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SRI - Center for Uncertainty Quantification in Computational Science & Engineering

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Manuscripts

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  • Clear filters
Systematic validation of non-equilibrium thermochemical models using Bayesian inference
Manuscripts Year: 2013
Authors: K. Miki, S. Prudhomme, M.Panesi
  • parameter identification
  • inverse problem
  • Nitrogen ionization
  • Bayesian Inference
  • covariance matrix,
  • stochastic modeling
Mixed discretization of the time domain MFIE at low frequencies
Manuscripts Year: 2013
Authors: H. Arda Ülkü, Ignace Bogaert, Kristof Cools, Francesco P. Andriulli, Hakan Bagci
  • Mixed discretization of the time domain MFIE at low frequencies
Exact absorbing boundary conditions for periodic diffraction gratings: Rigorous derivation and implementation in Discontinuous Galerkin time domain method
Manuscripts Year: 2013
Authors: K. Sirenko,, Y. Sirenko, H. Bagci
  • Exact absorbing boundary conditions for periodic diffraction gratings: Rigorous derivation and implementation in Discontinuous Galerkin time domain method
Weak KAM theory in the d-infinite dimensional torus
Manuscripts Year: 2013
Authors: D. Gomes L. Nurbekyan
  • Weak KAM theory in the d-infinite dimensional torus
A Unified Framework for the Ergodic Capacity of Spectrum Sharing Cognitive Radio Systems
Manuscripts Year: 2013
Authors: Lokman Sboui, Zouheir Rezki, Mohamed-Slim Alouini
  • underlay cognitive radio
  • Spectrum sharing
  • Ergodic capacity
  • Imperfect CSI
  • On-off scheme
Collocation approaches for forward uncertainty propagation in PDE models with random input data
Manuscripts Year: 2013
Authors: F. Nobile, R. Tempone
  • Collocation approaches for forward uncertainty propagation in PDE models with random input data
Computable error estimates of a finite difference scheme for option pricing in exponential Levy models
Manuscripts Year: 2014
Authors: J. Kiessling, R. Tempone
  • Levy process
  • infinite activity
  • diffusion approximation
  • parabolic integro-differential equation
  • weak approximation
  • error expansion
  • a posteriori error estimates
  • finite difference method
  • Option pricing
  • jump-diffusion models
Energy-constrained mean field games in wireless networks
Manuscripts Year: 2014
Authors: H. Tembine
  • Mean field stochastic games
  • antijamming strategies
  • one-and-half player game
Hybrid Chernoff Tau-leap
Manuscripts Year: 2014
Authors: A. Moraes, R. Tempone, P. Vilanova
  • Tau-leap
  • error control
  • Error estimates
  • exit probability
  • weak approximation
  • hybrid algorithms
Well-Posedness And Accuracy Of The Ensemble Kalman Filter In Discrete And Continuous Time
Manuscripts Year: 2014
Authors: D.B. Kelly, Kody J. H. Law, A.M. Stuart
  • Filtering
  • EnKF
  • chaotic dynamical systems
  • Navier-Stokes
  • Lorenz 96
  • Lorenz 63
To be or not to be intrusive? The solution of parametric and stochastic equations - the "plain vanilla" Galerkin case
Manuscripts Year: 2014
Authors: Loïc Giraldi, Alexander Litvinenko, Dishi Liu, Hermann G. Matthies, Anthony Nouy
  • Uncertainty Quantification
  • stochastic Galerkin approximation
  • parametric problems
  • stochastic equation
  • coupled system
  • non-intrusive computation
On non-asymptotic optimal stopping criteria in Monte Carlo Simulations
Manuscripts Year: 2014
Authors: Christian Bayer, Håkon Hoel, Von Schwerin Erik, Raul Tempone
  • Monte Carlo methods
  • optimal stopping
  • sequential stopping rules
Obstacle mean field game problem
Manuscripts Year: 2014
Authors: D. Gomes, S. Patrizi
  • Mean field games
  • obstacle problem
  • variational inequalities
Adjoint-Consistent Formulations of Slip Models for Coupled Electroosmotic Flow Systems
Manuscripts Year: 2014
Authors: V.V. Garg, S. Prudhomme, K.G. Van Der Zee, G.F. Carey
  • adjoint techniques
  • electroosmosis
  • microfluidics
  • slip boundary conditions
