Sloan, Ian H.
- Multilevel Quasi-Monte Carlo methods for lognormal diffusion problems
2015/07/04 by Frances Y. Kuo, Frances Kuo, Kuo, Frances Y. +9 · 4 citations
Decision Sciences · Mathematics · #Probabilistic and Robust Engineering Design #Mathematical Approximation and Integration #Statistical Methods and Inference
- High dimensional integration of kinks and jumps -- smoothing by\n preintegration
2017/12/04 by Andreas Griewank, Griewank, Andreas, Frances Y. Kuo +5 · 3 citations
Economics, Econometrics and Finance · Mathematics · #FOS: Mathematics #Markov Chains and Monte Carlo Methods #Mathematical Approximation and Integration #Numerical Analysis (math.NA) #Stochastic processes and financial applications
- Fast component-by-component construction of lattice algorithms for\n multivariate approximation with POD and SPOD weights
2019/10/15 by Ronald Cools, Frances Y. Kuo, Cools, Ronald +5 · 3 citations
Mathematics · Computer Science · #Mathematical Approximation and Integration #Digital Image Processing Techniques #Machine Learning and Algorithms
- Lattice algorithms for multivariate approximation in periodic spaces with general weight parameters
2019/10/15 by Cools, Ronald, Kuo, Frances Y., Nuyens, Dirk +1 · 3 citations
#41A10 #41A15 #65D30 #65D32 #65T40 #FOS: Mathematics #Numerical Analysis (math.NA)
- Analysis of circulant embedding methods for sampling stationary random fields
2017/10/02 by Graham, Ivan G., Kuo, Frances Y., Nuyens, Dirk +2 · 2 citations
#60G10 #60G60 #65C05 #65C60 #FOS: Mathematics #Numerical Analysis (math.NA)
- Uncertainty Quantification Using Periodic Random Variables
2019/05/19 by Vesa Kaarnioja, V. Kaarnioja, Kaarnioja, Vesa +6 · 4 citations
Decision Sciences · Mathematics · Computer Science · #Probabilistic and Robust Engineering Design #Mathematical Approximation and Integration #Numerical Methods and Algorithms
- Circulant embedding with QMC -- analysis for elliptic PDE with lognormal coefficients
2017/10/25 by Graham, Ivan G., Kuo, Frances Y., Nuyens, Dirk +2 · 2 citations
#35Q86 #60G10 #60G60 #65C05 #65C60 #65D32 #FOS: Mathematics #Numerical Analysis (math.NA)
- Analysis of quasi-Monte Carlo methods for elliptic eigenvalue problems\n with stochastic coefficients
2018/08/08 by Alexander D. Gilbert, Gilbert, Alexander D., Ivan G. Graham +7 · 2 citations
Decision Sciences · Mathematics · #Probabilistic and Robust Engineering Design #Mathematical Approximation and Integration
- Needlets Liberated
2022/07/26 by Brauchart, Johann S., Grabner, Peter J., Sloan, Ian H. +1 · 2 citations
#65D32 #FOS: Mathematics #Numerical Analysis (math.NA) #Primary 42C10 #Secondary 41A25
- Fully discrete needlet approximation on the sphere
2015/02/20 by Wang, Yu Guang, Gia, Quoc T. Le, Sloan, Ian H. +1 · 1 citation
#33C55 #42C40 #43A90 #65D32 #FOS: Mathematics #Numerical Analysis (math.NA)
- Needlet approximation for isotropic random fields on the sphere
2015/12/24 by Gia, Quoc T. Le, Sloan, Ian H., Wang, Yu Guang +1 · 1 citation
#33G55 #41A25 #42C40 #60G15 #60G60 #65D32 #FOS: Mathematics #Numerical Analysis (math.NA) #Probability (math.PR)
- Quasi-Monte Carlo finite element analysis for wave propagation in heterogeneous random media
2020/04/26 by M. Ganesh, Frances Y. Kuo, Ganesh, M. +3 · 1 citation
Decision Sciences · Engineering · Mathematics · #Advanced Numerical Methods in Computational Mathematics #FOS: Mathematics #Mathematical Approximation and Integration #Numerical Analysis (math.NA) #Probabilistic and Robust Engineering Design
- Preintegration is not smoothing when monotonicity fails
2021/12/22 by Gilbert, Alexander D., Kuo, Frances Y., Sloan, Ian H. · 2 citations
#FOS: Mathematics #Numerical Analysis (math.NA)
- Lattice-based kernel approximation and serendipitous weights for parametric PDEs in very high dimensions
2023/03/31 by Kaarnioja, Vesa, Kuo, Frances Y., Sloan, Ian H. · 1 citation
#FOS: Mathematics #Numerical Analysis (math.NA)
- Uncertainty quantification for random domains using periodic random variables
2022/10/31 by Hakula, Harri, Harbrecht, Helmut, Kaarnioja, Vesa +2 · 1 citation
#35R60 #65D30 #65D32 #FOS: Mathematics #Numerical Analysis (math.NA)
- Minimal Subsampled Rank-1 Lattices for Multivariate Approximation with Optimal Convergence Rate
2025/06/09 by Bartel, Felix, Gilbert, Alexander D., Kuo, Frances Y. +1 · 3 citations
#41A25 #94A20 #FOS: Mathematics #Numerical Analysis (math.NA)
- Quasi-Monte Carlo methods for uncertainty quantification of wave propagation and scattering problems modelled by the Helmholtz equation
2025/02/18 by Graham, Ivan G., Kuo, Frances Y., Nuyens, Dirk +2 · 1 citation
#35Q86 #60G60 #65D30 #65D32 #65N30 #FOS: Mathematics #Numerical Analysis (math.NA)
- Regularity and tailored regularization of Deep Neural Networks, with application to parametric PDEs in uncertainty quantification
2025/02/18 by Keller, Alexander, Kuo, Frances Y., Nuyens, Dirk +1 · 1 citation
#35R60 #65D32 #65D40 #68T07 #FOS: Mathematics #Numerical Analysis (math.NA)