116 citations · 294 across the 24 of their papers we have counts for
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stat.CO2018★ 116 cited
A Generalized Approximate Control Variate Framework for Multifidelity Uncertainty Quantification
Alex A. Gorodetsky, Gianluca Geraci, Mike Eldred +1
We describe and analyze a variance reduction approach for Monte Carlo (MC) sampling that accelerates the estimation of statistics of computationally expensive simulation models usi…
stat.CO2018★ 34 cited
Gradient-based Optimization for Regression in the Functional Tensor-Train Format
Alex A. Gorodetsky, John D. Jakeman
We consider the task of low-multilinear-rank functional regression, i.e., learning a low-rank parametric representation of functions from scattered real-valued data. Our first cont…