Pages that link to "Item:Q76868"

The following pages link to SIAM/ASA Journal on Uncertainty Quantification (Q76868):

Displaying 50 items.

• Bayesian Quadrature, Energy Minimization, and Space-Filling Design (Q5119636) (← links)
• A Geometric Approach to the Transport of Discontinuous Densities (Q5119637) (← links)
• A Bayesian Approach to Estimating Background Flows from a Passive Scalar (Q5119638) (← links)
• Uncertainty Quantification for Stochastic Approximation Limits Using Chaos Expansion (Q5119639) (← links)
• Diffusion Map-based Algorithm for Gain Function Approximation in the Feedback Particle Filter (Q5119640) (← links)
• Resource-Constrained Model Selection for Uncertainty Propagation and Data Assimilation (Q5119641) (← links)
• Stratification as a General Variance Reduction Method for Markov Chain Monte Carlo (Q5119642) (← links)
• An Adaptive Stochastic Galerkin Tensor Train Discretization for Randomly Perturbed Domains (Q5119643) (← links)
• A Defensive Marginal Particle Filtering Method for Data Assimilation (Q5119644) (← links)
• Multilevel Monte Carlo Estimation of the Expected Value of Sample Information (Q5139350) (← links)
• Compressed Principal Component Analysis of Non-Gaussian Vectors (Q5139351) (← links)
• Dealing with Measurement Uncertainties as Nuisance Parameters in Bayesian Model Calibration (Q5139352) (← links)
• Convergence of Gaussian Process Regression with Estimated Hyper-Parameters and Applications in Bayesian Inverse Problems (Q5139353) (← links)
• Including a Nugget Effect in Lifted Brownian Covariance Models (Q5139354) (← links)
• Objective Bayesian Analysis of a Cokriging Model for Hierarchical Multifidelity Codes (Q5139355) (← links)
• Transport Map Accelerated Adaptive Importance Sampling, and Application to Inverse Problems Arising from Multiscale Stochastic Reaction Networks (Q5139357) (← links)
• Kernel Methods for Bayesian Elliptic Inverse Problems on Manifolds (Q5139358) (← links)
• A Particle Filter for Stochastic Advection by Lie Transport: A Case Study for the Damped and Forced Incompressible Two-Dimensional Euler Equation (Q5139359) (← links)
• Sensitivity Analysis of Burgers' Equation with Shocks (Q5149774) (← links)
• On the Improved Rates of Convergence for Matérn-Type Kernel Ridge Regression with Application to Calibration of Computer Models (Q5149775) (← links)
• An Information Criterion for Choosing Observation Locations in Data Assimilation and Prediction (Q5149776) (← links)
• On the Asymptotical Regularization for Linear Inverse Problems in Presence of White Noise (Q5149777) (← links)
• Optimization-Based Markov Chain Monte Carlo Methods for Nonlinear Hierarchical Statistical Inverse Problems (Q5149778) (← links)
• Multilevel Monte Carlo Finite Difference Methods for Fractional Conservation Laws with Random Data (Q5149779) (← links)
• Quasi-Monte Carlo Finite Element Analysis for Wave Propagation in Heterogeneous Random Media (Q5149780) (← links)
• Using Coupling Methods to Estimate Sample Quality of Stochastic Differential Equations (Q5149781) (← links)
• Optimal Design of Large-scale Bayesian Linear Inverse Problems Under Reducible Model Uncertainty: Good to Know What You Don't Know (Q5149782) (← links)
• Gaussian Linear Approximation for the Estimation of the Shapley Effects (Q5158917) (← links)
• Quantifying Truncation-Related Uncertainties in Unsteady Fluid Dynamics Reduced Order Models (Q5158919) (← links)
• Two-Level a Posteriori Error Estimation for Adaptive Multilevel Stochastic Galerkin Finite Element Method (Q5158920) (← links)
• Importance Sampling for Pathwise Sensitivity of Stochastic Chaotic Systems (Q5158921) (← links)
• Lagrangian Uncertainty Quantification and Information Inequalities for Stochastic Flows (Q5158922) (← links)
• GAN-Based Priors for Quantifying Uncertainty in Supervised Learning (Q5158923) (← links)
• Emulation of Stochastic Simulators Using Generalized Lambda Models (Q5158924) (← links)
• Taylor Approximation for Chance Constrained Optimization Problems Governed by Partial Differential Equations with High-Dimensional Random Parameters (Q5158925) (← links)
• Computing Shapley Effects for Sensitivity Analysis (Q5158926) (← links)
• Instances of Computational Optimal Recovery: Dealing with Observation Errors (Q5158927) (← links)
• Uncertainty Quantification for Markov Random Fields (Q5158928) (← links)
• Stability of Gibbs Posteriors from the Wasserstein Loss for Bayesian Full Waveform Inversion (Q5158929) (← links)
• Gradient-Free Construction of Active Subspaces for Dimension Reduction in Complex Models with Applications to Neutronics (Q5228351) (← links)
• Second Order Discretization of Bismut--Elworthy--Li Formula: Application to Sensitivity Analysis (Q5228352) (← links)
• Robust Optimization of PDEs with Random Coefficients Using a Multilevel Monte Carlo Method (Q5228353) (← links)
• Allocation Strategies for High Fidelity Models in the Multifidelity Regime (Q5228354) (← links)
• Lurking Variable Detection via Dimensional Analysis (Q5228357) (← links)
• A Hybrid Alternating Least Squares--TT-Cross Algorithm for Parametric PDEs (Q5228358) (← links)
• Bayesian Model and Dimension Reduction for Uncertainty Propagation: Applications in Random Media (Q5228359) (← links)
• Constructing Sampling Schemes via Coupling: Markov Semigroups and Optimal Transport (Q5228360) (← links)
• On Nonintrusive Uncertainty Quantification and Surrogate Model Construction in Particle Accelerator Modeling (Q5228361) (← links)
• Global Sensitivity Analysis for Optimization with Variable Selection (Q5228363) (← links)
• Ensemble Transport Adaptive Importance Sampling (Q5228364) (← links)