Error decomposition and adaptivity for response surface approximations from PDES with parametric uncertainty
Manuscripts Year: 2013
Authors: C.M. Bryant, S. Prudhomme, T. Wildey
  • A posteriori error estimation
  • adjoint problem
  • quantities of interest
  • adaptive method
Estimation of boundary fluxes for boundary-value problems approximated by penalty methods
Manuscripts Year: 2013
Authors: V.V. Garg, S. Prudhomme
  • Penalty method
  • Finite Element method
  • error analysis
  • adjoints
Inverse problems and uncertainty quantification
Manuscripts Year: 2013
Authors: Alexander Litvinenko, Hermann G. Matthies
  • Uncertainty Quantification
  • inverse problems
  • quadratic Bayesian update
  • PCE
  • update of polynomial chaos expansion
  • Lorenz 84 with uncertainties
On the Low SNR Capacity of Maximum Ratio Combining over Rician Fading Channels with Full Channel State Information
Manuscripts Year: 2013
Authors: Fatma Benkhelifa, Zouheir Rezki, Mohamed-Slim Alouini
  • Ergodic capacity
  • MRC
  • Rician fading channel
  • on-o ff signaling
Implementation and analysis of an adaptive multilevel Monte Carlo algorithm
Manuscripts Year: 2013
Authors: Håkon Hoel, Von Schwerin Erik, Raul Tempone, Anders Szepessy
  • Computational finance,
  • Monte Carlo
  • multilevel
  • adaptivity
  • weak approximation
  • error control
  • Euler–Maruyama method
  • a posteriori error estimates
  • backward dual functions
  • adjoints
Low SNR Capacity of FSO Links over Gamma-Gamma Atmospheric Turbulence Channels
Manuscripts Year: 2013
Authors: Fatma Benkhelifa, Zouheir Rezki, Mohamed-Slim Alouini
  • Gamma-Gamma distribution
  • Ergodic capacity
  • water filling
  • On-Off power control
  • low SNR
Mean field learning: a survey
Manuscripts Year: 2012
Authors: H. Tembine, R. Tempone, P. Vilanova
  • mean field learning
Computation of the Response Surface in the Tensor Train data format
Manuscripts Year: 2014
Authors: Sergey Dolgov, Boris N. Khoromskij, Alexander Litvinenko, Hermann G. Matthies
  • Computation of the Response Surface in the Tensor Train data format
On the detectability of transverse cracks in laminated composites using electrical potential change measurements
Manuscripts Year: 2014
Authors: L. Selvakumaran, Q. Long, S. Prudhomme, G. Lubineau
  • Transverse cracking
  • Sensitivity
  • Impedance tomography
  • Analytical model
  • Laminated composites
Construction of a mean square error adaptive Euler–Maruyama method with applications in multilevel Monte Carlo
Manuscripts Year: 2014
Authors: Håkon Hoel, Juho Happola, Raul Tempone
  • Adaptive time stepping
  • Stochastic Differential Equations
  • Multilevel Monte Carlo
Goal-oriented model adaptivity for viscous incompressible flows
Manuscripts Year: 2014
Authors: T.M. Van Opstal, P.T. Bauman, S. Prudhomme, E.H. Van Brummelen
  • Goal-oriented model adaptivity for viscous incompressible flows
Dimension-independent likelihood-informed MCMC
Manuscripts Year: 2014
Authors: Tiangang Cui, Kody J. H. Law, Youssef M. Marzouk
  • Dimension-independent likelihood-informed MCMC
Controlling Unpredictability with Observations in the Partially Observed Lorenz '96 Model
Manuscripts Year: 2014
Authors: Kody J. H. Law, D. Sanz-Alonso, A. Shukla, A.M. Stuart
  • Controlling Unpredictability with Observations in the Partially Observed Lorenz '96 Model
Deterministic Methods for Nonlinear Filtering, part I: Mean-field Ensemble Kalman Filtering
Manuscripts Year: 2014
Authors: Kody J. H. Law, Hamidou Tembine, Raul Tempone
  • Deterministic Methods for Nonlinear Filtering
  • part I: Mean-field Ensemble Kalman Filtering
A Fast Simulation Method for the Sum of Subexponential Distributions
Manuscripts Year: 2014
Authors: Nadhir Ben Rached, Fatma Benkhelifa, Abla Kammoun, Mohamed-Slim Alouini, Raul Tempone
  • A Fast Simulation Method for the Sum of Subexponential Distributions
Analysis and computation of the elastic wave equation with random coefficients
Manuscripts Year: 2015
Authors: M. Motamed, F. Nobile, R. Tempone
