Error analysis for a statistical finite element method
Second-order elliptic equations (35J15) PDEs with randomness, stochastic partial differential equations (35R60) Hilbert spaces with reproducing kernels (= (proper) functional Hilbert spaces, including de Branges-Rovnyak and other structured spaces) (46E22) Gaussian processes (60G15) Numerical interpolation (65D05) Stability and convergence of numerical methods for boundary value problems involving PDEs (65N12) Error bounds for boundary value problems involving PDEs (65N15) Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs (65N30)
- A probabilistic finite element method based on random meshes: a posteriori error estimators and Bayesian inverse problems
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- An introduction to computational stochastic PDEs
- Approximation of stochastic partial differential equations by a kernel-based collocation method
- Approximation, metric entropy and small ball estimates for Gaussian measures
- Asymptotic Bounds for Smoothness Parameter Estimates in Gaussian Process Interpolation
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- Convergence of Gaussian process regression with estimated hyper-parameters and applications in Bayesian inverse problems
- Convergence rates of posterior distributions.
- Disintegration of Gaussian measures for sequential assimilation of linear operator data
- Frequentist coverage of adaptive nonparametric Bayesian credible sets
- Gaussian processes for machine learning.
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- Information rates of nonparametric Gaussian process methods
- Interior Maximum Norm Estimates for Finite Element Methods
- Interior Maximum-Norm Estimates for Finite Element Methods, Part II
- Machine learning of linear differential equations using Gaussian processes
- Maximum likelihood estimation and uncertainty quantification for Gaussian process approximation of deterministic functions
- Maximum Norm Estimates in the Finite Element Method on Plane Polygonal Domains. Part 1
- Multiquadrics -- a scattered data approximation scheme with applications to computational fluid-dynamics. II: Solutions to parabolic, hyperbolic and elliptic partial differential equations
- On Prediction Properties of Kriging: Uniform Error Bounds and Robustness
- On the inference of applying Gaussian process modeling to a deterministic function
- Probabilistic integration: a role in statistical computation?
- Random points are optimal for the approximation of Sobolev functions
- Reproducing kernels of generalized Sobolev spaces via a Green function approach with distributional operators
- Reproducing kernels of Sobolev spaces via a Green kernel approach with differential operators and boundary operators
- Solving partial differential equations by collocation using radial basis functions
- Statistical finite elements for misspecified models
- Stochastic PDE representation of random fields for large-scale Gaussian process regression and statistical finite element analysis
- The statistical finite element method (statFEM) for coherent synthesis of observation data and model predictions
- Theoretical Guarantees for the Statistical Finite Element Method
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