Aretha L. Teckentrup
- A Hierarchical Multilevel Markov Chain Monte Carlo Algorithm with Applications to Uncertainty Quantification in Subsurface Flow
2013/03/29 by Tim Dodwell, Dodwell, T. J., C. Ketelsen +5 · 8 citations
Decision Sciences · Mathematics · #35R60 #62F15 #62M05 #65C05 #65C40 #65N30 #FOS: Mathematics #Markov Chains and Monte Carlo Methods #Numerical Analysis (math.NA) #Probabilistic and Robust Engineering Design #Statistical Methods and Inference
- Further analysis of multilevel Monte Carlo methods for elliptic PDEs with random coefficients
2012/04/16 by Aretha L. Teckentrup, Robert Scheichl, Teckentrup, A. L. +5 · 5 citations
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
- How Deep Are Deep Gaussian Processes?
2017/11/30 by Matthew M. Dunlop, Dunlop, Matthew M., Mark Girolami +5 · 3 citations
Computer Science · #Gaussian Processes and Bayesian Inference
- Introduction To Gaussian Process Regression In Bayesian Inverse Problems, With New ResultsOn Experimental Design For Weighted Error Measures
2023/02/09 by Tapio Helin, Andrew M. Stuart, Helin, Tapio +5 · 2 citations
Computer Science · Mathematics · #Advanced Multi-Objective Optimization Algorithms #FOS: Computer and information sciences #FOS: Mathematics #Gaussian Processes and Bayesian Inference #Machine Learning (stat.ML) #Numerical Analysis (math.NA) #Statistical Methods and Inference #Statistics Theory (math.ST)
- Quasi-Monte Carlo and Multilevel Monte Carlo Methods for Computing Posterior Expectations in Elliptic Inverse Problems
2016/02/15 by Robert Scheichl, Andrew M. Stuart, Scheichl, R. +3 · 1 citation
Decision Sciences · Mathematics · #FOS: Mathematics #Mathematical Approximation and Integration #Numerical Analysis (math.NA) #Probabilistic and Robust Engineering Design #Statistical Methods and Inference