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07/23/2023
Multifidelity Covariance Estimation via Regression on the Manifold of Symmetric Positive Definite Matrices
We introduce a multifidelity estimator of covariance matrices formulated...
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01/31/2023
Multi-Fidelity Covariance Estimation in the Log-Euclidean Geometry
We introduce a multi-fidelity estimator of covariance matrices that empl...
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12/06/2022
Further analysis of multilevel Stein variational gradient descent with an application to the Bayesian inference of glacier ice models
Multilevel Stein variational gradient descent is a method for particle-b...
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04/05/2021
Multilevel Stein variational gradient descent with applications to Bayesian inverse problems
This work presents a multilevel variant of Stein variational gradient de...
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10/22/2020