Found 49 Documents (Results 1–49)
Instances of computational optimal recovery: dealing with observation errors. (English) Zbl 1483.41012
Reviewer: Sorin-Mihai Grad (Paris)
Taylor approximation for chance constrained optimization problems governed by partial differential equations with high-dimensional random parameters. (English) Zbl 1473.65072
Lagrangian uncertainty quantification and information inequalities for stochastic flows. (English) Zbl 1481.60104
Importance sampling for pathwise sensitivity of stochastic chaotic systems. (English) Zbl 1481.60106
Two-level a posteriori error estimation for adaptive multilevel stochastic Galerkin finite element method. (English) Zbl 1516.65125
Quantifying truncation-related uncertainties in unsteady fluid dynamics reduced order models. (English) Zbl 1481.60132
Numerical approximation of optimal convergence for fractional elliptic equations with additive fractional Gaussian noise. (English) Zbl 1503.65304
Reviewer: Wenlin Qiu (Changsha)
PDE-constrained optimal control problems with uncertain parameters using SAGA. (English) Zbl 1473.35611
A convex optimization framework for the inverse problem of identifying a random parameter in a stochastic partial differential equation. (English) Zbl 1471.35332
Cross-entropy-based importance sampling with failure-informed dimension reduction for rare event simulation. (English) Zbl 1472.62023
Multifidelity approximate Bayesian computation with sequential Monte Carlo parameter sampling. (English) Zbl 1465.62016
Efficient computation of extreme excursion probabilities for dynamical systems through Rice’s formula. (English) Zbl 1478.60102
Efficient estimation of the ANOVA mean dimension, with an application to neural net classification. (English) Zbl 1464.62139
Model error estimation using the expectation maximization algorithm and a particle flow filter. (English) Zbl 1464.62369
Uncertainty quantification for the BGK model of the Boltzmann equation using multilevel variance reduced Monte Carlo methods. (English) Zbl 1473.35389
Reviewer: Eugene Postnikov (Kursk)
Output-weighted optimal sampling for Bayesian experimental design and uncertainty quantification. (English) Zbl 1464.62356
Variance reduction for dependent sequences with applications to stochastic gradient MCMC. (English) Zbl 1478.60206
Robust system design with limited experimental data and an inexact simulation model. (English) Zbl 1542.68202
Fokker-Planck particle systems for Bayesian inference: computational approaches. (English) Zbl 1473.65274
Bayesian spatial inversion and conjugate selection Gaussian prior models. (English) Zbl 1464.62289
MSC:
62H11
Multilevel Markov chain Monte Carlo for Bayesian inversion of parabolic partial differential equations under Gaussian prior. (English) Zbl 1465.65006
A quasi-Monte Carlo method for optimal control under uncertainty. (English) Zbl 1475.49004
Reviewer: Patrícia Nunes da Silva (Rio de Janeiro)
EzGP: easy-to-interpret Gaussian process models for computer experiments with both quantitative and qualitative factors. (English) Zbl 1465.60033
Estimation of ordinary differential equation models with discretization error quantification. (English) Zbl 1462.62156
Sequential design of computer experiments for the computation of Bayesian model evidence. (English) Zbl 1462.62500
Can we trust Bayesian uncertainty quantification from Gaussian process priors with squared exponential covariance kernel? (English) Zbl 1470.62044
Optimal design of large-scale Bayesian linear inverse problems under reducible model uncertainty: good to know what you don’t know. (English) Zbl 1460.62120
Using coupling methods to estimate sample quality of stochastic differential equations. (English) Zbl 1459.65009
Quasi-Monte Carlo finite element analysis for wave propagation in heterogeneous random media. (English) Zbl 1459.65010
SIAM/ASA J. Uncertain. Quantif. 9, 106-134 (2021); corrigendum ibid. 12, 212 (2024).
Multilevel Monte Carlo finite difference methods for fractional conservation laws with random data. (English) Zbl 1471.65104
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