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20182021
most citedRandom time step probabilistic methods for uncertainty quantification in chaotic and geometric numerical integration

20 citations · 47 across the 5 of their papers we have counts for

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Showing 2021Show all

3 papers · 1 filter

math.NA2021

Sampling Methods for Bayesian Inference Involving Convergent Noisy Approximations of Forward Maps

Giacomo Garegnani

We present Bayesian techniques for solving inverse problems which involve mean-square convergent random approximations of the forward map. Noisy approximations of the forward map a…

math.NA2021

Robust Estimation of Effective Diffusions from Multiscale Data

Giacomo Garegnani, Andrea Zanoni

We present a novel methodology based on filtered data and moving averages for estimating effective dynamics from observations of multiscale systems. We show in a semi-parametric fr…

math.NA2021★ 18 cited

A probabilistic finite element method based on random meshes: Error estimators and Bayesian inverse problems

Assyr Abdulle, Giacomo Garegnani

We present a novel probabilistic finite element method (FEM) for the solution and uncertainty quantification of elliptic partial differential equations based on random meshes, whic…