SIAM-ASA Journal on Uncertainty Quantification

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6.3K(top 20%)

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38(top 20%)

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Top Articles

#	Title	Journal	Year	Citations
1	Sparse Polynomial Chaos Expansions: Literature Survey and Benchmark	SIAM-ASA Journal on Uncertainty Quantification	2021	105
2	Sobol' Indices and Shapley Value	SIAM-ASA Journal on Uncertainty Quantification	2014	93
3	A Hierarchical Multilevel Markov Chain Monte Carlo Algorithm with Applications to Uncertainty Quantification in Subsurface Flow	SIAM-ASA Journal on Uncertainty Quantification	2015	88
4	Shapley Effects for Global Sensitivity Analysis: Theory and Computation	SIAM-ASA Journal on Uncertainty Quantification	2016	84
5	Data Assimilation in Reduced Modeling	SIAM-ASA Journal on Uncertainty Quantification	2017	82
6	A Multilevel Stochastic Collocation Method for Partial Differential Equations with Random Input Data	SIAM-ASA Journal on Uncertainty Quantification	2015	75
7	A Bayesian Approach for Global Sensitivity Analysis of (Multifidelity) Computer Codes	SIAM-ASA Journal on Uncertainty Quantification	2014	70
8	On Shapley Value for Measuring Importance of Dependent Inputs	SIAM-ASA Journal on Uncertainty Quantification	2017	69
9	Variance Components and Generalized Sobol' Indices	SIAM-ASA Journal on Uncertainty Quantification	2013	66
10	Bayesian Analysis of Hierarchical Multifidelity Codes	SIAM-ASA Journal on Uncertainty Quantification	2013	64
11	Sequential Design with Mutual Information for Computer Experiments (MICE): Emulation of a Tsunami Model	SIAM-ASA Journal on Uncertainty Quantification	2016	63
12	Transport Map Accelerated Markov Chain Monte Carlo	SIAM-ASA Journal on Uncertainty Quantification	2018	59
13	A Least-Squares Method for Sparse Low Rank Approximation of Multivariate Functions	SIAM-ASA Journal on Uncertainty Quantification	2015	58
14	Computational Aspects of Stochastic Collocation with Multifidelity Models	SIAM-ASA Journal on Uncertainty Quantification	2014	56
15	A Theoretical Framework for Calibration in Computer Models: Parametrization, Estimation and Convergence Properties	SIAM-ASA Journal on Uncertainty Quantification	2016	56
16	Sequential Monte Carlo Methods for High-Dimensional Inverse Problems: A Case Study for the Navier--Stokes Equations	SIAM-ASA Journal on Uncertainty Quantification	2014	54
17	Sensitivity Analysis Based on Cramér--von Mises Distance	SIAM-ASA Journal on Uncertainty Quantification	2018	54
18	Automating Emulator Construction for Geophysical Hazard Maps	SIAM-ASA Journal on Uncertainty Quantification	2014	53
19	Sequential Design of Experiment for Sparse Polynomial Chaos Expansions	SIAM-ASA Journal on Uncertainty Quantification	2017	53
20	The ROMES Method for Statistical Modeling of Reduced-Order-Model Error	SIAM-ASA Journal on Uncertainty Quantification	2015	49
21	Mean-Variance Risk-Averse Optimal Control of Systems Governed by PDEs with Random Parameter Fields Using Quadratic Approximations	SIAM-ASA Journal on Uncertainty Quantification	2017	49
22	Analysis of the Ensemble and Polynomial Chaos Kalman Filters in Bayesian Inverse Problems	SIAM-ASA Journal on Uncertainty Quantification	2015	48
23	Dimension Reduction for Gaussian Process Emulation: An Application to the Influence of Bathymetry on Tsunami Heights	SIAM-ASA Journal on Uncertainty Quantification	2017	47
24	Compressed Sensing with Sparse Corruptions: Fault-Tolerant Sparse Collocation Approximations	SIAM-ASA Journal on Uncertainty Quantification	2018	47
25	Estimating Shape Constrained Functions Using Gaussian Processes	SIAM-ASA Journal on Uncertainty Quantification	2016	46
