97 citations · 206 across the 14 of their papers we have counts for
6 papers · 1 filter
History matching with probabilistic emulators and active learning
Alfredo Garbuno-Inigo, F. Alejandro DiazDelaO, Konstantin M. Zuev
The scientific understanding of real-world processes has dramatically improved over the years through computer simulations. Such simulators represent complex mathematical models th…
Transitional annealed adaptive slice sampling for Gaussian process hyper-parameter estimation
A. Garbuno-Inigo, F. A. DiazDelaO, K. M. Zuev
Surrogate models have become ubiquitous in science and engineering for their capability of emulating expensive computer codes, necessary to model and investigate complex phenomena.…
Rare Event Simulation
James L. Beck, Konstantin M. Zuev
Rare events are events that are expected to occur infrequently, or more technically, those that have low probabilities (say, order of or less) of occurring according to a…
Subset Simulation Method for Rare Event Estimation: An Introduction
Konstantin Zuev
This paper provides a detailed introductory description of Subset Simulation, an advanced stochastic simulation method for estimation of small probabilities of rare failure events.…
Bayesian Post-Processor and other Enhancements of Subset Simulation for Estimating Failure Probabilities in High Dimensions
Konstantin M. Zuev, James L. Beck, Siu-Kui Au +1
Estimation of small failure probabilities is one of the most important and challenging computational problems in reliability engineering. The failure probability is usually given b…
Asymptotically Independent Markov Sampling: a new MCMC scheme for Bayesian Inference
James L. Beck, Konstantin M. Zuev
In Bayesian statistics, many problems can be expressed as the evaluation of the expectation of a quantity of interest with respect to the posterior distribution. Standard Monte Car…