activity
20122022
most citedStatistical emulation of a tsunami model for sensitivity analysis and uncertainty quantification

62 citations · 126 across the 13 of their papers we have counts for

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2 papers · 1 filter

stat.ME2022

Multilevel Bayesian Quadrature

Kaiyu Li, Daniel Giles, Toni Karvonen +2

Multilevel Monte Carlo is a key tool for approximating integrals involving expensive scientific models. The idea is to use approximations of the integrand to construct an estimator…

stat.AP2022

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…