, Andrew M. 21 Jasra, Ajay 18 Marzouk, Youssef M. 18 Nobile, Fabio 17 Tempone, Raúl F. 15 Bachoc, François 14 Chen, Peng 14 Ullmann, Elisabeth 13 Li, Peijun 13 Soize, Christian 13 Van Ackooij, Wim 12 Peherstorfer, Benjamin 12 Willcox, Karen E. 11 Alexanderian, Alen 11 Katsoulakis, Markos A. 11 Law, Kody J. H. 11 Papaioannou, Iason 11 Rozza, Gianluigi 10 Borgonovo, Emanuele 10 Ghanem, Roger G. 10 Giles, Michael B. 10 Gramacy, Robert B. 10 Jin, Shi 10 Kouri, Drew P. 10 Lin, Guang 10 Reich, Sebastian 10 Scheichl, Robert 10 Tong, Xin Thomson 9 Beskos, Alexandros 9 Cui, Tiangang 9 Eigel, Martin 9 Helin, Tapio 9 Henrion, René 9 Jakeman, John Davis 9 Jiang, Lijian 9 Kirby, Robert M. II 9 Kühn, Christian 9 Latz, Jonas 9 Nguyen Huy Tuan 9 Pérez-Aros, Pedro 9 Pulch, Roland 9 Schillings, Claudia 9 Sudret, Bruno 9 Teckentrup, Aretha L. 8 Bao, Feng 8 Bardsley, Johnathan M. 8 Benner, Peter 8 Bespalov, Alexei 8 Chaudhry, Jehanzeb Hameed 8 Crisan, Dan O. 8 Girolami, Mark A. 8 Goda, Takashi 8 Grigoriu, Mircea D. 8 Heitsch, Holger 8 Hosseini, Bamdad 8 Li, Qin 8 Mula, Olga 8 Oates, Chris J. 8 Sangalli, Laura Maria 8 Sanz-Alonso, Daniel 8 Sprungk, Björn 8 Wohlmuth, Barbara I. 8 Yang, Xiu 8 Zhu, Xueyu 7 Dolgov, Sergey V. 7 Doostan, Alireza 7 Elman, Howard C. 7 Ghattas, Omar N. 7 Gunzburger, Max D. 7 Harbrecht, Helmut 7 Kressner, Daniel 7 Li, Jinglai 7 Lie, Han Cheng 7 Liu, Liu 7 Majda, Andrew J. 7 Quarteroni, Alfio M. 7 Rahman, Sharif 7 Sandu, Adrian 7 Surowiec, Thomas 7 Trillos, Nicolás García 7 Tsilifis, Panagiotis A. 7 Yamada, Toshihiro 7 Zhang, Zhiwen 6 Abdulle, Assyr 6 Chada, Neil K. 6 Chen, Nan 6 Griebel, Michael 6 Haji-Ali, Abdul-Lateef 6 Herrmann, Lukas 6 Iglesias, Marco A. 6 Klein, Thierry E. 6 Kuo, Frances Y. 6 Lagnoux, Agnès 6 Manzoni, Andrea 6 Matthies, Hermann Georg 6 Mattis, Steven A. 6 Powell, Warren Buckler 6 Rey-Bellet, Luc ...and 2,562 more Authors
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### Cited in 247 Journals

 211 SIAM/ASA Journal on Uncertainty Quantification 130 Journal of Computational Physics 111 SIAM Journal on Scientific Computing 98 Computer Methods in Applied Mechanics and Engineering 41 Inverse Problems 39 Statistics and Computing 29 Journal of Scientific Computing 27 SIAM Journal on Numerical Analysis 24 Journal of Computational and Applied Mathematics 24 Numerische Mathematik 22 Computational Geosciences 18 Electronic Journal of Statistics 17 Computers & Mathematics with Applications 17 European Series in Applied and Industrial Mathematics (ESAIM): Mathematical Modelling and Numerical Analysis 15 Multiscale Modeling & Simulation 15 Communications in Computational Physics 15 The Annals of Applied Statistics 13 European Journal of Operational Research 13 Advances in Computational Mathematics 12 Mathematics of Computation 12 Computational Statistics and Data Analysis 12 SIAM Journal on Optimization 12 SIAM Journal on Applied Dynamical Systems 11 Computers and Fluids 11 Applied Mathematical Modelling 11 Chaos 10 Journal of the American Statistical Association 10 SIAM Journal on Control and Optimization 9 Journal of Differential Equations 9 The Annals of Applied Probability 9 Inverse Problems and Imaging 9 Foundations of Data Science 8 Journal of Fluid Mechanics 8 BIT 8 International Journal for Numerical Methods in Engineering 8 Mathematics and Computers in Simulation 8 Applied Numerical Mathematics 8 Computational Mechanics 8 SIAM Journal on Applied Mathematics 8 SIAM Journal on Mathematical Analysis 8 Monte Carlo Methods and Applications 7 Journal of Mathematical Analysis and Applications 7 Applied Mathematics and Computation 7 Statistical Science 7 Bernoulli 7 SIAM Journal on Imaging Sciences 7 SIAM Journal on Mathematics of Data Science 6 Journal of Complexity 6 SIAM Journal on Matrix Analysis and Applications 6 Numerical Algorithms 6 Journal of Statistical Computation and Simulation 6 Mathematical