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Volume 15, 2025 / Edição 2

DOI: 10.1615/Int.J.UncertaintyQuantification.v15.i2

Table of Contents:

BAYESIAN PARAMETER INFERENCE FOR PARTIALLY OBSERVED DIFFUSIONS USING MULTILEVEL STOCHASTIC RUNGE-KUTTA METHODS Pierre Del Moral, Shulan Hu, Ajay Jasra, Hamza Ruzayqat, Xinyu Wang

Pierre Del Moral
Institut de Mathematiques de Bordeaux, 33405 Bordeaux, France

Shulan Hu
School of Statistics and Mathematics, Zhongnan University of Economics and Law, China

Ajay Jasra
The Chinese University of Hong Kong, Shenzhen

Hamza Ruzayqat
Applied Mathematics and Computational Science Program, Computer, Electrical and Mathematical Sciences and Engineering Division, King Abdullah University of Science and Technology, Thuwal, 23955-6900, Saudi Arabia

Xinyu Wang
Wenlan School of Business, Zhongnan University of Economics and Law, China

1-18 páginas
DOI: 10.1615/Int.J.UncertaintyQuantification.2024051131

EXTREMES OF VECTOR-VALUED PROCESSES BY FINITE DIMENSIONAL MODELS Hui Xu, Mircea D. Grigoriu

Hui Xu
Cornell University

Mircea D. Grigoriu
School of Civil and Environmental Engineering, Cornell University, Ithaca, NY 14850, USA

19-41 páginas
DOI: 10.1615/Int.J.UncertaintyQuantification.2024051826

COVARIANCE ESTIMATION USING h-STATISTICS IN MONTE CARLO AND MULTILEVEL MONTE CARLO METHODS Sharana Kumar Shivanand

Sharana Kumar Shivanand
Karlsruhe Institute of Technology

43-64 páginas
DOI: 10.1615/Int.J.UncertaintyQuantification.2024051528

VARIANCE-BASED SENSITIVITY OF BAYESIAN INVERSE PROBLEMS TO THE PRIOR DISTRIBUTION John E. Darges, Alen Alexanderian, Pierre A. Gremaud

John E. Darges
North Carolina State University

Alen Alexanderian
North Carolina State University

Pierre A. Gremaud
Department of Mathematics, North Carolina State University, Raleigh, NC; The Graduate School, North Carolina State University, Raleigh, NC

65-90 páginas
DOI: 10.1615/Int.J.UncertaintyQuantification.2024051475

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