Algorithm X: The Sparse Grids Matlab Kit - a Matlab implementation of sparse grids for high-dimensional function approximation and uncertainty quantification

hIPPYlib-MUQ: A Bayesian Inference Software Framework for Integration of Data with Complex Predictive Models under Uncertainty

(2023) Ki-Tae Kim et al.   ACM TRANSACTIONS ON MATHEMATICAL SOFTWARE

Sparse-grids uncertainty quantification of part-scale additive manufacturing processes

(2023) Mihaela Chiappetta et al.   INTERNATIONAL JOURNAL OF MECHANICAL SCIENCES

Comparing multi-index stochastic collocation and multi-fidelity stochastic radial basis functions for forward uncertainty quantification of ship resistance

(2022) Chiara Piazzola et al.   ENGINEERING WITH COMPUTERS

On the Convergence of Adaptive Stochastic Collocation for Elliptic Partial Differential Equations with Affine Diffusion

(2022) Martin Eigel et al.   SIAM JOURNAL ON NUMERICAL ANALYSIS

High-Dimensional Dynamic Stochastic Model Representation

(2022) Aryan Eftekhari et al.   SIAM JOURNAL ON SCIENTIFIC COMPUTING

UncertainSCI: Uncertainty quantification for computational models in biomedicine and bioengineering

(2022) Akil Narayan et al.   COMPUTERS IN BIOLOGY AND MEDICINE

B-splines on sparse grids for surrogates in uncertainty quantification

(2021) Michael F. Rehme et al.   RELIABILITY ENGINEERING & SYSTEM SAFETY

Convergence of adaptive stochastic collocation with finite elements

(2021) Michael Feischl et al.   COMPUTERS & MATHEMATICS WITH APPLICATIONS

A note on tools for prediction under uncertainty and identifiability of SIR-like dynamical systems for epidemiology

(2020) Chiara Piazzola et al.   MATHEMATICAL BIOSCIENCES

Uncertainty Quantification of geochemical and mechanical compaction in layered sedimentary basins

(2018) Ivo Colombo et al.   COMPUTER METHODS IN APPLIED MECHANICS AND ENGINEERING

Convergence of Sparse Collocation for Functions of Countably Many Gaussian Random Variables (with Application to Elliptic PDEs)

(2018) Oliver G. Ernst et al.   SIAM JOURNAL ON NUMERICAL ANALYSIS

Multivariate Polynomial Chaos Expansions with Dependent Variables

(2018) Jonathan Feinberg et al.   SIAM JOURNAL ON SCIENTIFIC COMPUTING

A dynamically adaptive sparse grids method for quasi-optimal interpolation of multidimensional functions

(2016) Miroslav K. Stoyanov et al.   COMPUTERS & MATHEMATICS WITH APPLICATIONS

Compressive sampling of polynomial chaos expansions: Convergence analysis and sampling strategies

(2015) Jerrad Hampton et al.   JOURNAL OF COMPUTATIONAL PHYSICS

Convergence of quasi-optimal sparse-grid approximation of Hilbert-space-valued functions: application to random elliptic PDEs

(2015) F. Nobile et al.   NUMERISCHE MATHEMATIK

Chaospy: An open source tool for designing methods of uncertainty quantification

(2015) Jonathan Feinberg et al.   Journal of Computational Science

Adaptive Leja Sparse Grid Constructions for Stochastic Collocation and High-Dimensional Approximation

(2014) Akil Narayan et al.   SIAM JOURNAL ON SCIENTIFIC COMPUTING

A Computational Framework for Infinite-Dimensional Bayesian Inverse Problems, Part II: Stochastic Newton MCMC with Application to Ice Sheet Flow Inverse Problems

(2014) Noemi Petra et al.   SIAM JOURNAL ON SCIENTIFIC COMPUTING

High-Dimensional Adaptive Sparse Polynomial Interpolation and Applications to Parametric PDEs

(2013) Abdellah Chkifa et al.   FOUNDATIONS OF COMPUTATIONAL MATHEMATICS

Sparse, adaptive Smolyak quadratures for Bayesian inverse problems

(2013) Claudia Schillings et al.   INVERSE PROBLEMS

DM haloes in the fifth-force cosmology

(2013) Wojciech A Hellwing et al.   JOURNAL OF COSMOLOGY AND ASTROPARTICLE PHYSICS

A Computational Framework for Infinite-Dimensional Bayesian Inverse Problems Part I: The Linearized Case, with Application to Global Seismic Inversion

(2013) Tan Bui-Thanh et al.   SIAM JOURNAL ON SCIENTIFIC COMPUTING

Global sensitivity analysis through polynomial chaos expansion of a basin-scale geochemical compaction model

(2012) Luca Formaggia et al.   COMPUTATIONAL GEOSCIENCES

Sparse adaptive Taylor approximation algorithms for parametric and stochastic elliptic PDEs

(2012) Abdellah Chkifa et al.   ESAIM-MATHEMATICAL MODELLING AND NUMERICAL ANALYSIS-MODELISATION MATHEMATIQUE ET ANALYSE NUMERIQUE

On the convergence of generalized polynomial chaos expansions

(2011) Oliver G. Ernst et al.   ESAIM-MATHEMATICAL MODELLING AND NUMERICAL ANALYSIS-MODELISATION MATHEMATIQUE ET ANALYSE NUMERIQUE

Spatially adaptive sparse grids for high-dimensional data-driven problems

(2010) Dirk Pflüger et al.   JOURNAL OF COMPLEXITY

An adaptive high-dimensional stochastic model representation technique for the solution of stochastic partial differential equations

(2010) Xiang Ma et al.   JOURNAL OF COMPUTATIONAL PHYSICS

Adaptive sparse polynomial chaos expansion based on least angle regression

(2010) Géraud Blatman et al.   JOURNAL OF COMPUTATIONAL PHYSICS

Sparse Spectral Approximations of High-Dimensional Problems Based on Hyperbolic Cross

(2010) Jie Shen et al.   SIAM JOURNAL ON NUMERICAL ANALYSIS

An Anisotropic Sparse Grid Stochastic Collocation Method for Partial Differential Equations with Random Input Data

(2008) F. Nobile et al.   SIAM JOURNAL ON NUMERICAL ANALYSIS

A Sparse Grid Stochastic Collocation Method for Partial Differential Equations with Random Input Data

(2008) F. Nobile et al.   SIAM JOURNAL ON NUMERICAL ANALYSIS

Global sensitivity analysis using polynomial chaos expansions

(2007) Bruno Sudret   RELIABILITY ENGINEERING & SYSTEM SAFETY