116 citations · 305 across the 40 of their papers we have counts for
Showing 2018Show all
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math.NA2018★ 20 cited
An adaptive reduced basis ANOVA method for high-dimensional Bayesian inverse problems
Qifeng Liao, Jinglai Li
In Bayesian inverse problems sampling the posterior distribution is often a challenging task when the underlying models are computationally intensive. To this end, surrogates or re…
stat.CO2018
A weight-bounded importance sampling method for variance reduction
Tengchao Yu, Linjun Lu, Jinglai Li
Importance sampling (IS) is an important technique to reduce the estimation variance in Monte Carlo simulations. In many practical problems, however, the use of IS method may resul…
stat.CO2018
A defensive marginal particle filtering method for data assimilation
Linjie Wen, Jiangqi Wu, Linjun Lu +1
Particle filtering (PF) is an often used method to estimate the states of dynamical systems. A major limitation of the standard PF method is that the dimensionality of the state sp…