Pages that link to "Item:Q76868"

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

Displaying 50 items.

• EzGP: Easy-to-Interpret Gaussian Process Models for Computer Experiments with Both Quantitative and Qualitative Factors (Q5858428) (← links)
• A Quasi-Monte Carlo Method for Optimal Control Under Uncertainty (Q5858429) (← links)
• Computer Model Calibration with Time Series Data Using Deep Learning and Quantile Regression (Q5862894) (← links)
• A Generalized Kernel Method for Global Sensitivity Analysis (Q5862896) (← links)
• Joint Online Parameter Estimation and Optimal Sensor Placement for the Partially Observed Stochastic Advection-Diffusion Equation (Q5862897) (← links)
• Finite Sample Approximations of Exact and Entropic Wasserstein Distances Between Covariance Operators and Gaussian Processes (Q5862898) (← links)
• Landmark-Warped Emulators for Models with Misaligned Functional Response (Q5862899) (← links)
• Bayesian Inference of an Uncertain Generalized Diffusion Operator (Q5862901) (← links)
• Parameter Estimation in an SPDE Model for Cell Repolarization (Q5862902) (← links)
• Analysis of Nested Multilevel Monte Carlo Using Approximate Normal Random Variables (Q5862903) (← links)
• Nonlinear Reduced Models for State and Parameter Estimation (Q5862904) (← links)
• Intermediate Variable Emulation: Using Internal Processes in Simulators to Build More Informative Emulators (Q5862905) (← links)
• Cross-Validation--based Adaptive Sampling for Gaussian Process Models (Q5862906) (← links)
• The Ensemble Kalman Filter for Rare Event Estimation (Q5862907) (← links)
• Projected Wasserstein Gradient Descent for High-Dimensional Bayesian Inference (Q5880609) (← links)
• A Variational Inference Approach to Inverse Problems with Gamma Hyperpriors (Q5880612) (← links)
• Statistical Finite Elements via Langevin Dynamics (Q5880613) (← links)
• Test Comparison for Sobol Indices over Nested Sets of Variables (Q5880615) (← links)
• Uncertainty Quantification by Multilevel Monte Carlo and Local Time-Stepping for Wave Propagation (Q5880616) (← links)
• A Locally Adapted Reduced-Basis Method for Solving Risk-Averse PDE-Constrained Optimization Problems (Q5880617) (← links)
• Penalized Projected Kernel Calibration for Computer Models (Q5880618) (← links)
• A Newton--Galerkin Method for Fluid Flow Exhibiting Uncertain Periodic Dynamics (Q5892059) (← links)
• EzGP: Easy-to-Interpret Gaussian Process Models for Computer Experiments with Both Quantitative and Qualitative Factors (Q5983673) (← links)
• Evaluating Forecasts for High-Impact Events Using Transformed Kernel Scores (Q6062232) (← links)
• A Simple, Bias-free Approximation of Covariance Functions by the Multilevel Monte Carlo Method Having Nearly Optimal Complexity (Q6062233) (← links)
• Deep Surrogate Accelerated Delayed-Acceptance Hamiltonian Monte Carlo for Bayesian Inference of Spatio-Temporal Heat Fluxes in Rotating Disc Systems (Q6062235) (← links)
• Towards Practical Large-Scale Randomized Iterative Least Squares Solvers through Uncertainty Quantification (Q6062237) (← links)
• Bayesian Inference with Projected Densities (Q6062238) (← links)
• Dimension Free Nonasymptotic Bounds on the Accuracy of High-Dimensional Laplace Approximation (Q6062239) (← links)
• Fast Calibration for Computer Models with Massive Physical Observations (Q6062240) (← links)
• Are Minimizers of the Onsager–Machlup Functional Strong Posterior Modes? (Q6062241) (← links)
• Asymptotic Bounds for Smoothness Parameter Estimates in Gaussian Process Interpolation (Q6062242) (← links)
• Scaling Up Bayesian Uncertainty Quantification for Inverse Problems Using Deep Neural Networks (Q6109143) (← links)
• On Negative Transfer and Structure of Latent Functions in Multioutput Gaussian Processes (Q6109146) (← links)
• Calibration of Inexact Computer Models with Heteroscedastic Errors (Q6109149) (← links)
• Uncertainty Quantification of Inclusion Boundaries in the Context of X-Ray Tomography (Q6109154) (← links)
• On the Deep Active-Subspace Method (Q6109155) (← links)
• Analysis of a Class of Multilevel Markov Chain Monte Carlo Algorithms Based on Independent Metropolis–Hastings (Q6109156) (← links)
• On the Generalized Langevin Equation for Simulated Annealing (Q6109158) (← links)
• Uncertainty Quantification and Experimental Design for Large-Scale Linear Inverse Problems under Gaussian Process Priors (Q6109159) (← links)
• Deep Learning in High Dimension: Neural Network Expression Rates for Analytic Functions in \(\pmb{L^2(\mathbb{R}^d,\gamma_d)}\) (Q6109160) (← links)
• A Fast and Scalable Computational Framework for Large-Scale High-Dimensional Bayesian Optimal Experimental Design (Q6109162) (← links)
• Generalized Sparse Bayesian Learning and Application to Image Reconstruction (Q6109163) (← links)
• Context-Aware Surrogate Modeling for Balancing Approximation and Sampling Costs in Multifidelity Importance Sampling and Bayesian Inverse Problems (Q6109165) (← links)
• Complete Deterministic Dynamics and Spectral Decomposition of the Linear Ensemble Kalman Inversion (Q6109166) (← links)
• Certified Dimension Reduction for Bayesian Updating with the Cross-Entropy Method (Q6109169) (← links)
• Robust Kalman and Bayesian Set-Valued Filtering and Model Validation for Linear Stochastic Systems (Q6109170) (← links)
• Gaussian Process Regression on Nested Spaces (Q6109172) (← links)
• Nonparametric Posterior Learning for Emission Tomography (Q6109174) (← links)
• Convergence Rates for Learning Linear Operators from Noisy Data (Q6109175) (← links)