Internal Participants

Knio Omar
Surrogate based approaches to parameter inference in ocean models
Omar Knio

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Olivier Le Maitre
Polynomial Chaos Surrogates for Bayesian Inference
Olivier Le Maitre

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zouheir
Secure Communications over Wireless Networks Even 1-bit Feedback Helps Achieving Security
Zouheir Rezki

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Juho HäppöläError Analysis for Fourier Methods for Option Pricing
Juho Häppölä

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Pedro Vilanova
An efficient forward-reverse expectation-maximization algorithm for statistical inference in stochastic reaction networks
Pedro Vilanova
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raul-temponeA potpourri of results from the KAUST SRI-UQ
Raul Tempone
AbdulLateef.HajiAli
A study of Monte Carlo methods for weak approximations of stochastic particle systems in the mean-field
Abdul Lateef Haji Ali
MarcoScavino
Bayesian techniques for fatigue life prediction and for inference in linear time dependent PDEs
Marco Scavino
AlexanderLitvinenko
Estimation of uncertain parameters of large Matern covariance functions with using hierarchical matrix technique
Alexander Litvinenko
diogo2​​​​Two numerical methods for mean-field games
Diogo Gomes
Ben_M_Dia
Uncertainty quantification for mean field games in social interactions
Ben Mansour Dia

​External Participants

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Frances Kuo photo
Application of QMC methods to PDEs with random coefficients − a survey of analysis and implementation
Frances Kuo​

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Habib-NajmChemical model reduction under uncertainty
Habib Najm

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Lorenzo_Tamellini photoQuasi-optimal and adaptive sparse grids with control variates for PDEs with random diffusion coeffcient
Lorenzo Tamellini

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Ajay Jasra_photo
Multilevel sequential Monte-Carlo samplers
Ajay Jasra

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Nuutti Hyvonen photo
Simultaneous reconstruction of outer boundary shape and conductivity distribution in electrical impedance tomography
Nuutti Hyvönen

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Giovanni Migliorati photoAnalysis of the stability and accuracy of discrete least-squares approximation on multivariate polynomial spaces
Giovanni Migliorati

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Mikhail Tretyakov photoGeometric integrators for stochastic rigid body dynamics
Mikhail Tretyakov

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Robert Patterson
​​Simulations of flame generated particles
Robert Patterson

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Bayer ChristianSDE based regression for random PDEs
Christian Bayer

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Mattias SandbergApproximation of quantum observables by molecular dynamics simulations
Mattias Sandberg 

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Kody LawMultilevel particle filter
Kody Law

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Mohammed-ElBeltagySolution of stochastic nonlinear PDEs using Wiener-Hermite expansion of high orders
Mohamed El-Beltagy

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Tiejun Li photo
Quasi-potential and Two-Scale Large Deviation Theory for Gillespie Dynamics
Tiejun Li

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OmarGhattas
Scalable algorithms for optimal control of stochastic PDEs
Omar Ghattas

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Anthony Nouy photoHierarchical low-rank approximation for high dimensional approximation
Anthony Nouy

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Ankit Gupta photo
Estimation of parameter sensitivities for stochastic reaction networks
Ankit Gupta

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Gerardo Rubino photoStatic models, recursive estimators and the zero-variance approach
Gerardo Rubino

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Erik Von Schwerin photo
Optimal mesh hierarchies in Multilevel Monte Carlo methods
Erik von Schwerin
Martin Eigel photoAdaptive stochastic Galerkin FEM with hierarchical tensor representations
Martin Eigel
Hakon HoelMultilevel ensemble Kalman filtering
Håkon Hoel
Quan-1.Long.v2EBayesian optimal experimental design for priors of compact support
Quan Long
Fabio Nobile-Multi-Index Monte Carlo and stochastic collocation methods for random PDEs
Fabio Nobile
Matteo.Icardi_squareOn the predictive capabilities of multiphase Darcy flow models
Matteo Icardi
Eric Hall
Computable error estimates for Monte Carlo finite element approximation of elliptic PDE with lognormal diffusion coefficients
Eric Hall