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20022023
most citedScalable and efficient algorithms for the propagation of uncertainty from data through inference to prediction for large-scale problems, with application to flow of the Antarctic ice sheet

171 citations · 689 across the 32 of their papers we have counts for

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math.PR2017

A Feynman-kac Formula Approach for Computing Expectations and Threshold Crossing Probabilities of Non-smooth Stochastic Dynamical Systems

Laurent Mertz, Georg Stadler, Jonathan Wylie

We present a computational alternative to probabilistic simulations for non-smooth stochastic dynamical systems that are prevalent in engineering mechanics. As examples, we target…