26	Using Proper Divergence Functions to Evaluate Climate Models	SIAM-ASA Journal on Uncertainty Quantification	2013	45
27	(Sub-)Gradient Formulae for Probability Functions of Random Inequality Systems under Gaussian Distribution	SIAM-ASA Journal on Uncertainty Quantification	2017	45
28	Reduced Basis Collocation Methods for Partial Differential Equations with Random Coefficients	SIAM-ASA Journal on Uncertainty Quantification	2013	44
29	Weighted Reduced Basis Method for Stochastic Optimal Control Problems with Elliptic PDE Constraint	SIAM-ASA Journal on Uncertainty Quantification	2014	44
30	Multifidelity Monte Carlo Estimation of Variance and Sensitivity Indices	SIAM-ASA Journal on Uncertainty Quantification	2018	44
31	Polynomial Chaos Expansion of a Multimodal Random Vector	SIAM-ASA Journal on Uncertainty Quantification	2015	43
32	Existence and Optimality Conditions for Risk-Averse PDE-Constrained Optimization	SIAM-ASA Journal on Uncertainty Quantification	2018	43
33	When Is a Model Good Enough? Deriving the Expected Value of Model Improvement via Specifying Internal Model Discrepancies	SIAM-ASA Journal on Uncertainty Quantification	2014	41
34	Multilevel Monte Carlo Approximation of Distribution Functions and Densities	SIAM-ASA Journal on Uncertainty Quantification	2015	41
35	Reduced Basis Methods for Uncertainty Quantification	SIAM-ASA Journal on Uncertainty Quantification	2017	41
36	An Analysis of Infinite Dimensional Bayesian Inverse Shape Acoustic Scattering and Its Numerical Approximation	SIAM-ASA Journal on Uncertainty Quantification	2014	40
37	Polynomial Chaos Expansion of Random Coefficients and the Solution of Stochastic Partial Differential Equations in the Tensor Train Format	SIAM-ASA Journal on Uncertainty Quantification	2015	40
38	Transport Reversal for Model Reduction of Hyperbolic Partial Differential Equations	SIAM-ASA Journal on Uncertainty Quantification	2018	40
39	Uncertainty Quantification in Graph-Based Classification of High Dimensional Data	SIAM-ASA Journal on Uncertainty Quantification	2018	40
40	Convergence of the Square Root Ensemble Kalman Filter in the Large Ensemble Limit	SIAM-ASA Journal on Uncertainty Quantification	2015	39
41	Comparison of Surrogate-Based Uncertainty Quantification Methods for Computationally Expensive Simulators	SIAM-ASA Journal on Uncertainty Quantification	2017	39
42	Probabilistic Description of Extreme Events in Intermittently Unstable Dynamical Systems Excited by Correlated Stochastic Processes	SIAM-ASA Journal on Uncertainty Quantification	2015	38
43	Bayesian Subset Simulation	SIAM-ASA Journal on Uncertainty Quantification	2017	38
44	Finite-Dimensional Gaussian Approximation with Linear Inequality Constraints	SIAM-ASA Journal on Uncertainty Quantification	2018	38
45	Robust Bounds on Risk-Sensitive Functionals via Rényi Divergence	SIAM-ASA Journal on Uncertainty Quantification	2015	35
46	Quasi-Monte Carlo and Multilevel Monte Carlo Methods for Computing Posterior Expectations in Elliptic Inverse Problems	SIAM-ASA Journal on Uncertainty Quantification	2017	35
47	Degenerate Kalman Filter Error Covariances and Their Convergence onto the Unstable Subspace	SIAM-ASA Journal on Uncertainty Quantification	2017	35
48	Path-Space Information Bounds for Uncertainty Quantification and Sensitivity Analysis of Stochastic Dynamics	SIAM-ASA Journal on Uncertainty Quantification	2016	34
49	Surrogate Models for Oscillatory Systems Using Sparse Polynomial Chaos Expansions and Stochastic Time Warping	SIAM-ASA Journal on Uncertainty Quantification	2017	34
50	Analysis of the Gibbs Sampler for Hierarchical Inverse Problems	SIAM-ASA Journal on Uncertainty Quantification	2014	33

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