85 citations · 405 across the 34 of their papers we have counts for
Showing 2016Show all
3 papers · 1 filter
math.NA2016★ 1 cited
Discrete least-squares approximations over optimized downward closed polynomial spaces in arbitrary dimension
Albert Cohen, Giovanni Migliorati, Fabio Nobile
We analyze the accuracy of the discrete least-squares approximation of a function in multivariate polynomial spaces wit…
math.NA2016
Sparse approximation of multilinear problems with applications to kernel-based methods in UQ
Fabio Nobile, Raul Tempone, Soeren Wolfers
We provide a framework for the sparse approximation of multilinear problems and show that several problems in uncertainty quantification fit within this framework. In these problem…
math.NA2016★ 9 cited
Multilevel ensemble Kalman filtering for spatially extended models
Alexey Chernov, Haakon Hoel, Kody Law +2
This work embeds a multilevel Monte Carlo (MLMC) sampling strategy into the Monte Carlo step of the ensemble Kalman filter (EnKF), thereby yielding a multilevel ensemble Kalman fil…