SIAM/ASA Journal on Uncertainty Quantification

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Jump to: 2023 | 2022 | 2018 | 2016 | 2014 | 2013
Number of items: 7.

2023

Travelletti, Cédric; Ginsbourger, David; Linde, Niklas (2023). Uncertainty Quantification and Experimental Design for Large-Scale Linear Inverse Problems under Gaussian Process Priors. SIAM/ASA Journal on Uncertainty Quantification, 11(1), pp. 168-198. Society for Industrial and Applied Mathematics 10.1137/21M1445028

Allen, Sam; Ginsbourger, David; Ziegel, Johanna (2023). Evaluating Forecasts for High-Impact Events Using Transformed Kernel Scores. SIAM/ASA Journal on Uncertainty Quantification, 11(3), pp. 906-940. Society for Industrial and Applied Mathematics 10.1137/22M1532184

2022

Grote, Marcus J.; Michel, Simon; Nobile, Fabio (2022). Uncertainty quantification by multilevel Monte Carlo and local time-stepping for wave propagation. SIAM/ASA Journal on Uncertainty Quantification, 10(4), pp. 1601-1628. Society for Industrial and Applied Mathematics 10.1137/21M1429047

2018

Marmin, Sébastien Guillaume; Ginsbourger, David; Baccou, Jean; Liandrat, Jacques (2018). Warped Gaussian Processes and Derivative-Based Sequential Designs for Functions with Heterogeneous Variations. SIAM/ASA Journal on Uncertainty Quantification, 6(3), pp. 991-1018. Society for Industrial and Applied Mathematics 10.1137/17M1129179

2016

Azzimonti, Dario Filippo; Bect, Julien; Chevalier, Clément; Ginsbourger, David (2016). Quantifying Uncertainties on Excursion Sets Under a Gaussian Random Field Prior. SIAM/ASA Journal on Uncertainty Quantification, 4(1), pp. 850-874. Society for Industrial and Applied Mathematics 10.1137/141000749

2014

Ginsbourger, David; Baccou, Jean; Chevalier, Clément; Perales, Frédéric; Garland, Nicolas; Monerie, Yann (2014). Bayesian Adaptive Reconstruction of Profile Optima and Optimizers. SIAM/ASA Journal on Uncertainty Quantification, 2(1), pp. 490-510. Society for Industrial and Applied Mathematics 10.1137/130949555

2013

Picheny, Victor; Ginsbourger, David (2013). A Nonstationary Space-Time Gaussian Process Model for Partially Converged Simulations. SIAM/ASA Journal on Uncertainty Quantification, 1(1), pp. 57-78. Society for Industrial and Applied Mathematics 10.1137/120882834

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