Programming. Series A. Series B 6 Journal of Nonlinear Science 6 Applied and Computational Harmonic Analysis 6 Foundations of Computational Mathematics 6 Mathematical Geosciences 5 Nonlinearity 5 The Annals of Statistics 5 Journal of Multivariate Analysis 5 Physica D 5 European Journal of Applied Mathematics 5 M$$^3$$AS. Mathematical Models & Methods in Applied Sciences 5 Journal of Machine Learning Research (JMLR) 5 Journal of Computational and Graphical Statistics 5 Bayesian Analysis 5 Proceedings of the Royal Society of London. A. Mathematical, Physical and Engineering Sciences 4 Advances in Applied Probability 4 Applicable Analysis 4 Journal of Statistical Physics 4 Applied Mathematics and Optimization 4 Calcolo 4 Stochastic Analysis and Applications 4 Constructive Approximation 4 Communications in Statistics. Simulation and Computation 4 SIAM Review 4 INFORMS Journal on Computing 4 Communications in Nonlinear Science and Numerical Simulation 4 Optimization and Engineering 4 Mathematical Biosciences and Engineering 4 Inverse Problems in Science and Engineering 4 Discrete and Continuous Dynamical Systems. Series S 4 Kinetic and Related Models 4 Set-Valued and Variational Analysis 4 Journal of Agricultural, Biological, and Environmental Statistics 4 Journal of Mathematics in Industry 4 European Series in Applied and Industrial Mathematics (ESAIM): Proceedings and Surveys 4 SMAI Journal of Computational Mathematics 4 Electronic Research Archive 3 International Journal of Control 3 Bulletin of Mathematical Biology 3 Journal of Statistical Planning and Inference 3 Operations Research 3 Insurance Mathematics & Economics 3 Chinese Annals of Mathematics. Series B 3 Optimization 3 Neural Computation 3 Journal of Global Optimization 3 Linear Algebra and its Applications 3 Stochastic Processes and their Applications 3 Celestial Mechanics and Dynamical Astronomy ...and 147 more Journals
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### Cited in 48 Fields

 917 Numerical analysis (65-XX) 654 Statistics (62-XX) 414 Probability theory and stochastic processes (60-XX) 386 Partial differential equations (35-XX) 141 Fluid mechanics (76-XX) 127 Computer science (68-XX) 113 Operations research, mathematical programming (90-XX) 93 Systems theory; control (93-XX) 92 Calculus of variations and optimal control; optimization (49-XX) 66 Biology and other natural sciences (92-XX) 62 Approximations and expansions (41-XX) 60 Geophysics (86-XX) 59 Mechanics of deformable solids (74-XX) 54 Dynamical systems and ergodic theory (37-XX) 53 Statistical mechanics, structure of matter (82-XX) 48 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 40 Information and communication theory, circuits (94-XX) 36 Optics, electromagnetic theory (78-XX) 35 Linear and multilinear algebra; matrix theory (15-XX) 27 Operator theory (47-XX) 23 Ordinary differential equations (34-XX) 23 Functional analysis (46-XX) 13 Classical thermodynamics, heat transfer (80-XX) 12 Harmonic analysis on Euclidean spaces (42-XX) 10 Combinatorics (05-XX) 10 Real functions (26-XX) 10 Integral equations (45-XX) 10 Mechanics of particles and systems (70-XX) 8 Measure and integration (28-XX) 8 Special functions (33-XX) 8 Global analysis, analysis on manifolds (58-XX) 8 Quantum theory (81-XX) 6 Potential theory (31-XX) 4 Number theory (11-XX) 3 General and overarching topics; collections (00-XX) 3 Several complex variables and analytic spaces (32-XX) 3 Difference and functional equations (39-XX) 2 Integral transforms, operational calculus (44-XX) 2 Relativity and gravitational theory (83-XX) 1 History and biography (01-XX) 1 Commutative algebra (13-XX) 1 Topological groups, Lie groups (22-XX) 1 Functions of a complex variable (30-XX) 1 Geometry (51-XX) 1 Convex and discrete geometry (52-XX) 1 Differential geometry (53-XX) 1 General topology (54-XX) 1 Astronomy and astrophysics (85-XX)