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07/26/2023
An Antithetic Multilevel Monte Carlo-Milstein Scheme for Stochastic Partial Differential Equations
We present a novel multilevel Monte Carlo approach for estimating quanti...
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07/19/2023
Deep Operator Network Approximation Rates for Lipschitz Operators
We establish universality and expression rate bounds for a class of neur...
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02/01/2023
Multilevel Markov Chain Monte Carlo for Bayesian Elliptic Inverse Problems with Besov Random Tree Priors
We propose a multilevel Monte Carlo-FEM algorithm to solve elliptic Baye...
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02/01/2023
Multilevel Monte Carlo FEM for Elliptic PDEs with Besov Random Tree Priors
We develop a multilevel Monte Carlo (MLMC)-FEM algorithm for linear, ell...
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01/09/2023
A-posteriori QMC-FEM error estimation for Bayesian inversion and optimal control with entropic risk measure
We propose a novel a-posteriori error estimation technique where the tar...
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10/31/2019