SIAM-ASA Journal on Uncertainty Quantification

Papers
(The median citation count of SIAM-ASA Journal on Uncertainty Quantification is 1. The table below lists those papers that are above that threshold based on CrossRef citation counts [max. 250 papers]. The publications cover those that have been published in the past four years, i.e., from 2021-11-01 to 2025-11-01.)
ArticleCitations
Reduced-Order Modeling with Time-Dependent Bases for PDEs with Stochastic Boundary Conditions25
A Lagged Particle Filter for Stable Filtering of Certain High-Dimensional State-Space Models20
Large Deviation Theory-based Adaptive Importance Sampling for Rare Events in High Dimensions19
Ensemble Kalman Filters with Resampling17
Adaptive Operator Learning for Infinite-Dimensional Bayesian Inverse Problems16
Cross-Validation--based Adaptive Sampling for Gaussian Process Models15
Analysis of a Class of Multilevel Markov Chain Monte Carlo Algorithms Based on Independent Metropolis–Hastings14
Intermediate Variable Emulation: Using Internal Processes in Simulators to Build More Informative Emulators13
Conditional Optimal Transport on Function Spaces13
Computationally Efficient Sampling Methods for Sparsity Promoting Hierarchical Bayesian Models12
APIK: Active Physics-Informed Kriging Model with Partial Differential Equations12
Uncertainty Quantification of Inclusion Boundaries in the Context of X-Ray Tomography12
Leveraging Joint Sparsity in Hierarchical Bayesian Learning11
A Variational Inference Approach to Inverse Problems with Gamma Hyperpriors11
A Fast and Scalable Computational Framework for Large-Scale High-Dimensional Bayesian Optimal Experimental Design11
Rank Bounds for Approximating Gaussian Densities in the Tensor-Train Format10
Calibration of Inexact Computer Models with Heteroscedastic Errors10
Antithetic Multilevel Methods for Elliptic and Hypoelliptic Diffusions with Applications10
Leveraging Viscous Hamilton–Jacobi PDEs for Uncertainty Quantification in Scientific Machine Learning10
Parameter Inference Based on Gaussian Processes Informed by Nonlinear Partial Differential Equations9
Robust Kalman and Bayesian Set-Valued Filtering and Model Validation for Linear Stochastic Systems9
Harmonizable Nonstationary Processes9
Bayesian Inference of an Uncertain Generalized Diffusion Operator9
Deep Learning for Model Correction of Dynamical Systems with Data Scarcity9
Asymptotic Bounds for Smoothness Parameter Estimates in Gaussian Process Interpolation9
Multifidelity Surrogate Modeling for Time-Series Outputs8
Regularization for the Approximation of Functions by Mollified Discretization Methods8
Generalized Bayesian MARS: Tools for Stochastic Computer Model Emulation8
Extrapolated Polynomial Lattice Rule Integration in Computational Uncertainty Quantification8
Surrogate-Based Global Sensitivity Analysis with Statistical Guarantees via Floodgate8
Finite Sample Approximations of Exact and Entropic Wasserstein Distances Between Covariance Operators and Gaussian Processes8
Calculation of Epidemic First Passage and Peak Time Probability Distributions7
Complete Deterministic Dynamics and Spectral Decomposition of the Linear Ensemble Kalman Inversion7
Bayesian Inference with Projected Densities7
Multilevel Delayed Acceptance MCMC7
Uniform Error Bounds of the Ensemble Transform Kalman Filter for Chaotic Dynamics with Multiplicative Covariance Inflation7
A Theoretical Framework of the Scaled Gaussian Stochastic Process in Prediction and Calibration6
Multilevel Markov Chain Monte Carlo with Likelihood Scaling for Bayesian Inversion with High-resolution Observations6
Robust Level-Set-Based Topology Optimization Under Uncertainties Using Anchored ANOVA Petrov–Galerkin Method6
Model Uncertainty and Correctability for Directed Graphical Models6
Robust A-Optimal Experimental Design for Sensor Placement in Bayesian Linear Inverse Problems6
On the Deep Active-Subspace Method6
Uncertainty Quantification in Machine Learning Based Segmentation: A Post-Hoc Approach for Left Ventricle Volume Estimation in MRI6
Discovering the Unknowns: A First Step6
An Inverse Source Problem for the Stochastic Multiterm Time-Fractional Diffusion-Wave Equation6
