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05/04/2023
Multilevel Monte Carlo estimators for derivative-free optimization under uncertainty
Optimization is a key tool for scientific and engineering applications, ...
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02/27/2023
An Approximation Theory Framework for Measure-Transport Sampling Algorithms
This article presents a general approximation-theoretic framework to ana...
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02/14/2023
Transport map unadjusted Langevin algorithms
Langevin dynamics are widely used in sampling high-dimensional, non-Gaus...
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06/22/2022
Bayesian model calibration for block copolymer self-assembly: Likelihood-free inference and expected information gain computation via measure transport
We consider the Bayesian calibration of models describing the phenomenon...
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10/07/2021
Computing eigenfunctions of the multidimensional Ornstein-Uhlenbeck operator
We discuss approaches to computing eigenfunctions of the Ornstein–Uhlenb...
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08/18/2021
Geometry-informed irreversible perturbations for accelerated convergence of Langevin dynamics
We introduce a novel geometry-informed irreversible perturbation that ac...
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06/09/2020
Cross-entropy-based importance sampling with failure-informed dimension reduction for rare event simulation
The estimation of rare event or failure probabilities in high dimensions...
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06/24/2019
Bayesian waveform-based calibration of high-pressure acoustic emission systems with ball drop measurements
Acoustic emission (AE) is a widely used technology to study source mecha...
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03/26/2019
A layered multiple importance sampling scheme for focused optimal Bayesian experimental design
We develop a new computational approach for "focused" optimal Bayesian e...
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04/28/2016
Sequential Bayesian optimal experimental design via approximate dynamic programming
The design of multiple experiments is commonly undertaken via suboptimal...
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08/20/2011
