We present a novel variant of the multi-level Monte Carlo method that
ef...
We address the computational efficiency in solving the A-optimal Bayesia...
Quantifying the effect of uncertainties in systems where only point
eval...
Nested integration arises when a nonlinear function is applied to an
int...
In this work, we consider the problem of estimating the probability
dist...
A statistical indicator for dynamic stability based on autoregressive
mo...
In this study, we demonstrate that the norm test and inner
product/ortho...
Science and engineering problems subject to uncertainty are frequently b...
Filtering is a data assimilation technique that performs the sequential
...
Markov chain Monte Carlo (MCMC) methods are sampling methods that have b...