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ISSN Print: 2152-5080
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Forthcoming Articles
Regularizing nested Monte Carlo Sobol' index estimators to balance the trade-off between explorations and repetitions in global sensitivity analysis of stochastic models
Henri Mermoz Kouye, Gildas Mazo
Henri Mermoz Kouye
Gildas Mazo
Stein Variational Rare Event Simulation
Max Ehre, Iason Papaioannou, Daniel Straub
Max Ehre
Iason Papaioannou
Daniel Straub
Quasi-Monte Carlo sparse grid Galerkin finite element methods for linear elasticity equations with uncertainties
Michael Clarke, Josef Dick, Quoc Le Gia, Kassem Mustapha, Thanh Tran
Michael Clarke
Josef Dick
Quoc Le Gia
Kassem Mustapha
Thanh Tran
Efficient treatment of the model error in the calibration of computer codes: the Complete Maximum a Posteriori method
Omar Kahol, Pietro Marco Congedo, Olivier Le Maître, Enora Denimal Goy
Omar Kahol
Pietro Marco Congedo
Olivier Le Maître
Enora Denimal Goy
Stochastic Galerkin method for linear fractional differential equations
Roland Pulch, Abhishek Kumar Singh
Roland Pulch
Abhishek Kumar Singh |
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