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ORCIDSIAM/ASA Journal on Uncertainty Quantification, Volume 12
Volume 12, Number 1, March 2024
- Zhizhang Wu
, Zhiwen Zhang, Xiaofei Zhao:
Error Estimate of a Quasi-Monte Carlo Time-Splitting Pseudospectral Method for Nonlinear Schrödinger Equation with Random Potentials. 1-29 - Daniel Sanz-Alonso, Nathan Waniorek:
Analysis of a Computational Framework for Bayesian Inverse Problems: Ensemble Kalman Updates and MAP Estimators under Mesh Refinement. 30-68 - Jed A. Duersch:
Projective Integral Updates for High-Dimensional Variational Inference. 69-100 - Xianliang Gong, Yulin Pan:
Multifidelity Bayesian Experimental Design to Quantify Rare-Event Statistics. 101-127 - Guillaume Chennetier, Hassane Chraibi, Anne Dutfoy, Josselin Garnier:
Adaptive Importance Sampling Based on Fault Tree Analysis for Piecewise Deterministic Markov Process. 128-156 - Chih-Li Sung, Yi (irene) Ji, Simon Mak, Wenjia Wang, Tao Tang:
Stacking Designs: Designing Multifidelity Computer Experiments with Target Predictive Accuracy. 157-181 - Ningxin Liu, Lijian Jiang:
Perron-Frobenius Operator Filter for Stochastic Dynamical Systems. 182-211 - Mahadevan Ganesh, Frances Y. Kuo, Ian H. Sloan:
Corrigendum: Quasi-Monte Carlo Finite Element Analysis for Wave Propagation in Heterogeneous Random Media. 212
Volume 12, Number 2, 2024
- Nuojin Cheng, Osman Asif Malik, Yiming Xu, Stephen Becker, Alireza Doostan, Akil Narayan:
Subsampling of Parametric Models with Bifidelity Boosting. 213-241 - Jacob Curran-Sebastian, Lorenzo Pellis, Ian M. Hall, Thomas A. House:
Calculation of Epidemic First Passage and Peak Time Probability Distributions. 242-261 - Grigorios A. Pavliotis, Andrea Zanoni:
A Method of Moments Estimator for Interacting Particle Systems and their Mean Field Limit. 262-288 - Rafael Ballester-Ripoll:
Computing Statistical Moments Via Tensorization of Polynomial Chaos Expansions. 289-308 - Carsten Hartmann, Lorenz Richter:
Nonasymptotic Bounds for Suboptimal Importance Sampling. 309-346 - Konstantin Häberle, Barbara Bravi, Anthea Monod:
Wavelet-Based Density Estimation for Persistent Homology. 347-376 - Fabienne Comte, Valentine Genon-Catalot:
Nonparametric Estimation for Independent and Identically Distributed Stochastic Differential Equations with Space-Time Dependent Coefficients. 377-410 - Omar Al Ghattas, Jiajun Bao, Daniel Sanz-Alonso:
Ensemble Kalman Filters with Resampling. 411-441 - Jan Glaubitz, Anne Gelb:
Leveraging Joint Sparsity in Hierarchical Bayesian Learning. 442-472 - Yi Ji, Henry Shaowu Yuchi, Derek Soeder, Jean-François Paquet, Steffen A. Bass, V. Roshan Joseph, C. F. Jeff Wu, Simon Mak:
Conglomerate Multi-fidelity Gaussian Process Modeling, with Application to Heavy-Ion Collisions. 473-502 - Helmut Harbrecht, Viacheslav Karnaev, Marc Schmidlin:
Quantifying Domain Uncertainty in Linear Elasticity. 503-523 - Daniela Calvetti, Erkki Somersalo:
Computationally Efficient Sampling Methods for Sparsity Promoting Hierarchical Bayesian Models. 524-548 - Qin Li, Li Wang, Yunan Yang:
Differential Equation-Constrained Optimization with Stochasticity. 549-578 - Jianbo Cui, Liying Sun:
Quantifying the Effect of Random Dispersion for Logarithmic Schrödinger Equation. 579-613 - Philipp A. Guth, Claudia Schillings, Simon Weissmann:
One-Shot Learning of Surrogates in PDE-Constrained Optimization under Uncertainty. 614-645 - Kellin N. Rumsey, Devin Francom, Andy Shen:
