A Practical Example for the Non-linear Bayesian Filtering of Model Parameters
Lecture Notes in Computational Science and Engineering
Springer International Publishing
2020
On the Well-posedness of Bayesian Inverse Problems
SIAM/ASA Journal on Uncertainty Quantification
2020
8
1
451-482
On Multilevel Best Linear Unbiased Estimators
SIAM/ASA Journal on Uncertainty Quantification
2020
8
2
jan
601--635
Multilevel Sequential Importance Sampling for Rare Event Estimation
SIAM Journal on Scientific Computing
2020
42
4
A2062--A2087
Multilevel Adaptive Sparse Leja Approximations for Bayesian Inverse Problems
SIAM Journal on Scientific Computing
2020
42
1
jan
A424--A451
Certified and fast computations with shallow covariance kernels
Foundations of Data Science
2020
2
4
487--512