1 citations · 1 across the 3 of their papers we have counts for
6 papers
Geometrically adapted Langevin dynamics for Markov chain Monte Carlo simulations
Mariya Mamajiwala, Debasish Roy, Serge Guillas
Markov Chain Monte Carlo (MCMC) is one of the most powerful methods to sample from a given probability distribution, of which the Metropolis Adjusted Langevin Algorithm (MALA) is a…
Performance analysis of Volna-OP2 -- massively parallel code for tsunami modelling
Daniel Giles, Eugene Kashdan, Dimitra M. Salmanidou +2
The software package Volna-OP2 is a robust and efficient code capable of simulating the complete life cycle of a tsunami whilst harnessing the latest High Performance Computing (HP…
Linked Gaussian Process Emulation for Systems of Computer Models using Matérn Kernels and Adaptive Design
Deyu Ming, Serge Guillas
The state-of-the-art linked Gaussian process offers a way to build analytical emulators for systems of computer models. We generalize the closed form expressions for the linked Gau…
Computationally efficient surrogate-based optimization of coastal storm waves heights and run-ups
Theodoros Mathikolonis, Volker Roeber, Serge Guillas
Storm surges cause coastal inundations due to the setup of the water surface resulting from atmospheric pressure, surface winds and breaking waves. The latter is particularly diffi…
Surrogate-based Optimization using Mutual Information for Computer Experiments (optim-MICE)
Theodoros Mathikolonis, Serge Guillas
The computational burden of running a complex computer model can make optimization impractical. Gaussian Processes (GPs) are statistical surrogates (also known as emulators) that a…
Efficient spatial modelling using the SPDE approach with bivariate splines
Xiaoyu Liu, Serge Guillas, Ming-Jun Lai
Gaussian fields (GFs) are frequently used in spatial statistics for their versatility. The associated computational cost can be a bottleneck, especially in realistic applications.…