most citedGaussian Process Regression for Uncertainty Quantification: An Introductory Tutorial

1 citations · 1 across the 6 of their papers we have counts for

collaborators

6 papers

math.NA2025

Nemytskii neural operator: a nonlinear model reduction method for parametrized partial differential equations

Jingye Li, Alex Bespalov, Jinglai Li

We introduce a Nemytskii neural operator framework for nonlinear model reduction of parametrized steady-state partial differential equations. The method generalizes reduced basis a…

math.NA2025

Stochastic gradient descent based variational inference for infinite-dimensional inverse problems

Jiaming Sui, Junxiong Jia, Jinglai Li

This paper introduces two variational inference approaches for infinite-dimensional inverse problems, developed through gradient descent with a constant learning rate. The proposed…

quant-ph2025

A quantum gradient descent algorithm for optimizing Gaussian Process models

Junpeng Hu, Jinglai Li, Lei Zhang +1

Gaussian Process Regression (GPR) is a nonparametric supervised learning method, widely valued for its ability to quantify uncertainty. Despite its advantages and broad application…

q-fin.PM2025

Bayesian Optimization for CVaR-based portfolio optimization

Robert Millar, Jinglai Li

Optimal portfolio allocation is often formulated as a constrained risk problem, where one aims to minimize a risk measure subject to some performance constraints. This paper presen…

stat.CO2025★ 1 cited

Gaussian Process Regression for Uncertainty Quantification: An Introductory Tutorial

Jinglai Li, Hongqiao Wang

Uncertainty Quantification (UQ) is essential for the reliable application of computational models in engineering and science. Among surrogate modeling techniques, Gaussian Process…

stat.CO2024

Model-Embedded Gaussian Process Regression for Parameter Estimation in Dynamical System

Ying Zhou, Jinglai Li, Xiang Zhou +1

Identifying dynamical system (DS) is a vital task in science and engineering. Traditional methods require numerous calls to the DS solver, rendering likelihood-based or least-squar…