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 2021-05-01 to 2025-05-01.)
ArticleCitations
A Lagged Particle Filter for Stable Filtering of Certain High-Dimensional State-Space Models23
Cross-Validation--based Adaptive Sampling for Gaussian Process Models17
Large Deviation Theory-based Adaptive Importance Sampling for Rare Events in High Dimensions15
Ensemble Kalman Filters with Resampling14
Adaptive Operator Learning for Infinite-Dimensional Bayesian Inverse Problems11
Conditional Optimal Transport on Function Spaces10
Analysis of a Class of Multilevel Markov Chain Monte Carlo Algorithms Based on Independent Metropolis–Hastings10
A Variational Inference Approach to Inverse Problems with Gamma Hyperpriors10
Reduced-Order Modeling with Time-Dependent Bases for PDEs with Stochastic Boundary Conditions10
A Fast and Scalable Computational Framework for Large-Scale High-Dimensional Bayesian Optimal Experimental Design9
Computationally Efficient Sampling Methods for Sparsity Promoting Hierarchical Bayesian Models8
Leveraging Joint Sparsity in Hierarchical Bayesian Learning8
APIK: Active Physics-Informed Kriging Model with Partial Differential Equations8
Intermediate Variable Emulation: Using Internal Processes in Simulators to Build More Informative Emulators8
Calibration of Inexact Computer Models with Heteroscedastic Errors7
Bayesian Inference of an Uncertain Generalized Diffusion Operator7
Asymptotic Bounds for Smoothness Parameter Estimates in Gaussian Process Interpolation7
Rank Bounds for Approximating Gaussian Densities in the Tensor-Train Format7
Uncertainty Quantification of Inclusion Boundaries in the Context of X-Ray Tomography7
Bayesian Inference with Projected Densities6
Generalized Bayesian MARS: Tools for Stochastic Computer Model Emulation6
Finite Sample Approximations of Exact and Entropic Wasserstein Distances Between Covariance Operators and Gaussian Processes6
Extrapolated Polynomial Lattice Rule Integration in Computational Uncertainty Quantification6
Multifidelity Surrogate Modeling for Time-Series Outputs6
Uniform Error Bounds of the Ensemble Transform Kalman Filter for Chaotic Dynamics with Multiplicative Covariance Inflation6
Leveraging Viscous Hamilton–Jacobi PDEs for Uncertainty Quantification in Scientific Machine Learning6
Harmonizable Nonstationary Processes6
Surrogate-Based Global Sensitivity Analysis with Statistical Guarantees via Floodgate6
Multilevel Delayed Acceptance MCMC6
Robust Kalman and Bayesian Set-Valued Filtering and Model Validation for Linear Stochastic Systems6
Parameter Inference Based on Gaussian Processes Informed by Nonlinear Partial Differential Equations6
An Inverse Source Problem for the Stochastic Multiterm Time-Fractional Diffusion-Wave Equation5
Quantifying the Effect of Random Dispersion for Logarithmic Schrödinger Equation5
Calculation of Epidemic First Passage and Peak Time Probability Distributions5
Robust Level-Set-Based Topology Optimization Under Uncertainties Using Anchored ANOVA Petrov–Galerkin Method5
On the Deep Active-Subspace Method5
Complete Deterministic Dynamics and Spectral Decomposition of the Linear Ensemble Kalman Inversion5
A Theoretical Framework of the Scaled Gaussian Stochastic Process in Prediction and Calibration5
Multilevel Markov Chain Monte Carlo with Likelihood Scaling for Bayesian Inversion with High-resolution Observations5
Discovering the Unknowns: A First Step4
Equispaced Fourier Representations for Efficient Gaussian Process Regression from a Billion Data Points4
Uncertainty Quantification in Machine Learning Based Segmentation: A Post-Hoc Approach for Left Ventricle Volume Estimation in MRI4
Nonparametric Estimation for Independent and Identically Distributed Stochastic Differential Equations with Space-Time Dependent Coefficients4
Test Comparison for Sobol Indices over Nested Sets of Variables4
Proportional Marginal Effects for Global Sensitivity Analysis4
Stacking Designs: Designing Multifidelity Computer Experiments with Target Predictive Accuracy4
Model Uncertainty and Correctability for Directed Graphical Models4
Gaussian Processes with Input Location Error and Applications to the Composite Parts Assembly Process4
Covariance Expressions for Multifidelity Sampling with Multioutput, Multistatistic Estimators: Application to Approximate Control Variates4
Empirical Bayesian Inference Using a Support Informed Prior3
A Method of Moments Estimator for Interacting Particle Systems and their Mean Field Limit3
Quantifying Spatio-Temporal Boundary Condition Uncertainty for the North American Deglaciation3
