activity
20142023
most citedDimension-independent likelihood-informed MCMC

186 citations · 711 across the 31 of their papers we have counts for

collaborators

32 papers

math.NA2023

Bernstein approximation and beyond: proofs by means of elementary probability theory

Tiangang Cui, Friedrich Pillichshammer

Bernstein polynomials provide a constructive proof for the Weierstrass approximation theorem, which states that every continuous function on a closed bounded interval can be unifor…

math.NA2023

Quasi-Monte Carlo methods for mixture distributions and approximated distributions via piecewise linear interpolation

Tiangang Cui, Josef Dick, Friedrich Pillichshammer

We study numerical integration over bounded regions in with respect to some probability measure. We replace random sampling with quasi-Monte Carlo methods, wh…

math.NA2023★ 1 cited

Self-reinforced polynomial approximation methods for concentrated probability densities

Tiangang Cui, Sergey Dolgov, Olivier Zahm

Transport map methods offer a powerful statistical learning tool that can couple a target high-dimensional random variable with some reference random variable using invertible tran…

math.NA2023

Multilevel Monte Carlo methods for stochastic convection-diffusion eigenvalue problems

Tiangang Cui, Hans De Sterck, Alexander D. Gilbert +2

We develop new multilevel Monte Carlo (MLMC) methods to estimate the expectation of the smallest eigenvalue of a stochastic convection-diffusion operator with random coefficients.…

math.NA2023★ 1 cited

Tensor-train methods for sequential state and parameter learning in state-space models

Yiran Zhao, Tiangang Cui

We consider sequential state and parameter learning in state-space models with intractable state transition and observation processes. By exploiting low-rank tensor train (TT) deco…

physics.comp-ph2022

A variational neural network approach for glacier modelling with nonlinear rheology

Tiangang Cui, Zhongjian Wang, Zhiwen Zhang

In this paper, we propose a mesh-free method to solve full stokes equation which models the glacier movement with nonlinear rheology. Our approach is inspired by the Deep-Ritz meth…