  • Uncertainty Quantification
  • stochastic partial differential equations
  • elastic wave equation
  • regularity
  • collocation method
  • error analysis
Discrete least squares polynomial approximation with random evaluations - application to parametric and stochastic elliptic PDEs
Manuscripts Year: 2015
Authors: A. Chkifa, A. Cohen, G. Migliorati, F. Nobile, R. Tempone
  • approximation theory
  • polynomial approximation
  • least squares
  • parametric and stochastic PDEs
  • high-dimensional approximation
An a posteriori error estimate for symplectic Euler approximation of optimal control problems
Manuscripts Year: 2015
Authors: J. Karlsson, S. Larsson, M. Sandberg, A. Szepessy, R. Tempone
  • Optimal Control
  • Error estimates
  • adaptivity
  • error control
A Laplace method for under-determined Bayesian optimal experimental designs
Manuscripts Year: 2015
Authors: Q. Long, M. Scavino, R. Tempone, S. Wang
  • Bayesian statistics
  • Information gain
  • Laplace approximation
  • Monte Carlo sampling
  • Sparse quadrature,
  • Uncertainty Quantification
A Continuation Multilevel Monte Carlo algorithm
Manuscripts Year: 2015
Authors: N. Collier, A. Haji-Ali, F. Nobile, E. Von Schwerin, R. Tempone
  • SDEs
  • SPDEs
  • Multilevel Monte Carlo
  • Numerical Analysis
Convergence of quasi-optimal sparse-grid approximation of Hilbert-space-valued functions: application to random elliptic PDEs
Manuscripts Year: 2015
Authors: F. Nobile, L. Tamellini, R. Tempone
  • Uncertainty Quantification
  • random PDEs
  • linear elliptic equations
  • multivariate polynomial approximation
  • best M-terms polynomial approximation
  • Smolyak approximation
  • Sparse grids
  • Stochastic Collocation methods
Analysis and Computation of Hyperbolic PDEs with Random Data
Manuscripts Year: 2015
Authors: M. Motamed, F. Nobile, R. Tempone
  • Analysis and Computation of Hyperbolic PDEs with Random Data
Optimization of mesh hierarchies in Multilevel Monte Carlo samplers
Manuscripts Year: 2015
Authors: A. Haji-Ali, F. Nobile, Von Schwerin Erik, R. Tempone
  • Multilevel Monte Carlo
  • Monte Carlo
  • Partial Differential Equations with random data
  • Stochastic Differential Equations
  • Optimal discretization
Time dependent mean-field games in the subquadratic case
Manuscripts Year: 2015
Authors: D. Gomes, E. Pimentel, H. Sanchez-Morgado
  • Classical solutions
  • a-priori estimates
  • Mean field games
Fast Bayesian optimal experimental design for seismic source inversion
Manuscripts Year: 2015
Authors: Q. Long, M. Motamed, R. Tempone
  • Bayesian experimental design
  • Information gain
  • Laplace approximation
  • Monte Carlo sampling
  • Seismic source inversion
  • Sparse quadrature,
  • Uncertainty Quantification
Multi Index Monte Carlo: When Sparsity Meets Sampling
Manuscripts Year: 2015
Authors: A. Haji-Ali, F. Nobile, R. Tempone
  • Multilevel Monte Carlo
  • Monte Carlo
  • Partial Differential Equations with random data
  • Stochastic Differential Equations
  • weak approximation
  • Sparse Approximation
  • Combination Technique
Adaptive surrogate modeling for response surface approximations with application to Bayesian inference
Manuscripts Year: 2015
Authors: S. Prudhomme, C.M. Bryant
  • Goal-oriented error estimation
  • adjoint problem
  • turbulence modeling
  • Spalart-Allmaras model
  • parameter identification
Solving the Klein-Gordon equation using Fourier spectral methods: A benchmark test for computer performance
Manuscripts Year: 2015
Authors: S. Aseeri, O. Batrašev, M. Icardi, B. Leu, A. Liu, N. Li, B.K. Muite, B. Palen, M. Quell, H. Servat, P. Sheth, R. Speck, M. Van Moer, J. Vienne
  • HPC
  • Fourier methods
Secret-Sharing over Correlated Fast-Fading Multiple-Antenna Channels with Public Discussion
Manuscripts Year: 2015
Authors: Marwen Zorgui, Zouheir Rezki, Basel Alomair, Mohamed-Slim Alouini
  • Secret-key agreement
  • MIMO systems
  • optimal signaling
  • correlation
  • beamforming
  • high power regime
