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07/20/2023
A Fully Parallelized and Budgeted Multi-Level Monte Carlo Method and the Application to Acoustic Waves
We present a novel variant of the multi-level Monte Carlo method that ef...
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06/30/2023
Scalable method for Bayesian experimental design without integrating over posterior distribution
We address the computational efficiency in solving the A-optimal Bayesia...
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05/22/2023
Sequential Estimation using Hierarchically Stratified Domains with Latin Hypercube Sampling
Quantifying the effect of uncertainties in systems where only point eval...
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02/27/2023
Double-loop quasi-Monte Carlo estimator for nested integration
Nested integration arises when a nonlinear function is applied to an int...
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07/29/2022
Quantifying uncertain system outputs via the multi-level Monte Carlo method – distribution and robustness measures
In this work, we consider the problem of estimating the probability dist...
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03/02/2022
Early-warning indicator based on autoregressive moving-average models: Critical Transitions and the Atlantic Meridional Overturning Circulation
A statistical indicator for dynamic stability based on autoregressive mo...
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09/22/2021
On the equivalence of different adaptive batch size selection strategies for stochastic gradient descent methods
In this study, we demonstrate that the norm test and inner product/ortho...
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07/03/2021
Adaptive stratified sampling for non-smooth problems
Science and engineering problems subject to uncertainty are frequently b...
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06/15/2021
Machine learning-based conditional mean filter: a generalization of the ensemble Kalman filter for nonlinear data assimilation
Filtering is a data assimilation technique that performs the sequential ...
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09/06/2019
