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20122016
most citedAccelerating Asymptotically Exact MCMC for Computationally Intensive Models via Local Approximations

82 citations · 130 across the 2 of their papers we have counts for

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math.NA2012

Adaptive Smolyak Pseudospectral Approximations

Patrick R. Conrad, Youssef M. Marzouk

Polynomial approximations of computationally intensive models are central to uncertainty quantification. This paper describes an adaptive method for non-intrusive pseudospectral ap…