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International Journal for Uncertainty Quantification

Publicou 6 edições por ano

ISSN Imprimir: 2152-5080

ISSN On-line: 2152-5099

The Impact Factor measures the average number of citations received in a particular year by papers published in the journal during the two preceding years. 2017 Journal Citation Reports (Clarivate Analytics, 2018) IF: 1.7 To calculate the five year Impact Factor, citations are counted in 2017 to the previous five years and divided by the source items published in the previous five years. 2017 Journal Citation Reports (Clarivate Analytics, 2018) 5-Year IF: 1.9 The Immediacy Index is the average number of times an article is cited in the year it is published. The journal Immediacy Index indicates how quickly articles in a journal are cited. Immediacy Index: 0.5 The Eigenfactor score, developed by Jevin West and Carl Bergstrom at the University of Washington, is a rating of the total importance of a scientific journal. Journals are rated according to the number of incoming citations, with citations from highly ranked journals weighted to make a larger contribution to the eigenfactor than those from poorly ranked journals. Eigenfactor: 0.0007 The Journal Citation Indicator (JCI) is a single measurement of the field-normalized citation impact of journals in the Web of Science Core Collection across disciplines. The key words here are that the metric is normalized and cross-disciplinary. JCI: 0.5 SJR: 0.584 SNIP: 0.676 CiteScore™:: 3 H-Index: 25

Indexed in

DATA-CONSISTENT SOLUTIONS TO STOCHASTIC INVERSE PROBLEMS USING A PROBABILISTIC MULTI-FIDELITY METHOD BASED ON CONDITIONAL DENSITIES

Volume 10, Edição 5, 2020, pp. 399-424
DOI: 10.1615/Int.J.UncertaintyQuantification.2020030092
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RESUMO

We build upon a recently developed approach for solving stochastic inverse problems based on a combination of measure-theoretic principles and Bayes' rule. We propose a multi-fidelity method to reduce the computational burden of performing uncertainty quantification using high-fidelity models. This approach is based on a Monte Carlo framework for uncertainty quantification that combines information from solvers of various fidelities to obtain statistics on the quantities of interest of the problem. In particular, our goal is to generate samples from a high-fidelity push-forward density at a fraction of the costs of standard Monte Carlo methods, while maintaining flexibility in the number of random model input parameters. Key to this methodology is the construction of a regression model to represent the stochastic mapping between the low- and high-fidelity models, such that most of the computations can be leveraged to the low-fidelity model. To that end, we employ Gaussian process regression and present extensions to multi-level-type hierarchies as well as to the case of multiple quantities of interest. Finally, we demonstrate the feasibility of the framework in several numerical examples.

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