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2024.Gradient-based optimisation of the conditional-value-at-risk using the multi-level Monte Carlo method
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2023-08-23. p. 32. DOI : 10.48550/arXiv.2308.11581.A new method to interpolate POD reduced bases-Application to the parametric model order reduction of a gas bearings supported rotor
International Journal For Numerical Methods In Engineering. 2023-06-09. DOI : 10.1002/nme.7305.Unbiased likelihood-based estimation of Wright-Fisher diffusion processes
2023-03-09. 15th International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing, Linz, Austria, July 17-21, 2022. DOI : 10.48550/arXiv.2303.05390.A multigrid method for PDE-constrained optimization with uncertain inputs
2023-02-27.Density estimation in RKHS with application to Korobov spaces in high dimensions
Siam Journal On Numerical Analysis. 2023-01-01. Vol. 61, num. 2, p. 1080-1102. DOI : 10.1137/22M147476X.Analysis of a Class of Multilevel Markov Chain Monte Carlo Algorithms Based on Independent Metropolis–Hastings
SIAM/ASA Journal on Uncertainty Quantification. 2023. Vol. 11, num. 1, p. 91-138. DOI : 10.1137/21M1420927.Preconditioners for robust optimal control problems under uncertainty
Numerical Linear Algebra with Applications. 2023. Vol. 30, num. 2, p. e2472. DOI : 10.1002/nla.2472.Quantifying uncertain system outputs via the multi-level Monte Carlo method — distribution and robustness measures
International Journal for Uncertainty Quantification. 2023. Vol. 13, num. 5, p. 61-98. DOI : 10.1615/Int.J.UncertaintyQuantification.2023045259.A combination technique for optimal control problems constrained by random PDEs
2022-11-01
Stable high-order randomized cubature formulae in arbitrary dimension
Journal of Approximation Theory. 2022-03-01. Vol. 275, p. 105706. DOI : 10.1016/j.jat.2022.105706.A technique for non-intrusive greedy piecewise-rational model reduction of frequency response problems over wide frequency bands
Journal of Mathematics in Industry. 2022-01-03. Vol. 12, num. 2. DOI : 10.1186/s13362-021-00117-4.Uncertainty Quantification by Multilevel Monte Carlo and Local Time-Stepping for Wave Propagation
SIAM/ASA Journal on Uncertainty Quantification. 2022. Vol. 10, num. 4, p. 1601-1628. DOI : 10.1137/21M1429047.Filtered data and eigenfunction estimators for statistical inference of multiscale and interacting diffusion processes
Lausanne, EPFL, 2022.Multi-Level Monte Carlo Methods for Uncertainty Quantification and Risk-Averse Optimisation
Lausanne, EPFL, 2022.Dynamical low rank approximation for uncertainty quantification of time-dependent problems
Lausanne, EPFL, 2022.HIERARCHICAL MARKOV CHAIN MONTE CARLO METHODS FOR BAYESIAN INVERSE PROBLEMS
Lausanne, EPFL, 2022.Fast approximation by periodic kernel-based lattice-point interpolation with application in uncertainty quantification
Numerische Mathematik. 2022. Vol. 150, p. 33–77. DOI : 10.1007/s00211-021-01242-3.Some first results on the consistency of spatial regression with partial differential equation regularization
Statistica Sinica. 2022. Vol. 32, num. 1, p. 209-238. DOI : 10.5705/ss.202019.0346.Stability properties of a projector-splitting scheme for dynamical low rank approximation of random parabolic equations
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ESAIM: Mathematical Modelling and Numerical Analysis. 2021-09-17. Vol. 55, num. 5, p. 1895-1920. DOI : 10.1051/m2an/2021040.Generalized parallel tempering on Bayesian inverse problems
Statistics And Computing. 2021-09-01. Vol. 31, num. 5, p. 67. DOI : 10.1007/s11222-021-10042-6.Complexity analysis of stochastic gradient methods for PDE-constrained optimal control problems with uncertain parameters
ESAIM: Mathematical Modelling and Numerical Analysis. 2021-08-03. Vol. 55, num. 4, p. 1599-1633. DOI : 10.1051/m2an/2021025.Function Integration, Reconstruction And Approximation Using Rank-1 Lattices
Mathematics Of Computation. 2021-07-01. Vol. 90, num. 330, p. 1861-1897. DOI : 10.1090/mcom/3595.A hybrid collocation-perturbation approach for PDEs with random domains