Error analysis in Fourier methods for option pricing
Manuscripts Year: 2015
Authors: F. Crocce, J. Happola, J. Kiessling, R. Tempone
  • error analysis
  • Option pricing
  • Fourier methods
  • Spectral methods
  • Levy processes
  • Stochastic processes
  • Hardy functions
  • Trapezoidal quadrature
Achievable Rates of Secure Transmission in Gaussian MISO Channel with Imperfect Main Channel Estimation
Manuscripts Year: 2015
Authors: Xinyu Zhou, Zouheir Rezki, Basel Alomairy, Mohamed-Slim Alouini
  • Achievable Rates of Secure Transmission in Gaussian MISO Channel with Imperfect Main Channel Estimation
Polynomial Chaos Expansion of random coefficients and the solution of stochastic partial differential equations in the Tensor Train format
Manuscripts Year: 2015
Authors: Sergey Dolgov, Boris N. Khoromskij, Alexander Litvinenko, Hermann G. Matthies
  • Uncertainty Quantification
  • polynomial chaos expansion
  • Karhunen-Loeve expansion
  • stochastic Galerkin
  • tensor product methods
  • tensor train format
  • adaptive cross approximation
  • block cross
Multilevel Sequential Monte Carlo Samplers
Manuscripts Year: 2015
Authors: Alexandros Beskos, Ajay Jasra, Kody J. H. Law, Raul Tempone, Yan Zhou
  • Multilevel Monte Carlo
  • Sequential Monte Carlo
  • Bayesian Inverse Problems
Validation of direct pore scale modeling approaches to wettability
Manuscripts Year: 2015
Authors: Raul Verma, Matteo Icardi, Masa Prodanovic
  • Validation of direct pore scale modeling approaches to wettability
On the predictivity of pore-scale simulations: estimating uncertainties with multilevel Monte Carlo
Manuscripts Year: 2015
Authors: Matteo Icardi, Gianluca Boccardo, Raul Tempone
  • pore-scale simulation
  • Multilevel Monte Carlo
  • stochastic upscaling
  • Uncertainty Quantification
Performance Limits of Energy Harvesting Communications under Imperfect Channel State Information
Manuscripts Year: 2015
Authors: Mohamed Ridha Zenaidi, Zouheir Rezki, Hamidou Tembine, Mohamed-Slim Alouini
  • energy harvesting
  • offline power allocation
  • throughput maximization
  • channel state information
  • channel estimation
  • Asymptotic average throughput
Ergodic Secret-Key Agreement over Spatially Correlated Multiple-Antenna Channels with Public Discussion
Manuscripts Year: 2015
Authors: Marwen Zorgui, Zouheir Rezki, Basel Alomair, Eduard A. Jorswieck, Mohamed-Slim Alouini
  • Secret-key agreement
  • MIMO systems
  • optimal signaling
  • correlation
  • beamforming
  • high power regime
  • Energy efficiency
On the Solution of Nonconvex Cardinality Boolean Quadratic Programming problems
Manuscripts Year: 2015
Authors: R. Lima, I. Grossmann
  • Integer programming
  • Quadratic programming
  • Computing Science
Quantification of airfoil geometry-induced aerodynamic uncertainties - comparison of approaches
Manuscripts Year: 2015
Authors: Dishi Liu, Alexander Litvinenko, Claudia Schillings, Volker Schulz
  • Quantification of airfoil geometry-induced aerodynamic uncertainties - comparison of approaches
Accelerated dimension-independent adaptive Metropolis
Manuscripts Year: 2015
Authors: Yuxin Chen, David Keyes, Kody J. H. Law, Hatem Ltaief
  • Accelerated dimension-independent adaptive Metropolis
Optimal Bayesian Experimental Design for Priors of Compact Support with Application to Shock-Tube Experiments for Combustion Kinetics
Manuscripts Year: 2015
Authors: Fabrizio Bisetti, Daesang Kim, Omar Knio, Quan Long, Raul Tempone
  • Bayesian optimal experimental design
  • Laplace approximation
  • Truncated Gaussian approximation
  • Polynomial surrogates
  • Shock–tube
  • Combustion kinetics
Convergence estimates in probability and in expectation for discrete least squares with noisy evaluations in random points
Manuscripts Year: 2015
Authors: G. Migliorati, F. Nobile, R. Tempone
  • approximation theory
  • discrete least squares
  • noisy evaluations
  • error analysis
  • convergence rates
  • large deviations
  • learning theory
  • multivariate polynomial approximation