Dimension Free Nonasymptotic Bounds on the Accuracy of High-Dimensional Laplace Approximation3
Reliable Error Estimates for Optimal Control of Linear Elliptic PDEs with Random Inputs3
Hyperparameter Estimation for Sparse Bayesian Learning Models3
A Comparative Study of Polynomial-Type Chaos Expansions for Indicator Functions3
Quantifying and Managing Uncertainty in Piecewise-Deterministic Markov Processes3
Gaussian Process Regression on Nested Spaces3
Analysis of a Computational Framework for Bayesian Inverse Problems: Ensemble Kalman Updates and MAP Estimators under Mesh Refinement3
Quantifying Domain Uncertainty in Linear Elasticity3
Weighted Leave-One-Out Cross Validation3
The Ensemble Kalman Filter for Rare Event Estimation3
Certified Multifidelity Zeroth-Order Optimization3
An Order-Theoretic Perspective on Modes and Maximum A Posteriori Estimation in Bayesian Inverse Problems3
A Spline Dimensional Decomposition for Uncertainty Quantification in High Dimensions3
Projective Integral Updates for High-Dimensional Variational Inference3
Projected Wasserstein Gradient Descent for High-Dimensional Bayesian Inference2
The Zero Problem: Gaussian Process Emulators for Range-Constrained Computer Models2
Nonparametric Posterior Learning for Emission Tomography2
Learning Inducing Points and Uncertainty on Molecular Data by Scalable Variational Gaussian Processes2
Sensitivity Analysis of Quasi-Stationary Distributions (QSDs) of Mass-Action Systems2
Scalable Method for Bayesian Experimental Design without Integrating over Posterior Distribution2
Wavelet-Based Density Estimation for Persistent Homology2
Generative Stochastic Modeling of Strongly Nonlinear Flows with Non-Gaussian Statistics2
A General Framework of Rotational Sparse Approximation in Uncertainty Quantification2
Towards Practical Large-Scale Randomized Iterative Least Squares Solvers through Uncertainty Quantification2
Polynomial Chaos Surrogate Construction for Random Fields with Parametric Uncertainty2
Continuum Covariance Propagation for Understanding Variance Loss in Advective Systems2
Quantification of Errors Generated by Uncertain Data in a Linear Boundary Value Problem Using Neural Networks2
Certified Dimension Reduction for Bayesian Updating with the Cross-Entropy Method2
Perron–Frobenius Operator Filter for Stochastic Dynamical Systems2
A Simple, Bias-free Approximation of Covariance Functions by the Multilevel Monte Carlo Method Having Nearly Optimal Complexity1
Asymptotic Theory of \(\boldsymbol \ell _1\) -Regularized PDE Identification from a Single Noisy Trajectory1
Efficient Kriging Using Interleaved Lattice-Based Designs with Low Fill and High Separation Distance Properties1
Wasserstein Sensitivity of Risk and Uncertainty Propagation1
A Stochastic Levenberg--Marquardt Method Using Random Models with Complexity Results1
On Negative Transfer and Structure of Latent Functions in Multioutput Gaussian Processes1
Parameter Selection in Gaussian Process Interpolation: An Empirical Study of Selection Criteria1
Feature Calibration for Computer Models1
Risk-Adapted Optimal Experimental Design1
Sampling Low-Fidelity Outputs for Estimation of High-Fidelity Density and Its Tails1
Nonasymptotic Bounds for Suboptimal Importance Sampling1
Generalized Sparse Bayesian Learning and Application to Image Reconstruction1
Analysis of Nested Multilevel Monte Carlo Using Approximate Normal Random Variables1
Superfloe Parameterization with Physics Constraints for Uncertainty Quantification of Sea Ice Floes1
Space-time Multilevel Quadrature Methods and their Application for Cardiac Electrophysiology1
Sampling-based Spotlight SAR Image Reconstruction from Phase History Data for Speckle Reduction and Uncertainty Quantification1
Finite-Dimensional Models for Response Analysis1
Theoretical Guarantees for the Statistical Finite Element Method1
Fully Bayesian Inference for Latent Variable Gaussian Process Models1
A Multilevel Stochastic Collocation Method for Schrödinger Equations with a Random Potential1
An Inverse Random Source Problem for the Biharmonic Wave Equation1
Noise Level Free Regularization of General Linear Inverse Problems under Unconstrained White Noise1
Strong Rates of Convergence of a Splitting Scheme for Schrödinger Equations with Nonlocal Interaction Cubic Nonlinearity and White Noise Dispersion1
Ensemble Markov Chain Monte Carlo with Teleporting Walkers1
Entropy-Based Burn-in Time Analysis and Ranking for (A)MCMC Algorithms in High Dimension1
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