Generalized Bayesian MARS: Tools for Stochastic Computer Model Emulation. 646-666 - Margot Herin, Marouane Il Idrissi, Vincent Chabridon, Bertrand Iooss:
Proportional Marginal Effects for Global Sensitivity Analysis. 667-692 - Fabio Nobile, Tommaso Vanzan:
A Combination Technique for Optimal Control Problems Constrained by Random PDEs. 693-721
Volume 12, Number 3, 2024
- Nada Cvetkovic, Han Cheng Lie, Harshit Bansal, Karen Veroy:
Choosing Observation Operators to Mitigate Model Error in Bayesian Inverse Problems. 723-758 - Feng Yu, Lixin Shen, Guohui Song:
Hyperparameter Estimation for Sparse Bayesian Learning Models. 759-787 - Hossein Mohammadi, Peter G. Challenor, Marc Goodfellow:
Emulating Complex Dynamical Simulators with Random Fourier Features. 788-811 - Liu Liu, Kunlun Qi:
Spectral Convergence of a Semi-discretized Numerical System for the Spatially Homogeneous Boltzmann Equation with Uncertainties. 812-841 - Mircea Grigoriu:
Harmonizable Nonstationary Processes. 842-867 - Ricardo Baptista, Bamdad Hosseini, Nikola B. Kovachki, Youssef M. Marzouk:
Conditional Sampling with Monotone GANs: From Generative Models to Likelihood-Free Inference. 868-900 - Niklas Baumgarten, Sebastian Krumscheid, Christian Wieners:
A Fully Parallelized and Budgeted Multilevel Monte Carlo Method and the Application to Acoustic Waves. 901-931 - Daniel Elfverson, Robert Scheichl, Simon Weissmann, Francisco Alejandro Diaz De la O:
Adaptive Multilevel Subset Simulation with Selective Refinement. 932-963 - Zhaohui Li, Shihao Yang, C. F. Jeff Wu:
Parameter Inference Based on Gaussian Processes Informed by Nonlinear Partial Differential Equations. 964-1004 - Thomas O. Dixon, James E. Warner, Geoffrey F. Bomarito, Alex A. Gorodetsky:
Covariance Expressions for Multifidelity Sampling with Multioutput, Multistatistic Estimators: Application to Approximate Control Variates. 1005-1049 - Aksel K. Rasmussen, Fanny Seizilles, Mark Girolami, Ieva Kazlauskaite:
The Bayesian Approach to Inverse Robin Problems. 1050-1084
Volume 12, Number 4, 2024
- Tao Tang, Simon Mak, David B. Dunson:
Hierarchical Shrinkage Gaussian Processes: Applications to Computer Code Emulation and Dynamical System Recovery. 1085-1112 - Xu He:
Efficient Kriging Using Interleaved Lattice-Based Designs with Low Fill and High Separation Distance Properties. 1113-1134 - Étienne de Montbrun, Sébastien Gerchinovitz:
Certified Multifidelity Zeroth-Order Optimization. 1135-1164 - Zongren Zou, Tingwei Meng, Paula X. Chen, Jérôme Darbon, George Em Karniadakis:
Leveraging Viscous Hamilton-Jacobi PDEs for Uncertainty Quantification in Scientific Machine Learning. 1165-1191 - Hengrui Luo, Justin D. Strait:
Multiple Closed Curve Modeling with Uncertainty Quantification for Shape Analysis. 1192-1212 - Luc Pronzato, Maria-João Rendas:
Weighted Leave-One-Out Cross Validation. 1213-1239 - Sören Christensen, Asbjørn Holk Thomsen, Lukas Trottner:
Data-Driven Rules for Multidimensional Reflection Problems. 1240-1272 - Carlo Graziani, Marieme Ngom:
Targeted Adaptive Design. 1273-1314 - Kota Takeda, Takashi Sakajo:
Uniform Error Bounds of the Ensemble Transform Kalman Filter for Chaotic Dynamics with Multiplicative Covariance Inflation. 1315-1335 - V. Roshan Joseph, William E. Lewis, Henry Shaowu Yuchi, Kathryn A. Maupin:
Discovering the Unknowns: A First Step. 1336-1348 - Ruijian Han, Boris Kramer, Dongjin Lee, Akil Narayan, Yiming Xu:
An Approximate Control Variates Approach to Multifidelity Distribution Estimation. 1349-1388
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