Computable error estimates for finite element approximations of elliptic partial differential equations with rough stochastic data
Manuscripts Year: 2015
Authors: Eric Joseph Hall, Hakon Hoel, Mattias Sandberg, Anders Szepessy, Raul Tempone
  • Computable error estimates for finite element approximations of elliptic partial differential equations with rough stochastic data
On the Global Optimization of a Short Term Hydro Scheduling Problem. Relaxations by Generalized Disjunctive Programming and Mixed Integer Linear Programming Reformulations
Manuscripts Year: 2015
Authors: R. Lima
  • OR in Energy
  • Short-Term Hydro Scheduling
  • MINLP
  • GDP
  • Global Optimization
Multi-index Stochastic Collocation convergence rates for random PDEs with parametric regularity
Manuscripts Year: 2015
Authors: A. Haji-Ali, F. Nobile, L. Tamellini, R. Tempone
  • Multi-index Stochastic Collocation convergence rates for random PDEs with parametric regularity
Multilevel Hybrid Chernoff Tau-leap
Manuscripts Year: 2016
Authors: A. Moraes, R. Tempone, P. Vilanova
  • Error estimates
  • error control
  • control variates
  • weak approximation
  • hybrid algorithms
  • Multilevel Monte Carlo
  • Chernoff tau-leap
Analytic regularity and collocation approximation for elliptic PDEs with random domain deformations
Manuscripts Year: 2016
Authors: J. E. Castrillon-Candas, F. Nobile, R. Tempone
  • Uncertainty Quantification
  • Stochastic Collocation
  • Stochastic PDEs
  • Finite Elements
  • Complex Analysis
  • Smolyak Sparse Grids
A multilevel adaptive reaction-splitting simulation method for stochastic reaction networks
Manuscripts Year: 2016
Authors: A. Moraes, R. Tempone, P. Vilanova
  • Error estimates
  • error control
  • control variates
  • weak approximation
  • hybrid algorithms
  • Multilevel Monte Carlo
  • Chernoff tau-leap
  • reaction splitting
A hierarchical Bayesian setting for an inverse problem in linear parabolic PDEs with noisy boundary conditions
Manuscripts Year: 2016
Authors: F. Ruggeri, Z. Sawlan, M. Scavino, R. Tempone
  • Linear Parabolic PDEs
  • Noisy Boundary Parameters,
  • Bayesian Inference
  • Heat Equation
  • Thermal Diffusivity
Multilevel ensemble Kalman filtering
Manuscripts Year: 2016
Authors: Håkon Hoel, Kody J. H. Law, Raul Tempone
  • Multilevel ensemble Kalman filtering
An Efficient Forward-Reverse Expectation-Maximization Algorithm for Statistical Inference in Stochastic Reaction Networks
Manuscripts Year: 2016
Authors: C. Bayer, A.Moraes, R. Tempone, P. Vilanova
  • Forward-reverse algorithm
  • Monte Carlo EM algorithm
  • inference for stochastic reaction networks
  • bridges for continuous-time Markov chains
A Sparse Stochastic Collocation Technique for High Frequency Wave Propagation with Uncertainty
Manuscripts Year: 2016
Authors: Gabriela Malenova, Mohammad Motamed, Olof Runborg, Raul Tempone
  • A Sparse Stochastic Collocation Technique for High Frequency Wave Propagation with Uncertainty
An adaptive sparse grid algorithm for elliptic PDEs with lognormal diffusion coefficient
Manuscripts Year: 2016
Authors: F. Nobile, L. Tamellini, R. Tempone, F. Tesei
  • An adaptive sparse grid algorithm with application to elliptic PDEs with lognormal diffusion coefficient
Multi-Index Stochastic Collocation for random PDEs
Manuscripts Year: 2016
Authors: A. Haji-Ali, F. Nobile, L. Tamellini, R. Tempone
  • Multi-Index Stochastic Collocation for random PDEs
Multilevel hybrid split-step implicit tau-leap
Manuscripts Year: 2016
Authors: ​C. Ben Hammouda, A.Moraes, R. Tempone
  • Stochastic reaction networks
  • Multilevel Monte Carlo
  • Split-step implicit
Bayesian inference and model comparison for metallic fatigue data
Manuscripts Year: 2016
Authors: I. Babuska, Z. Sawlan, M. Scavino, B.Szabo, R. Tempone
  • Metallic fatigue data
  • fatigue life prediction
  • random fatigue-limit models
  • maximum likelihood methods
  • Bayesian computational techniques for model calibration/ranking
  • predictive accuracy for Bayesian models.
