2 citations · 3 across the 6 of their papers we have counts for
7 papers
Efficient subsampling-rate selection for practical Multilevel Markov chain Monte Carlo
Lise Guilliams, Pieter Vanmechelen, Giovanni Samaey
The Multilevel Markov chain Monte Carlo algorithm accelerates Bayesian inversion by exploiting correlations between discretized quantities of interest across a hierarchy of model r…
Collective Annealing by Switching Temperatures: a Boltzmann-type description
Frédéric Blondeel, Lorenzo Pareschi, Giovanni Samaey
The design of effective cooling strategies is a crucial component in simulated annealing algorithms based on the Metropolis method. Traditionally, this is achieved through inverse…
Comparison of random field discretizations for high-resolution Bayesian parameter identification in finite element elasticity
Pieter Vanmechelen, Geert Lombaert, Giovanni Samaey
We compare three random field discretization strategies for probabilistic identification of spatially varying material parameters in high-resolution finite element models. These st…
Convergence of the micro-macro Parareal Method for a Linear Scale-Separated Ornstein-Uhlenbeck SDE: extended version
Ignace Bossuyt, Giovanni Samaey, Stefan Vandewalle
Time-parallel methods can reduce the wall clock time required for the accurate numerical solution of differential equations by parallelizing across the time-dimension. In this pape…
Multilevel Markov Chain Monte Carlo with likelihood scaling for Bayesian inversion with high-resolution observations
Pieter Vanmechelen, Geert Lombaert, Giovanni Samaey
We propose a multilevel Markov chain Monte Carlo (MCMC) method for the Bayesian inference of random field parameters in PDEs using high-resolution data. Compared to existing multil…
Micro-macro Parareal, from ODEs to SDEs and back again
Ignace Bossuyt, Stefan Vandewalle, Giovanni Samaey
In this paper, we are concerned with the micro-macro Parareal algorithm for the simulation of initial-value problems. In this algorithm, a coarse (fast) solver is applied sequentia…
Monte-Carlo/Moments micro-macro Parareal method for unimodal and bimodal scalar McKean-Vlasov SDEs
Ignace Bossuyt, Stefan Vandewalle, Giovanni Samaey
We propose a micro-macro parallel-in-time Parareal method for scalar McKean-Vlasov stochastic differential equations (SDEs). In the algorithm, the fine Parareal propagator is a Mon…