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 2019 · stat.MEShow all

3 papers · 2 filters

stat.ME2019★ 34 cited

Background Error Covariance Iterative Updating with Invariant Observation Measures for Data Assimilation

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

In order to leverage the information embedded in the background state and observations, covariance matrices modelling is a pivotal point in data assimilation algorithms. These matr…

stat.ME2019★ 1 cited

Computer code validation via mixture model estimation

Kaniav Kamary, Merlin Keller, Pierre Barbillon +2

When computer codes are used for modeling complex physical systems, their unknown parameters are tuned by calibration techniques. A discrepancy function may be added to the compute…

stat.ME2019★ 14 cited

Optimal Uncertainty Quantification of a risk measurement from a thermal-hydraulic code using Canonical Moments

Jerome Stenger, Fabrice Gamboa, Merlin Keller +1

We study an industrial computer code related to nuclear safety. A major topic of interest is to assess the uncertainties tainting the results of a computer simulation. In this work…