activity
20162026
most citedA layered multiple importance sampling scheme for focused optimal Bayesian experimental design

14 citations · 30 across the 12 of their papers we have counts for

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Showing 2020Show all

5 papers · 1 filter

physics.plasm-ph2020

Inference of Experimental Radial Impurity Transport on Alcator C-Mod: Bayesian Parameter Estimation and Model Selection

F. Sciortino, N. T. Howard, E. S. Marmar +11

We present a fully Bayesian approach for the inference of radial profiles of impurity transport coefficients and compare its results to neoclassical, gyrofluid and gyrokinetic mode…

stat.CO2020

Cross-entropy-based importance sampling with failure-informed dimension reduction for rare event simulation

Felipe Uribe, Iason Papaioannou, Youssef M. Marzouk +1

The estimation of rare event or failure probabilities in high dimensions is of interest in many areas of science and technology. We consider problems where the rare event is expres…

stat.CO2020

Low-rank multi-parametric covariance identification

Antoni Musolas, Estelle Massart, Julien M. Hendrickx +2

We propose a differential geometric construction for families of low-rank covariance matrices, via interpolation on low-rank matrix manifolds. In contrast with standard parametric…

stat.CO2020

Data-Driven Forward Discretizations for Bayesian Inversion

Daniele Bigoni, Yuming Chen, Nicolas Garcia Trillos +2

This paper suggests a framework for the learning of discretizations of expensive forward models in Bayesian inverse problems. The main idea is to incorporate the parameters governi…

stat.CO2020

Geodesically parameterized covariance estimation

Antoni Musolas, Steven T. Smith, Youssef Marzouk

Statistical modeling of spatiotemporal phenomena often requires selecting a covariance matrix from a covariance class. Yet standard parametric covariance families can be insufficie…