Zobrazeno 1 - 10
of 18
pro vyhledávání: '"Tong, Shanyin"'
This paper studies inverse problems in quantitative photoacoustic tomography with additional optical current data supplemented from diffuse optical tomography. We propose a three-stage image reconstruction method for the simultaneous recovery of the
Externí odkaz:
http://arxiv.org/abs/2408.03496
We study the sensitivity of infinite-dimensional Bayesian linear inverse problems governed by partial differential equations (PDEs) with respect to modeling uncertainties. In particular, we consider derivative-based sensitivity analysis of the inform
Externí odkaz:
http://arxiv.org/abs/2310.16906
Publikováno v:
Stat Comput 33, 137 (2023)
We introduce and compare computational techniques for sharp extreme event probability estimates in stochastic differential equations with small additive Gaussian noise. In particular, we focus on strategies that are scalable, i.e. their efficiency do
Externí odkaz:
http://arxiv.org/abs/2303.11919
Autor:
Tong, Shanyin, Stadler, Georg
We propose a method for the accurate estimation of rare event or failure probabilities for expensive-to-evaluate numerical models in high dimensions. The proposed approach combines ideas from large deviation theory and adaptive importance sampling. T
Externí odkaz:
http://arxiv.org/abs/2209.06278
Given a distribution of earthquake-induced seafloor elevations, we present a method to compute the probability of the resulting tsunamis reaching a certain size on shore. Instead of sampling, the proposed method relies on optimization to compute the
Externí odkaz:
http://arxiv.org/abs/2111.14325
Chance constraints provide a principled framework to mitigate the risk of high-impact extreme events by modifying the controllable properties of a system. The low probability and rare occurrence of such events, however, impose severe sampling and com
Externí odkaz:
http://arxiv.org/abs/2011.06052
Publikováno v:
Commun. Appl. Math. Comput. Sci. 16 (2021) 181-225
We propose and compare methods for the analysis of extreme events in complex systems governed by PDEs that involve random parameters, in situations where we are interested in quantifying the probability that a scalar function of the system's solution
Externí odkaz:
http://arxiv.org/abs/2007.13930
Autor:
Tong, Shanyin1,2 (AUTHOR) st3503@columbia.edu, Vanden-Eijnden, Eric2 (AUTHOR), Stadler, Georg2 (AUTHOR)
Publikováno v:
Pure & Applied Geophysics. May2023, Vol. 180 Issue 5, p1587-1597. 11p.
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