48 citations · 413 across the 59 of their papers we have counts for
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Uncertainty quantification for generalized Langevin dynamics
Eric Joseph Hall, Markos A. Katsoulakis, Luc Rey-Bellet
We present efficient finite difference estimators for goal-oriented sensitivity indices with applications to the generalized Langevin equation (GLE). In particular, we apply these…
Scalable Information Inequalities for Uncertainty Quantification
Markos A. Katsoulakis, Luc Rey-Bellet, Jie Wang
In this paper we demonstrate the only available scalable information bounds for quantities of interest of high dimensional probabilistic models. Scalability of inequalities allows…
Information Criteria for quantifying loss of reversibility in parallelized KMC
Konstantinos Gourgoulias, Markos A. Katsoulakis, Luc Rey-Bellet
Parallel Kinetic Monte Carlo (KMC) is a potent tool to simulate stochastic particle systems efficiently. However, despite literature on quantifying domain decomposition errors of t…