Search Results - "Marzouk, Y. M."
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Localization for MCMC: sampling high-dimensional posterior distributions with local structure
Published in Journal of computational physics (01-03-2019)“…We investigate how ideas from covariance localization in numerical weather prediction can be used in Markov chain Monte Carlo (MCMC) sampling of…”
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Bayesian reconstruction of binary media with unresolved fine-scale spatial structures
Published in Advances in water resources (01-08-2012)“…► We reconstruct of a binary medium from sparse static and dynamic measurements. ► The medium consists of unresolved inclusions in a matrix, upscaled by a new…”
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Uncertainty quantification in chemical systems
Published in International journal for numerical methods in engineering (05-11-2009)“…We demonstrate the use of multiwavelet spectral polynomial chaos techniques for uncertainty quantification in non‐isothermal ignition of a methane–air system…”
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A Bayesian approach for estimating bioterror attacks from patient data
Published in Statistics in medicine (30-01-2011)“…Terrorist attacks using an aerosolized pathogen have gained credibility as a national security concern after the anthrax attacks of 2001. Inferring some…”
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Asymmetric autocorrelation function to resolve directional ambiguity in PIV images
Published in Experiments in fluids (01-10-1998)“…Autocorrelation of a double-exposed image, unlike cross-correlation between two images, produces a correlation function that is symmetric about the origin…”
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Dynamic response of strained premixed flames to equivalence ratio gradients
Published in Proceedings of the Combustion Institute (2000)“…Premixed flames encounter gradients of mixture equivalence ratio in stratified charge engines, lean premixed gas-turbine engines, and a variety of other…”
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Erratum: Uncertainty quantification in chemical systems
Published in International journal for numerical methods in engineering (04-02-2011)Get full text
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MALA-within-Gibbs samplers for high-dimensional distributions with sparse conditional structure
Published 25-08-2019“…Markov chain Monte Carlo (MCMC) samplers are numerical methods for drawing samples from a given target probability distribution. We discuss one particular MCMC…”
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K-means clustering for optimal partitioning and dynamic load balancing of parallel hierarchical N-body simulations
Published in Journal of computational physics (10-08-2005)“…A number of complex physical problems can be approached through N-body simulation, from fluid flow at high Reynolds number to gravitational astrophysics and…”
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NOWPAC: A provably convergent derivative-free nonlinear optimizer with path-augmented constraints
Published 07-03-2014“…This paper proposes the algorithm NOWPAC (Nonlinear Optimization With Path-Augmented Constraints) for nonlinear constrained derivative-free optimization. The…”
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A trust-region method for derivative-free nonlinear constrained stochastic optimization
Published 12-03-2017“…In this work we introduce the stochastic nonlinear constrained derivative-free optimization method (S)NOWPAC (Stochastic Nonlinear Optimization With…”
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Meaningful Automated Statistical Analysis of Large Computational Clusters
Published in 2005 IEEE International Conference on Cluster Computing (01-09-2005)“…As clusters utilizing commercial off-the-shelf technology have grown from tens to thousands of nodes and typical job sizes have likewise increased, much effort…”
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