171 citations · 689 across the 32 of their papers we have counts for
3 papers · 1 filter
Scalable Methods for Computing Sharp Extreme Event Probabilities in Infinite-Dimensional Stochastic Systems
Timo Schorlepp, Shanyin Tong, Tobias Grafke +1
We introduce and compare computational techniques for sharp extreme event probability estimates in stochastic differential equations with small additive Gaussian noise. In particul…
Large deviation theory-based adaptive importance sampling for rare events in high dimensions
Shanyin Tong, Georg Stadler
We propose a method for the accurate estimation of rare event or failure probabilities for expensive-to-evaluate numerical models in high dimensions. The proposed approach combines…
A-optimal design of experiments for infinite-dimensional Bayesian linear inverse problems with regularized -sparsification
Alen Alexanderian, Noemi Petra, Georg Stadler +1
We present an efficient method for computing A-optimal experimental designs for infinite-dimensional Bayesian linear inverse problems governed by partial differential equations (PD…