On the Relation Between Flexibility Analysis and Robust Optimization for Linear Systems
Manuscripts Year: 2016
Authors: Q. Zhang, R. Lima, I. Grossmann
  • On the Relation Between Flexibility Analysis and Robust Optimization for Linear Systems
Parameter Estimation via Conditional Expectation — A Bayesian Inversion
Manuscripts Year: 2016
Authors: H. Matthies, E. Zander, B. Rosic, A. Litvinenko
  • Parameter Estimation
  • Conditional Expectation
  • Bayesian Inversion
Some probabilistic properties of fractional point processes
Manuscripts Year: 2016
Authors: R. Garra, E. Orsingher, M. Scavino
  • Fractional point processes
  • Bern?stein functions
  • Space-time Fractional Poisson processes
  • grey Brownian motion
Smoothing the payoff for efficient computation of Basket option prices
Manuscripts Year: 2016
Authors: C. Bayer, M. Siebenmorgen, R. Tempone
  • Basket option pricing
  • smoothing payoff
Sparse approximation of multilinear problems with applications to kernel-based methods in UQ
Manuscripts Year: 2016
Authors: Soeren Wolfers, Fabio Nobile, Raul Tempone
  • Sparse approximation of multilinear problems with applications to kernel-based methods in UQ.
Bayesian inferences of the thermal properties of a wall using temperature and heat flux measurements
Manuscripts Year: 2017
Authors: M. Iglesias, Z. Sawlan, M. Scavino, R. Tempone, C. Wood
  • Heat Equation
  • Nuisance Boundary Parameters Marginalization
  • Heat Flux Measurements,
  • Solid Walls
  • Bayesian Inference
  • Thermal Resistance
  • Heat Capacity
  • Experimental Design.
Multilevel and Multi-index Monte Carlo methods for the McKean-Vlasov equation
Manuscripts Year: 2017
Authors: A. Haji-Ali, R. Tempone
  • Multilevel and Multi-index Monte Carlo methods for the McKean-Vlasov equation
Implied Stopping Rules for American Basket Options from Markovian Projection
Manuscripts Year: 2017
Authors: C. Bayer, J Happola, R. Tempone
  • Implied Stopping Rules for American Basket Options from Markovian Projection
ℋ‐matrix techniques for approximating large covariance matrices and estimating its parameters
Manuscripts Year: 2017
Authors: A. Litvinenko, M. Genton, Y. Sun, D. Keyes
  • ℋ‐matrix techniques for approximating large covariance matrices and estimating its parameters
Fast Bayesian experimental design: Laplace-based importance sampling for the expected information gain
Manuscripts Year: 2017
Authors: J. Beck, B. Dia, L. Espath, Q. Long, R. Tempone
  • Fast Bayesian experimental design: Laplace-based importance sampling for the expected information gain
Tucker tensor analysis of Matern functions in spatial statistics
Manuscripts Year: 2018
Authors: Alexander Litvinenko, David Keyes, Venera Khoromskaia, Boris N. Khoromskij, Hermann G. Matthies

Acknowledgements:

​The research reported in this publication was supported by funding from King
Abdullah University of Science and Technology (KAUST).

Bibtex:

​
@ARTICLE{2017arXiv171106874L,
   author = {{Litvinenko}, A. and {Keyes}, D. and {Khoromskaia}, V. and {Khoromskij}, B.~N. and 
 {Matthies}, H.~G.},
    title = "{Tucker Tensor analysis of Matern functions in spatial statistics}",
  journal = {ArXiv e-prints},
archivePrefix = "arXiv",
   eprint = {1711.06874},
 primaryClass = "math.NA",
 keywords = {Mathematics - Numerical Analysis, 62F99, 62P12, 65F30, 65F40, G.3, G.4, J.2},
     year = 2017,
    month = nov,
   adsurl = {http://adsabs.harvard.edu/abs/2017arXiv171106874L},
  adsnote = {Provided by the SAO/NASA Astrophysics Data System}
}
  • Fourier transform
  • low-rank tensor approximation
  • geostatistical optimal design,
  • Kriging
  • Matern covariance
  • Hilbert tensor
  • Kalman filter
  • Bayesian update
  • loglikelihood surrogate
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