activity
20162024
most citedA Low-rank Control Variate for Multilevel Monte Carlo Simulation of High-dimensional Uncertain Systems

54 citations · 81 across the 7 of their papers we have counts for

collaborators

7 papers

math.NA2024

Scalable Multilevel Monte Carlo Methods Exploiting Parallel Redistribution on Coarse Levels

Hillary R. Fairbanks, Delyan Z. Kalchev, Chak Shing Lee +1

We study an element agglomeration coarsening strategy that requires data redistribution at coarse levels when the number of coarse elements becomes smaller than the used computatio…

stat.ML2024

Accelerating Multilevel Markov Chain Monte Carlo Using Machine Learning Models

Sohail Reddy, Hillary Fairbanks

This work presents an efficient approach for accelerating multilevel Markov Chain Monte Carlo (MCMC) sampling for large-scale problems using low-fidelity machine learning models. W…

math.NA2020

Multilevel Hierarchical Decomposition of Finite Element White Noise with Application to Multilevel Markov Chain Monte Carlo

Hillary R. Fairbanks, Umberto Villa, Panayot S. Vassilevski

In this work we develop a new hierarchical multilevel approach to generate Gaussian random field realizations in an algorithmically scalable manner that is well-suited to incorpora…

physics.comp-ph2018

Bi-fidelity approximation for uncertainty quantification and sensitivity analysis of irradiated particle-laden turbulence

Hillary R. Fairbanks, Lluis Jofre, Gianluca Geraci +2

Efficiently performing predictive studies of irradiated particle-laden turbulent flows has the potential of providing significant contributions towards better understanding and opt…

physics.comp-ph2018★ 24 cited

Multi-fidelity uncertainty quantification of irradiated particle-laden turbulence

Lluis Jofre, Gianluca Geraci, Hillary Fairbanks +2

The study of complex systems is often based on computationally intensive, high-fidelity, simulations. To build confidence in the prediction accuracy of such simulations, the impact…

math.NA2017★ 3 cited

Parametric/Stochastic Model Reduction: Low-Rank Representation, Non-Intrusive Bi-Fidelity Approximation, and Convergence Analysis

Jerrad Hampton, Hillary Fairbanks, Akil Narayan +1

For practical model-based demands, such as design space exploration and uncertainty quantification (UQ), a high-fidelity model that produces accurate outputs often has high computa…

stat.CO2016★ 54 cited

A Low-rank Control Variate for Multilevel Monte Carlo Simulation of High-dimensional Uncertain Systems

Hillary Fairbanks, Alireza Doostan, Christian Ketelsen +1

Multilevel Monte Carlo (MLMC) is a recently proposed variation of Monte Carlo (MC) simulation that achieves variance reduction by simulating the governing equations on a series of…