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01/31/2023
Application of dimension truncation error analysis to high-dimensional function approximation
Parametric mathematical models such as partial differential equations wi...
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09/13/2022
Generalized dimension truncation error analysis for high-dimensional numerical integration: lognormal setting and beyond
Partial differential equations (PDEs) with uncertain or random inputs ha...
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08/04/2022
Parabolic PDE-constrained optimal control under uncertainty with entropic risk measure using quasi-Monte Carlo integration
We study the application of a tailored quasi-Monte Carlo (QMC) method to...
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12/21/2021
A General Framework for Machine Learning based Optimization Under Uncertainty
We propose a general framework for machine learning based optimization u...
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09/29/2021
Multilevel Quasi-Monte Carlo for Optimization under Uncertainty
This paper considers the problem of optimizing the average tracking erro...
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05/05/2020
Ensemble Kalman filter for neural network based one-shot inversion
We study the use of novel techniques arising in machine learning for inv...
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10/22/2019