232 citations · 862 across the 46 of their papers we have counts for
4 papers · 1 filter
On the Infinite Swapping Limit for Parallel Tempering
Paul Dupuis, Yufei Liu, Nuria Plattner +1
Parallel tempering, also known as replica exchange sampling, is an important method for simulating complex systems. In this algorithm simulations are conducted in parallel at a ser…
Importance Sampling for Multiscale Diffusions
Paul Dupuis, Konstantinos Spiliopoulos, Hui Wang
We construct importance sampling schemes for stochastic differential equations with small noise and fast oscillating coefficients. Standard Monte Carlo methods perform poorly for t…
An Infinite Swapping Approach to the Rare-Event Sampling Problem
Nuria Plattner, J. D. Doll, Paul Dupuis +3
We describe a new approach to the rare-event Monte Carlo sampling problem. This technique utilizes a symmetrization strategy to create probability distributions that are more highl…
Distinguishing and integrating aleatoric and epistemic variation in uncertainty quantification
Kamaljit Chowdhary, Paul Dupuis
Much of uncertainty quantification to date has focused on determining the effect of variables modeled probabilistically, and with a known distribution, on some physical or engineer…