118 citations · 323 across the 18 of their papers we have counts for
Showing 2014 · math.NAShow all
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math.NA2014
Small-noise analysis and symmetrization of implicit Monte Carlo samplers
Jonathan Goodman, Kevin K. Lin, Matthias Morzfeld
Implicit samplers are algorithms for producing independent, weighted samples from multi-variate probability distributions. These are often applied in Bayesian data assimilation alg…
math.NA2014★ 58 cited
Limitations of polynomial chaos expansions in the Bayesian solution of inverse problems
Fei Lu, Matthias Morzfeld, Xuemin Tu +1
Polynomial chaos expansions are used to reduce the computational cost in the Bayesian solutions of inverse problems by creating a surrogate posterior that can be evaluated inexpens…