85 citations · 405 across the 34 of their papers we have counts for
4 papers · 2 filters
Multilevel ensemble Kalman filtering for spatio-temporal processes
Alexey Chernov, Håkon Hoel, Kody J. H. Law +2
We design and analyse the performance of a multilevel ensemble Kalman filter method (MLEnKF) for filtering settings where the underlying state-space model is an infinite-dimensiona…
Multilevel weighted least squares polynomial approximation
Abdul-Lateef Haji-Ali, Fabio Nobile, Raúl Tempone +1
Weighted least squares polynomial approximation uses random samples to determine projections of functions onto spaces of polynomials. It has been shown that, using an optimal distr…
Hybrid collocation perturbation for PDEs with random domains
Julio E. Castrillon-Candas, Fabio Nobile, Raul F. Tempone
In this work we consider the problem of approximating the statistics of a given Quantity of Interest (QoI) that depends on the solution of a linear elliptic PDE defined over a rand…
Uncertainty Quantification of geochemical and mechanical compaction in layered sedimentary basins
Ivo Colombo, Fabio Nobile, Giovanni Porta +2
In this work we propose an Uncertainty Quantification methodology for sedimentary basins evolution under mechanical and geochemical compaction processes, which we model as a couple…