| Publication | Date of Publication | Type |
|---|
Double-loop randomized quasi-Monte Carlo estimator for nested integration
(available as arXiv preprint) | N/A | Paper |
Structure-Preserving Operator Learning: Modeling the Collision Operator of Kinetic Equations
(available as arXiv preprint) | N/A | Paper |
Multilevel Gaussian Processes with Applications to Inverse Problems
(available as arXiv preprint) | 2026-10-16 | Paper |
A Dynamical Low-rank Multilevel Monte Carlo Estimator for High-Dimensional Kinetic Equations
(available as arXiv preprint) | 2026-06-26 | Paper |
Limit theorems for one-dimensional homogenized diffusion processes
Journal of Statistical Physics | 2026-03-31 | Paper |
Scalable method for Bayesian experimental design without integrating over posterior distribution
SIAM/ASA Journal on Uncertainty Quantification | 2025-03-25 | Paper |
| Sequential estimation using hierarchically stratified domains with Latin hypercube sampling | 2025-03-17 | Paper |
A fully parallelized and budgeted multilevel Monte Carlo method and the application to acoustic waves
SIAM/ASA Journal on Uncertainty Quantification | 2024-11-28 | Paper |
Machine learning-based conditional mean filter: a generalization of the ensemble Kalman filter for nonlinear data assimilation
Foundations of Data Science | 2024-02-14 | Paper |
| Copula modeling and uncertainty propagation in field-scale simulation of CO₂ fault leakage | 2023-12-10 | Paper |
| A Fully Parallelized and Budgeted Multi-Level Monte Carlo Method and the Application to Acoustic Waves | 2023-07-20 | Paper |
| Scalable method for Bayesian experimental design without integrating over posterior distribution | 2023-06-30 | Paper |
Statistical Learning of Nonlinear Stochastic Differential Equations from Nonstationary Time Series using Variational Clustering
Multiscale Modeling & Simulation | 2023-03-03 | Paper |
Adaptive stratified sampling for non-smooth problems
(available as arXiv preprint) | 2022-11-24 | Paper |
Plateau proposal distributions for adaptive component-wise multiple-try metropolis
Metron | 2022-11-17 | Paper |
Complexity Analysis of stochastic gradient methods for PDE-constrained optimal Control Problems with uncertain parameters
ESAIM: Mathematical Modelling and Numerical Analysis | 2022-05-09 | Paper |
Quantifying uncertain system outputs via the multilevel Monte Carlo method. I: Central moment estimation
Journal of Computational Physics | 2020-08-25 | Paper |
Central limit theorems for multilevel Monte Carlo methods
Journal of Complexity | 2019-09-19 | Paper |
Quantifying uncertainties in contact mechanics of rough surfaces using the Multilevel Monte Carlo method
International Journal of Engineering Science | 2019-05-29 | Paper |
Multilevel Monte Carlo approximation of functions
SIAM/ASA Journal on Uncertainty Quantification | 2019-01-21 | Paper |
Perturbation-based inference for diffusion processes: obtaining effective models from multiscale data
M\(^3\)AS. Mathematical Models & Methods in Applied Sciences | 2018-10-26 | Paper |
A new framework for extracting coarse-grained models from time series with multiscale structure
Journal of Computational Physics | 2016-12-20 | Paper |
Semiparametric drift and diffusion estimation for multiscale diffusions
Multiscale Modeling & Simulation | 2014-05-21 | Paper |
