4 citations · 4 across the 2 of their papers we have counts for
3 papers
cs.LG2022
A survey of unsupervised learning methods for high-dimensional uncertainty quantification in black-box-type problems
Katiana Kontolati, Dimitrios Loukrezis, Dimitris G. Giovanis +2
Constructing surrogate models for uncertainty quantification (UQ) on complex partial differential equations (PDEs) having inherently high-dimensional stoc…
math.ST2019★ 4 cited
3rd-order Spectral Representation Method: Part II -- Ergodic Multi-variate random processes with fast Fourier transform
Lohit Vandanapu, Michael D. Shields
The second in a two-part series, this paper extends the 3rd-order Spectral Representation Method for simulation of ergodic multi-variate stochastic processes according to a prescri…
math.ST2019
3rd-order Spectral Representation Method: Part I -- Multi-dimensional random fields with fast Fourier transform implementation
Lohit Vandanapu, Michael D. Shields
This paper introduces a generalised 3rd-order Spectral Representation Method for the simulation of multi-dimensional stochastic fields with asymmetric non-linearities. The simulate…