
Density estimation in RKHS with application to Korobov spaces in high dimensions
A kernel method for estimating a probability density function (pdf) from...
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Uncertainty Quantification by MLMC and Local Timestepping For Wave Propagation
Because of their robustness, efficiency and nonintrusiveness, Monte Car...
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Analysis of a class of MultiLevel Markov Chain Monte Carlo algorithms based on Independent MetropolisHastings
In this work, we present, analyze, and implement a class of MultiLevel ...
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Integration of activation maps of epicardial veins in computational cardiac electrophysiology
In this work we address the issue of validating the monodomain equation ...
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Nonintrusive doublegreedy parametric model reduction by interpolation of frequencydomain rational surrogates
We propose a model order reduction approach for nonintrusive surrogate ...
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Fast approximation by periodic kernelbased latticepoint interpolation with application in uncertainty quantification
This paper deals with the kernelbased approximation of a multivariate p...
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Stability properties of a projectorsplitting scheme for the dynamical low rank approximation of random parabolic equations
We consider the Dynamical Low Rank (DLR) approximation of random parabol...
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Regularity and sparse approximation of the recursive first moment equations for the lognormal Darcy problem
We study the Darcy boundary value problem with lognormal permeability f...
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Generalized Parallel Tempering on Bayesian Inverse Problems
In the current work we present two generalizations of the Parallel Tempe...
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Existence of dynamical low rank approximations for random semilinear evolutionary equations on the maximal interval
An existence result is presented for the dynamical low rank (DLR) approx...
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Sparse Polynomial Chaos expansions using Variational Relevance Vector Machines
The challenges for nonintrusive methods for Polynomial Chaos modeling l...
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Function integration, reconstruction and approximation using rank1 lattices
We consider rank1 lattices for integration and reconstruction of functi...
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Fabio Nobile
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