25 citations · 88 across the 20 of their papers we have counts for
4 papers · 1 filter
Uniformly Efficient Simulation for Extremes of Gaussian Random Fields
Xiaoou Li, Gongjun Xu
This paper considers the problem of simultaneously estimating rare-event probabilities for a class of Gaussian random fields. A conventional rare-event simulation method is usually…
Moderate Deviation for Random Elliptic PDEs with Small Noise
Xiaoou Li, Jingchen Liu, Jianfeng Lu +1
Partial differential equations with random inputs have become popular models to characterize physical systems with uncertainty coming from, e.g., imprecise measurement and intrinsi…
A Multilevel Approach towards Unbiased Sampling of Random Elliptic Partial Differential Equations
Xiaoou Li, Jingchen Liu
Partial differential equation is a powerful tool to characterize various physics systems. In practice, measurement errors are often present and probability models are employed to a…
Rare-event Simulation and Efficient Discretization for the Supremum of Gaussian Random Fields
Xiaoou Li, Jingchen Liu
In this paper, we consider a classic problem concerning the high excursion probabilities of a Gaussian random field living on a compact set . We develop efficient computatio…