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math.NA2021★ 1 cited
Computing eigenfunctions of the multidimensional Ornstein-Uhlenbeck operator
Benjamin J. Zhang, Tuhin Sahai, Youssef M. Marzouk
We discuss approaches to computing eigenfunctions of the Ornstein--Uhlenbeck (OU) operator in more than two dimensions. While the spectrum of the OU operator and theoretical proper…
math.ST2021
Sparse approximation of triangular transports. Part II: the infinite dimensional case
Jakob Zech, Youssef Marzouk
For two probability measures and on we investigate the approximation of the triangular Knothe-Rosenblatt transport $T:[-1,1]^{\mathbb{N}}\to [-1,1]^{\…
stat.ME2021
Bayesian inference under model misspecification using transport-Lagrangian distances: an application to seismic inversion
Andrea Scarinci, Michael Fehler, Youssef Marzouk
Model misspecification constitutes a major obstacle to reliable inference in many inverse problems. Inverse problems in seismology, for example, are particularly affected by misspe…