output
20042026
most citedA regression-based Monte Carlo method to solve backward stochastic differential equations

425 citations

researchers with a paper here

Counting papers with at most 25 authors, so collaboration author lists do not stand in for the people here.

collaborating institutions
Showing 2020 · math.STShow all

3 papers · 2 filters

math.ST2020★ 12 cited

An information geometry approach for robustness analysis in uncertainty quantification of computer codes

Clement Gauchy, Jerome Stenger, Roman Sueur +1

Robustness analysis is an emerging field in the domain of uncertainty quantification. It consists of analysing the response of a computer model with uncertain inputs to the perturb…

math.ST2020★ 7 cited

A Visual Sensitivity Analysis for Parameter-Augmented Ensembles of Curves

Alejandro Ribes, Joachim Pouderoux, Bertrand Iooss

Engineers and computational scientists often study the behavior of their simulations by repeated solutions with variations in their parameters, which can be for instance boundary v…

math.ST2020★ 18 cited

A graph clustering approach to localization for adaptive covariance tuning in data assimilation based on state-observation mapping

Sibo Cheng, Jean-Philippe Argaud, Bertrand Iooss +2

An original graph clustering approach to efficient localization of error covariances is proposed within an ensemble-variational data assimilation framework. Here the localization t…