| Publication | Date of Publication | Type |
|---|
Computing f‐divergences and distances of high‐dimensional probability density functions Numerical Linear Algebra with Applications | 2023-08-17 | Paper |
| Uncertainty quantification in coastal aquifers using the multilevel Monte Carlo method | 2023-02-12 | Paper |
Propagation of uncertainties in density-driven flow (available as arXiv preprint) | 2022-11-01 | Paper |
| Computing f-Divergences and Distances of High-Dimensional Probability Density Functions -- Low-Rank Tensor Approximations | 2021-11-13 | Paper |
Iterative algorithms for the post-processing of high-dimensional data Journal of Computational Physics | 2020-07-07 | Paper |
Solution of the 3D density-driven groundwater flow problem with uncertain porosity and permeability GEM - International Journal on Geomathematics | 2020-05-04 | Paper |
Tucker tensor analysis of Matérn functions in spatial statistics Computational Methods in Applied Mathematics | 2019-09-11 | Paper |
Likelihood approximation with hierarchical matrices for large spatial datasets Computational Statistics and Data Analysis | 2019-05-24 | Paper |
| Partial inversion of the elliptic operator to speed up computation of likelihood in Bayesian inference | 2017-08-07 | Paper |
Quantification of Airfoil Geometry-Induced Aerodynamic Uncertainties---Comparison of Approaches SIAM/ASA Journal on Uncertainty Quantification | 2017-06-28 | Paper |
| Bayesian Parameter Estimation via Filtering and Functional Approximations | 2016-11-25 | Paper |
Efficient low-rank approximation of the stochastic Galerkin matrix in tensor formats Computers & Mathematics with Applications | 2016-09-27 | Paper |
| Parameter Estimation via Conditional Expectation --- A Bayesian Inversion | 2016-06-30 | Paper |
Polynomial Chaos Expansion of Random Coefficients and the Solution of Stochastic Partial Differential Equations in the Tensor Train Format SIAM/ASA Journal on Uncertainty Quantification | 2015-11-12 | Paper |
| Inverse Problems in a Bayesian Setting | 2015-11-02 | Paper |
Quantification of airfoil geometry-induced aerodynamic uncertainties - comparison of approaches (available as arXiv preprint) | 2015-05-21 | Paper |
To be or not to be intrusive? The solution of parametric and stochastic equations -- the ``plain vanilla Galerkin case SIAM Journal on Scientific Computing | 2015-03-02 | Paper |
Sampling and low-rank tensor approximation of the response surface Springer Proceedings in Mathematics & Statistics | 2014-10-31 | Paper |
| Computation of the Response Surface in the Tensor Train data format | 2014-06-11 | Paper |
| Inverse problems and uncertainty quantification | 2013-12-18 | Paper |
Sampling-free linear Bayesian update of polynomial chaos representations Journal of Computational Physics | 2013-12-12 | Paper |
Parametric and uncertainty computations with tensor product representations IFIP Advances in Information and Communication Technology | 2012-12-07 | Paper |
A deterministic filter for non-Gaussian Bayesian estimation -- Applications to dynamical system estimation with noisy measurements Physica D | 2012-05-18 | Paper |
Application of hierarchical matrices for computing the Karhunen-Loève expansion Computing | 2009-04-27 | Paper |
| scientific article; zbMATH DE number 5545249 (Why is no real title available?) | 2009-04-21 | Paper |
| scientific article; zbMATH DE number 5282875 (Why is no real title available?) | 2008-06-03 | Paper |
| Application of hierarchical matrices for solving multiscale problems. | 2007-11-29 | Paper |
Parameter Identification in a Probabilistic Setting (available as arXiv preprint) | N/A | Paper |
Estimation of uncertainties in the density driven flow in fractured porous media using MLMC (available as arXiv preprint) | N/A | Paper |