DREAM

swMATH24746MaRDI QIDQ36497FDOQ36497

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Cited In (10)

• Randomized approaches to accelerate MCMC algorithms for Bayesian inverse problems
• An approximate likelihood perspective on ABC methods
• Random sampling from joint probability distributions defined in a Bayesian framework
• MEASURING MODEL RISK IN FINANCIAL RISK MANAGEMENT AND PRICING
• Bayesian realized-GARCH models for financial tail risk forecasting incorporating the two-sided Weibull distribution
• Gaussian process regression and conditional polynomial chaos for parameter estimation
• Solving inverse problems using conditional invertible neural networks
• Evaluation of ensemble methods for quantifying uncertainties in steady-state CFD applications with small ensemble sizes
• Variational inference with NoFAS: normalizing flow with adaptive surrogate for computationally expensive models
• A semiautomatic method for history matching using sequential Monte Carlo

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