activity
20142026
most citedFast Bayesian experimental design: Laplace-based importance sampling for the expected information gain

79 citations · 105 across the 7 of their papers we have counts for

collaborators

10 papers

math.NA2026

Learned Adaptive Multiresolution Diffusion Imaging

Christian Tantardini, Stig Rune Jensen, Roberto Di Remigio Eikås +1

Adaptive multiresolution methods reduce representation cost by concentrating fine-scale degrees of freedom where needed, but their tree updates are usually governed by fixed local…

math.NA2026

Adaptive Multiresolution Diffusion Operators: A Variational Theory on Evolving Multiresolution Spaces

Christian Tantardini, Stig Rune Jensen, Roberto Di Remigio Eikås +1

We develop a variational framework for state-dependent diffusion on adaptive multiresolution representations in which the diffusion operator is generated by the adaptive state itse…

math.NA2025

Goal-Oriented Adaptive Finite Element Multilevel Quasi-Monte Carlo

Joakim Beck, Yang Liu, Erik von Schwerin +1

The efficient approximation of quantities of interest derived from PDEs with lognormal diffusivity is a central challenge in uncertainty quantification. This paper targets a proble…

math.NA2022★ 8 cited

Goal-Oriented Adaptive Finite Element Multilevel Monte Carlo with Convergence Rates

Joakim Beck, Yang Liu, Erik von Schwerin +1

We present an adaptive multilevel Monte Carlo (AMLMC) algorithm for approximating deterministic, real-valued, bounded linear functionals that depend on the solution of a linear ell…

math.NA2018

Multilevel Double Loop Monte Carlo and Stochastic Collocation Methods with Importance Sampling for Bayesian Optimal Experimental Design

Joakim Beck, Ben Mansour Dia, Luis F. R. Espath +1

An optimal experimental set-up maximizes the value of data for statistical inferences and predictions. The efficiency of strategies for finding optimal experimental set-ups is part…

math.NA2018

Multilevel Monte Carlo Acceleration of Seismic Wave Propagation under Uncertainty

Marco Ballesio, Joakim Beck, Anamika Pandey +3

We interpret uncertainty in a model for seismic wave propagation by treating the model parameters as random variables, and apply the Multilevel Monte Carlo (MLMC) method to reduce…

math.NA2018★ 13 cited

IGA-based Multi-Index Stochastic Collocation for random PDEs on arbitrary domains

Joakim Beck, Lorenzo Tamellini, Raúl Tempone

This paper proposes an extension of the Multi-Index Stochastic Collocation (MISC) method for forward uncertainty quantification (UQ) problems in computational domains of shape othe…

math.NA2017★ 79 cited

Fast Bayesian experimental design: Laplace-based importance sampling for the expected information gain

Joakim Beck, Ben Mansour Dia, Luis FR Espath +2

In calculating expected information gain in optimal Bayesian experimental design, the computation of the inner loop in the classical double-loop Monte Carlo requires a large number…

math.NA2017★ 5 cited

A sparse-grid isogeometric solver

Joakim Beck, Giancarlo Sangalli, Lorenzo Tamellini

Isogeometric Analysis (IGA) typically adopts tensor-product splines and NURBS as a basis for the approximation of the solution of PDEs. In this work, we investigate to which extent…

stat.CO2014

Sequential Design with Mutual Information for Computer Experiments (MICE): Emulation of a Tsunami Model

Joakim Beck, Serge Guillas

Computer simulators can be computationally intensive to run over a large number of input values, as required for optimization and various uncertainty quantification tasks. The stan…