Advances In Computational Mathematics. 2021-06-01. Vol. 47, num. 3, p. 40. DOI : 10.1007/s10444-021-09859-6.A Posteriori Error Estimation for the Stochastic Collocation Finite Element Approximation of the Heat Equation with Random Coefficients
2021. Sparse Grids and Applications, Munich, 2018. DOI : 10.1007/978-3-030-81362-8_6.Frequency-Domain Non-intrusive Greedy Model Order Reduction Based on Minimal Rational Approximation
2021-01-01. 13th International Conference on Scientific Computing in Electrical Engineering (SCEE), Eindhoven, NETHERLANDS, Feb 16-20, 2020. p. 159-167. DOI : 10.1007/978-3-030-84238-3_16.Model order reduction based on functional rational approximants for parametric PDEs with meromorphic structure
Lausanne, EPFL, 2021.Multilevel ensemble Kalman filtering for spatio-temporal processes
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Stochastics And Partial Differential Equations-Analysis And Computations. 2021. Vol. 9, p. 603–629. DOI : 10.1007/s40072-020-00177-4.Wavelet-Fourier CORSING techniques for multidimensional advection-diffusion-reaction equations
IMA Journal of Numerical Analysis. 2021. Vol. 41, p. 2744 – 2781. DOI : 10.1093/imanum/draa036.PDE-Constrained Optimal Control Problems with Uncertain Parameters using SAGA
SIAM/ASA Journal on Uncertainty Quantification. 2021. Vol. 9, num. 3, p. 979-1012. DOI : 10.1137/18M1224076.Integration of activation maps of epicardial veins in computational cardiac electrophysiology
Computers In Biology And Medicine. 2020-12-01. Vol. 127, p. 104047. DOI : 10.1016/j.compbiomed.2020.104047.Frequency-domain non-intrusive greedy Model Order Reduction based on minimal rational approximation
13th International Conference on Scientific Computing in Electrical Engineering, Eindhoven, Netherlands, February 16-20, 2020.MATHICSE Technical Report : A Multilevel Stochastic Gradient method for PDE-constrained Optimal Control Problems with uncertain parameters
2020-01-09
Regularity and sparse approximation of the recursive first moment equations for the lognormal Darcy problem
Computers & Mathematics with Applications. 2020. Vol. 80, num. 12, p. 2925-2947. DOI : 10.1016/j.camwa.2020.10.014.Sparse Polynomial Chaos expansions using variational relevance vector machines
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BIT Numerical Mathematics. 2020. Vol. 60, p. 1153-1201. DOI : 10.1007/s10543-020-00811-6.Multilevel weighted least squares polynomial approximation
ESAIM: Mathematical Modelling and Numerical Analysis. 2020. Vol. 54, p. 649-677. DOI : 10.1051/m2an/2019045.Fast Least-Squares Padé approximation of problems with normal operators and meromorphic structure
Mathematics of Computation. 2020. Vol. 89, num. 323, p. 1229-1257. DOI : 10.1090/mcom/3511.Least-Squares Padé approximation of parametric and stochastic Helmholtz maps
Advances in Computational Mathematics. 2020. Vol. 46, num. 3, p. 46. DOI : 10.1007/s10444-020-09749-3.Stochastic approximation methods for PDE constrained optimal control problems with uncertain parameters
Lausanne, EPFL, 2019.Continuation Multilevel Monte Carlo Evolutionary Algorithm for Robust Aerodynamic Shape Design
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SIAM Journal on Numerical Analysis. 2018. Vol. 56, num. 5, p. 3121-3143. DOI : 10.1137/17M1155454.Uncertainty Quantification of geochemical and mechanical compaction in layered sedimentary basins
Computer Methods in Applied Mechanics and Engineering. 2018. Vol. 328, p. 122-146. DOI : 10.1016/j.cma.2017.08.049.Multilevel Monte Carlo Approximation of Functions
SIAM/ASA Journal on Uncertainty Quantification. 2018. Vol. 6, num. 3, p. 1256-1293. DOI : 10.1137/17M1135566.Dual Dynamically Orthogonal approximation of incompressible Navier Stokes equations with random boundary conditions
Journal of Computational Physics. 2018. Vol. 354, p. 135-162. DOI : 10.1016/j.jcp.2017.09.061.Convergence analysis of Padé approximations for Helmholtz frequency response problems
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Mathematics of Computation. 2018. Vol. 87, p. 1-38. DOI : 10.1090/mcom/3209.MATHICSE Technical Report : Continuation Multi-Level Monte-Carlo method for Uncertainty Quantification in Turbulent Compressible Aerodynamics Problems modeled by RANS
2017-05-11