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math.NA2024
Gaussian mixture Taylor approximations of risk measures constrained by PDEs with Gaussian random field inputs
Dingcheng Luo, Joshua Chen, Peng Chen +1
This work considers the computation of risk measures for quantities of interest governed by PDEs with Gaussian random field parameters using Taylor approximations. While efficient,…
gr-qc2024
Tempered Multifidelity Importance Sampling for Gravitational Wave Parameter Estimation
Bassel Saleh, Aaron Zimmerman, Peng Chen +1
Estimating the parameters of compact binaries which coalesce and produce gravitational waves is a challenging Bayesian inverse problem. Gravitational-wave parameter estimation lies…