12 citations · 22 across the 12 of their papers we have counts for
3 papers · 1 filter
Fast multitask Gaussian processes, with application to surrogate modeling of the quark-gluon plasma
Aleksei G. Sorokin, Pieterjan Robbe, Yen-Chun Liu +2
Gaussian processes (GPs) are broadly used for the surrogate modeling of computer experiments with reliable uncertainty quantification. Our motivating application comes from the stu…
Fast Bayesian Multilevel Quasi-Monte Carlo
Aleksei G. Sorokin, Pieterjan Robbe, Gianluca Geraci +2
Existing multilevel quasi-Monte Carlo (MLQMC) methods often rely on multiple independent randomizations of a low-discrepancy (LD) sequence to estimate statistical errors on each le…
Computationally Efficient and Error Aware Surrogate Construction for Numerical Solutions of Subsurface Flow Through Porous Media
Aleksei G. Sorokin, Aleksandra Pachalieva, Daniel O'Malley +3
Limiting the injection rate to restrict the pressure below a threshold at a critical location can be an important goal of simulations that model the subsurface pressure between inj…