Quantifying the Effect of Random Dispersion for Logarithmic Schrödinger Equation6
Equispaced Fourier Representations for Efficient Gaussian Process Regression from a Billion Data Points6
Statistical Guarantees of Group-Invariant GANs6
Test Comparison for Sobol Indices over Nested Sets of Variables6
Gaussian Processes with Input Location Error and Applications to the Composite Parts Assembly Process5
Proportional Marginal Effects for Global Sensitivity Analysis5
Quantifying Spatio-Temporal Boundary Condition Uncertainty for the North American Deglaciation5
Tensor Train Based Sampling Algorithms for Approximating Regularized Wasserstein Proximal Operators5
Nonparametric Estimation for Independent and Identically Distributed Stochastic Differential Equations with Space-Time Dependent Coefficients5
Dimension Free Nonasymptotic Bounds on the Accuracy of High-Dimensional Laplace Approximation5
Covariance Expressions for Multifidelity Sampling with Multioutput, Multistatistic Estimators: Application to Approximate Control Variates5
Stacking Designs: Designing Multifidelity Computer Experiments with Target Predictive Accuracy5
Sequentially Refined Latin Hypercube Designs with Flexibly and Adaptively Chosen Sample Sizes5
Gaussian Process Regression on Nested Spaces5
Hyperparameter Estimation for Sparse Bayesian Learning Models4
Weighted Leave-One-Out Cross Validation4
Low-dimensional Subspace Regularization through Structured Tensor Priors4
Analysis of a Computational Framework for Bayesian Inverse Problems: Ensemble Kalman Updates and MAP Estimators under Mesh Refinement4
Reliable Error Estimates for Optimal Control of Linear Elliptic PDEs with Random Inputs4
Statistical Finite Elements via Interacting Particle Langevin Dynamics4
An Order-Theoretic Perspective on Modes and Maximum A Posteriori Estimation in Bayesian Inverse Problems4
Certified Multifidelity Zeroth-Order Optimization4
Quantifying Domain Uncertainty in Linear Elasticity4
Shape Optimization under Constraints on the Probability of a Quadratic Functional to Exceed a Given Threshold4
A Spline Dimensional Decomposition for Uncertainty Quantification in High Dimensions4
Projective Integral Updates for High-Dimensional Variational Inference4
Empirical Bayesian Inference Using a Support Informed Prior3
Scalable Method for Bayesian Experimental Design without Integrating over Posterior Distribution3
The Zero Problem: Gaussian Process Emulators for Range-Constrained Computer Models3
Covariate-Informed Bifidelity Bias Correction of Distributional Output3
Quantification of Errors Generated by Uncertain Data in a Linear Boundary Value Problem Using Neural Networks3
A Comparative Study of Polynomial-Type Chaos Expansions for Indicator Functions3
A Method of Moments Estimator for Interacting Particle Systems and their Mean Field Limit3
Projected Wasserstein Gradient Descent for High-Dimensional Bayesian Inference3
Generative Stochastic Modeling of Strongly Nonlinear Flows with Non-Gaussian Statistics3
Learning Inducing Points and Uncertainty on Molecular Data by Scalable Variational Gaussian Processes3
Perron–Frobenius Operator Filter for Stochastic Dynamical Systems3
Wavelet-Based Density Estimation for Persistent Homology3
The Ensemble Kalman Filter for Rare Event Estimation3
Continuum Covariance Propagation for Understanding Variance Loss in Advective Systems3
Polynomial Chaos Surrogate Construction for Random Fields with Parametric Uncertainty3
Nonparametric Posterior Learning for Emission Tomography3
Quantifying and Managing Uncertainty in Piecewise-Deterministic Markov Processes3
Nonasymptotic Bounds for Suboptimal Importance Sampling2
Sensitivity Analysis of Quasi-Stationary Distributions (QSDs) of Mass-Action Systems2
Generalized Sparse Bayesian Learning and Application to Image Reconstruction2
Non-convergence to Global Minimizers for Adam and Stochastic Gradient Descent Optimization and Constructions of Local Minimizers in the Training of Artificial Neural Networks2
Precision and Cholesky Factor Estimation for Gaussian Processes2
Strong Rates of Convergence of a Splitting Scheme for Schrödinger Equations with Nonlocal Interaction Cubic Nonlinearity and White Noise Dispersion2
