SIAM-ASA Journal on Uncertainty Quantification

Papers
(The TQCC of SIAM-ASA Journal on Uncertainty Quantification is 6. 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 2022-08-01 to 2026-08-01.)
ArticleCitations
Ensemble Kalman Filters with Resampling34
A Lagged Particle Filter for Stable Filtering of Certain High-Dimensional State-Space Models29
Reduced-Order Modeling with Time-Dependent Bases for PDEs with Stochastic Boundary Conditions25
Large Deviation Theory-based Adaptive Importance Sampling for Rare Events in High Dimensions23
Adaptive Operator Learning for Infinite-Dimensional Bayesian Inverse Problems20
Bayesian Inference for Non-synchronously Observed Diffusions18
Tensor-Variate Gaussian Process Regression for Efficient Emulation of Complex Systems: Comparing Regressor and Covariance Structures in Outer Product and Parallel Partial Emulators18
Conditional Optimal Transport on Function Spaces17
Analysis of a Class of Multilevel Markov Chain Monte Carlo Algorithms Based on Independent Metropolis–Hastings16
Active Learning via Heteroskedastic Rational Kriging15
Goal-Oriented Bayesian Optimal Experimental Design for Nonlinear Models Using Markov Chain Monte Carlo14
Leveraging Joint Sparsity in Hierarchical Bayesian Learning14
Computationally Efficient Sampling Methods for Sparsity Promoting Hierarchical Bayesian Models14
A Fast and Scalable Computational Framework for Large-Scale High-Dimensional Bayesian Optimal Experimental Design13
A Variational Inference Approach to Inverse Problems with Gamma Hyperpriors13
Uncertainty Quantification of Inclusion Boundaries in the Context of X-Ray Tomography13
Calibration of Inexact Computer Models with Heteroscedastic Errors12
Leveraging Viscous Hamilton–Jacobi PDEs for Uncertainty Quantification in Scientific Machine Learning11
Regularization for the Approximation of Functions by Mollified Discretization Methods10
Antithetic Multilevel Methods for Elliptic and Hypoelliptic Diffusions with Applications10
Rank Bounds for Approximating Gaussian Densities in the Tensor-Train Format10
Gradient-Free Sequential Bayesian Experimental Design via Interacting Particle Systems10
Asymptotic Bounds for Smoothness Parameter Estimates in Gaussian Process Interpolation10
Multifidelity Surrogate Modeling for Time-Series Outputs9
Generalized Bayesian MARS: Tools for Stochastic Computer Model Emulation9
Uniform Error Bounds of the Ensemble Transform Kalman Filter for Chaotic Dynamics with Multiplicative Covariance Inflation9
Parameter Inference Based on Gaussian Processes Informed by Nonlinear Partial Differential Equations9
Surrogate-Based Global Sensitivity Analysis with Statistical Guarantees via Floodgate9
Multilevel Delayed Acceptance MCMC9
Deep Learning for Model Correction of Dynamical Systems with Data Scarcity9
Harmonizable Nonstationary Processes9
Robust Kalman and Bayesian Set-Valued Filtering and Model Validation for Linear Stochastic Systems9
Bayesian Inference with Projected Densities9
Parameter Estimation for Statistical Finite Elements8
Calculation of Epidemic First Passage and Peak Time Probability Distributions8
An Inverse Source Problem for the Stochastic Multiterm Time-Fractional Diffusion-Wave Equation8
Equispaced Fourier Representations for Efficient Gaussian Process Regression from a Billion Data Points8
Complete Deterministic Dynamics and Spectral Decomposition of the Linear Ensemble Kalman Inversion8
Deterministic Kalman Filters for Dynamical Systems with Parametric Uncertainty7
Robust Level-Set-Based Topology Optimization Under Uncertainties Using Anchored ANOVA Petrov–Galerkin Method7
Statistical Guarantees of Group-Invariant GANs7
Robust A-Optimal Experimental Design for Sensor Placement in Bayesian Linear Inverse Problems7
A Theoretical Framework of the Scaled Gaussian Stochastic Process in Prediction and Calibration7
Optimally Balancing Exploration and Exploitation to Automate Multifidelity Statistical Estimation7
Dirichlet–Neumann Averaging: The DNA of Efficient Gaussian Process Simulation7
Multilevel Markov Chain Monte Carlo with Likelihood Scaling for Bayesian Inversion with High-resolution Observations7
On the Deep Active-Subspace Method7
Quantifying the Effect of Random Dispersion for Logarithmic Schrödinger Equation7
Frequency-Explicit Shape Holomorphy in Uncertainty Quantification for Acoustic Scattering6
Proportional Marginal Effects for Global Sensitivity Analysis6
Nonparametric Estimation for Independent and Identically Distributed Stochastic Differential Equations with Space-Time Dependent Coefficients6
Discovering the Unknowns: A First Step6
Sequentially Refined Latin Hypercube Designs with Flexibly and Adaptively Chosen Sample Sizes6
Stacking Designs: Designing Multifidelity Computer Experiments with Target Predictive Accuracy6
Covariance Expressions for Multifidelity Sampling with Multioutput, Multistatistic Estimators: Application to Approximate Control Variates6
Tensor Train Based Sampling Algorithms for Approximating Regularized Wasserstein Proximal Operators6
Model Uncertainty and Correctability for Directed Graphical Models6
Fast Data Inversion for High-Dimensional Ornstein–Uhlenbeck Processes from Noisy Measurements6
Gaussian Process Regression on Nested Spaces6
Test Comparison for Sobol Indices over Nested Sets of Variables6
Uncertainty Quantification in Machine Learning Based Segmentation: A Post-Hoc Approach for Left Ventricle Volume Estimation in MRI6
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