research
∙
11/22/2022
An Incremental Tensor Train Decomposition Algorithm
We present a new algorithm for incrementally updating the tensor-train d...
share
research
∙
01/26/2022
Control Variate Polynomial Chaos: Optimal Fusion of Sampling and Surrogates for Multifidelity Uncertainty Quantification
We present a hybrid sampling-surrogate approach for reducing the computa...
research
∙
01/07/2021
Ensemble approximate control variate estimators: Applications to multi-fidelity importance sampling
The recent growth in multi-fidelity uncertainty quantification has given...
research
∙
10/23/2019
Dynamic multi-agent assignment via discrete optimal transport
We propose an optimal solution to a deterministic dynamic assignment pro...
research
∙
11/12/2018
A Generalized Framework for Approximate Control Variates
We describe and analyze a Monte Carlo (MC) sampling framework for accele...
research
∙
01/03/2018