On Negative Transfer and Structure of Latent Functions in Multioutput Gaussian Processes2
A Stochastic Levenberg--Marquardt Method Using Random Models with Complexity Results2
A General Framework of Rotational Sparse Approximation in Uncertainty Quantification2
Analysis of Nested Multilevel Monte Carlo Using Approximate Normal Random Variables2
Noise Level Free Regularization of General Linear Inverse Problems under Unconstrained White Noise2
Sampling Low-Fidelity Outputs for Estimation of High-Fidelity Density and Its Tails2
An Inverse Random Source Problem for the Biharmonic Wave Equation2
Towards Practical Large-Scale Randomized Iterative Least Squares Solvers through Uncertainty Quantification2
Certified Dimension Reduction for Bayesian Updating with the Cross-Entropy Method2
A Multilevel Stochastic Collocation Method for Schrödinger Equations with a Random Potential2
Wasserstein Sensitivity of Risk and Uncertainty Propagation2
Ensemble Markov Chain Monte Carlo with Teleporting Walkers2
Efficient Kriging Using Interleaved Lattice-Based Designs with Low Fill and High Separation Distance Properties2
Sampling-based Spotlight SAR Image Reconstruction from Phase History Data for Speckle Reduction and Uncertainty Quantification1
Risk-Adapted Optimal Experimental Design1
Multilevel Monte Carlo Metamodeling for Variance Function Estimation1
Parameter Selection in Gaussian Process Interpolation: An Empirical Study of Selection Criteria1
Asymptotic Theory of \(\boldsymbol \ell _1\) -Regularized PDE Identification from a Single Noisy Trajectory1
Adaptive Multilevel Subset Simulation with Selective Refinement1
An Approximate Control Variates Approach to Multifidelity Distribution Estimation1
Hierarchical Shrinkage Gaussian Processes: Applications to Computer Code Emulation and Dynamical System Recovery1
Varying Coefficient Models and Design Choice for Bayes Linear Emulation of Complex Computer Models with Limited Model Evaluations1
Conditional Sampling with Monotone GANs: From Generative Models to Likelihood-Free Inference1
The Bayesian Approach to Inverse Robin Problems1
Consistency of Bayesian Inference for a Subdiffusion Equation1
Fully Bayesian Inference for Latent Variable Gaussian Process Models1
Covariance-Free Bifidelity Control Variates Importance Sampling for Rare Event Reliability Analysis1
Accelerate Langevin Sampling with Birth-Death Process and Exploration Component1
Superfloe Parameterization with Physics Constraints for Uncertainty Quantification of Sea Ice Floes1
On the Generalized Langevin Equation for Simulated Annealing1
A Hybrid Gibbs Sampler for Edge-Preserving Tomographic Reconstruction with Uncertain View Angles1
Scalable Bayesian Physics-Informed Kolmogorov-Arnold Networks1
Penalized Projected Kernel Calibration for Computer Models1
Are Minimizers of the Onsager–Machlup Functional Strong Posterior Modes?1
Stochastic Galerkin Methods for Linear Stability Analysis of Systems with Parametric Uncertainty1
A Simple, Bias-free Approximation of Covariance Functions by the Multilevel Monte Carlo Method Having Nearly Optimal Complexity1
Adaptive Design for Contour Estimation from Computer Experiments with Quantitative and Qualitative Inputs1
Entropy-Based Burn-in Time Analysis and Ranking for (A)MCMC Algorithms in High Dimension1
Finite-Dimensional Models for Response Analysis1
Sparse Inverse Cholesky Factorization of Dense Kernel Matrices by Greedy Conditional Selection1
Theoretical Guarantees for the Statistical Finite Element Method1
Space-time Multilevel Quadrature Methods and their Application for Cardiac Electrophysiology1
Mean Field Games for Controlling Coherent Structures in Nonlinear Fluid Systems1
Gradient-Adjusted Underdamped Langevin Dynamics for Sampling1
HMC and Underdamped Langevin United in the Unadjusted Convex Smooth Case1
Adaptive Uncertainty Quantification for Stochastic Hyperbolic Conservation Laws1
Data-Driven Rules for Multidimensional Reflection Problems1
Advancing Inverse Scattering with Surrogate Modeling and Bayesian Inference for Functional Inputs1
Feature Calibration for Computer Models1
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