SIAM-ASA Journal on Uncertainty Quantification

Papers
(The TQCC of SIAM-ASA Journal on Uncertainty Quantification is 5. 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
Conditional Optimal Transport on Function Spaces13
Intermediate Variable Emulation: Using Internal Processes in Simulators to Build More Informative Emulators13
Uncertainty Quantification of Inclusion Boundaries in the Context of X-Ray Tomography12
Computationally Efficient Sampling Methods for Sparsity Promoting Hierarchical Bayesian Models12
APIK: Active Physics-Informed Kriging Model with Partial Differential Equations12
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
Uniform Error Bounds of the Ensemble Transform Kalman Filter for Chaotic Dynamics with Multiplicative Covariance Inflation7
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
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
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
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
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