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04/27/2023
Lowering the Entry Bar to HPC-Scale Uncertainty Quantification
Treating uncertainties in models is essential in many fields of science ...
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03/07/2023
Multilevel Monte Carlo methods for stochastic convection-diffusion eigenvalue problems
We develop new multilevel Monte Carlo (MLMC) methods to estimate the exp...
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11/25/2022
Scalable multiscale-spectral GFEM for composite aero-structures
Ill-conditioned and multiscale partial differential equations (PDEs) ari...
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09/05/2022
Deep importance sampling using tensor-trains with application to a priori and a posteriori rare event estimation
We propose a deep importance sampling method that is suitable for estima...
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08/10/2022
Adaptive multilevel subset simulation with selective refinement
In this work we propose an adaptive multilevel version of subset simulat...
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02/08/2022
Multilevel Delayed Acceptance MCMC
We develop a novel Markov chain Monte Carlo (MCMC) method that exploits ...
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12/20/2021
Wavenumber explicit convergence of a multiscale GFEM for heterogeneous Helmholtz problems
In this paper, a generalized finite element method (GFEM) with optimal l...
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10/26/2021
Overlapping Schwarz methods with GenEO coarse spaces for indefinite and non-self-adjoint problems
GenEO ('Generalised Eigenvalue problems on the Overlap') is a method for...
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07/30/2021
High Performance Uncertainty Quantification with Parallelized Multilevel Markov Chain Monte Carlo
Numerical models of complex real-world phenomena often necessitate High ...
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07/21/2021
Error estimates for fully discrete generalized FEMs with locally optimal spectral approximations
This paper is concerned with the error estimates of the fully discrete g...
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06/11/2021
Multilevel Spectral Domain Decomposition
Highly heterogeneous, anisotropic coefficients, e.g. in the simulation o...
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03/30/2021
GenEO coarse spaces for heterogeneous indefinite elliptic problems
Motivated by recent work on coarse spaces for Helmholtz problems, we pro...
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03/17/2021
Novel design and analysis of generalized FE methods based on locally optimal spectral approximations
In this paper, the generalized finite element method (GFEM) for solving ...
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03/05/2021
Multilevel quasi-Monte Carlo for random elliptic eigenvalue problems II: Efficient algorithms and numerical results
Stochastic PDE eigenvalue problems often arise in the field of uncertain...
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12/10/2020
Multilevel Delayed Acceptance MCMC with an Adaptive Error Model in PyMC3
Uncertainty Quantification through Markov Chain Monte Carlo (MCMC) can b...
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10/02/2020
Multilevel quasi-Monte Carlo for random elliptic eigenvalue problems I: Regularity and error analysis
Random eigenvalue problems are useful models for quantifying the uncerta...
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08/07/2020
Multilevel Monte Carlo for quantum mechanics on a lattice
Monte Carlo simulations of quantum field theories on a lattice become in...
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01/22/2020
Rank Bounds for Approximating Gaussian Densities in the Tensor-Train Format
Low rank tensor approximations have been employed successfully, for exam...
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10/28/2019
Multilevel Dimension-Independent Likelihood-Informed MCMC for Large-Scale Inverse Problems
We present a non-trivial integration of dimension-independent likelihood...
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06/26/2019
A High-Performance Implementation of a Robust Preconditioner for Heterogeneous Problems
We present an efficient implementation of the highly robust and scalable...
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05/31/2019
Unified Analysis of Periodization-Based Sampling Methods for Matérn Covariances
The periodization of a stationary Gaussian random field on a sufficientl...
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05/25/2019
HINT: Hierarchical Invertible Neural Transport for General and Sequential Bayesian inference
In this paper, we introduce Hierarchical Invertible Neural Transport (HI...
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10/02/2018
Approximation and sampling of multivariate probability distributions in the tensor train decomposition
General multivariate distributions are notoriously expensive to sample f...
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06/08/2018
A Stein variational Newton method
Stein variational gradient descent (SVGD) was recently proposed as a gen...
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07/12/2016