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06/23/2023
Smoothed Circulant Embedding with Applications to Multilevel Monte Carlo Methods for PDEs with Random Coefficients
We consider the computational efficiency of Monte Carlo (MC) and Multile...
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02/09/2023
Introduction To Gaussian Process Regression In Bayesian Inverse Problems, With New ResultsOn Experimental Design For Weighted Error Measures
Bayesian posterior distributions arising in modern applications, includi...
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07/19/2021
Adaptive Multilevel Monte Carlo for Probabilities
We consider the numerical approximation of ℙ[G∈Ω] where the d-dimensiona...
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11/13/2019
Error bounds for some approximate posterior measures in Bayesian inference
In certain applications involving the solution of a Bayesian inverse pro...
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10/07/2019