| Publication | Date of Publication | Type |
|---|
A posteriori stochastic correction of reduced models in delayed-acceptance MCMC, with application to multiphase subsurface inverse problems
International Journal for Numerical Methods in Engineering | 2024-06-14 | Paper |
Multilevel Monte Carlo Methods for Stochastic Convection–Diffusion Eigenvalue Problems
Journal of Scientific Computing | 2024-05-10 | Paper |
Multilevel dimension-independent likelihood-informed MCMC for large-scale inverse problems
Inverse Problems | 2024-02-16 | Paper |
Deep Importance Sampling Using Tensor Trains with Application to a Priori and a Posteriori Rare Events
SIAM Journal on Scientific Computing | 2024-02-08 | Paper |
A Variational Neural Network Approach for Glacier Modelling with Nonlinear Rheology
Communications in Computational Physics | 2024-01-05 | Paper |
| Bernstein approximation and beyond: proofs by means of elementary probability theory | 2023-07-21 | Paper |
Scalable conditional deep inverse Rosenblatt transports using tensor trains and gradient-based dimension reduction
Journal of Computational Physics | 2023-05-31 | Paper |
| Quasi-Monte Carlo methods for mixture distributions and approximated distributions via piecewise linear interpolation | 2023-04-28 | Paper |
| Self-reinforced polynomial approximation methods for concentrated probability densities | 2023-03-04 | Paper |
| Tensor-train methods for sequential state and parameter learning in state-space models | 2023-01-24 | Paper |
USING PARALLEL MARKOV CHAIN MONTE CARLO TO QUANTIFY UNCERTAINTIES IN GEOTHERMAL RESERVOIR CALIBRATION
International Journal for Uncertainty Quantification | 2022-11-24 | Paper |
Deep composition of tensor-trains using squared inverse Rosenblatt transports
Foundations of Computational Mathematics | 2022-11-17 | Paper |
Prior normalization for certified likelihood-informed subspace detection of Bayesian inverse problems
Inverse Problems | 2022-11-03 | Paper |
A unified performance analysis of likelihood-informed subspace methods
Bernoulli | 2022-09-28 | Paper |
A unified performance analysis of likelihood-informed subspace methods
Bernoulli | 2022-09-28 | Paper |
Certified dimension reduction in nonlinear Bayesian inverse problems
Mathematics of Computation | 2022-06-15 | Paper |
| Convergence Speed and Approximation Accuracy of Numerical MCMC | 2022-03-06 | Paper |
Semivariogram methods for modeling Whittle-Matérn priors in Bayesian inverse problems
Inverse Problems | 2021-07-14 | Paper |
Randomized reduced forward models for efficient Metropolis-Hastings MCMC, with application to subsurface fluid flow and capacitance tomography
GEM - International Journal on Geomathematics | 2021-05-03 | Paper |
Data-free likelihood-informed dimension reduction of Bayesian inverse problems
Inverse Problems | 2021-04-20 | Paper |
Optimization-Based Markov Chain Monte Carlo Methods for Nonlinear Hierarchical Statistical Inverse Problems
SIAM/ASA Journal on Uncertainty Quantification | 2021-02-08 | Paper |
Network Structure Change Point Detection by Posterior Predictive Discrepancy
Springer Proceedings in Mathematics & Statistics | 2020-08-26 | Paper |
Scalable Optimization-Based Sampling on Function Space
SIAM Journal on Scientific Computing | 2020-05-29 | Paper |
Optimization-Based MCMC Methods for Nonlinear Hierarchical Statistical Inverse Problems
(available as arXiv preprint) | 2020-02-15 | Paper |
| A Metropolis-Hastings-within-Gibbs sampler for nonlinear hierarchical-Bayesian inverse problems | 2019-07-02 | Paper |
Multifidelity importance sampling
Computer Methods in Applied Mechanics and Engineering | 2019-05-17 | Paper |
Goal-oriented optimal approximations of Bayesian linear inverse problems
SIAM Journal on Scientific Computing | 2017-10-27 | Paper |
Bayesian inverse problems with \(l_1\) priors: a randomize-then-optimize approach
SIAM Journal on Scientific Computing | 2017-10-27 | Paper |
Data-driven model reduction for the Bayesian solution of inverse problems
International Journal for Numerical Methods in Engineering | 2016-12-30 | Paper |
Dimension-independent likelihood-informed MCMC
Journal of Computational Physics | 2016-12-05 | Paper |
Scalable posterior approximations for large-scale Bayesian inverse problems via likelihood-informed parameter and state reduction
Journal of Computational Physics | 2016-12-05 | Paper |
On dimension reduction in Gaussian filters
Inverse Problems | 2016-05-13 | Paper |
Optimal Riemannian metric for Poincar{\'e} inequalities and how to ideally precondition Langevin dymanics
(available as arXiv preprint) | N/A | Paper |
