Aretha L. Teckentrup

Publication Activity (10 Years)

Years Active: 2011-2024
Publications (10 Years): 19

Top Topics

Monte Carlo Methods

Inverse Problems

Top Venues

SIAM/ASA J. Uncertain. Quantification

SIAM J. Numer. Anal.

Publications

Chris J. Oates, Toni Karvonen, Aretha L. Teckentrup, Marina Strocchi, Steven A. Niederer
Probabilistic Richardson Extrapolation. CoRR (2024)
Tianming Bai, Aretha L. Teckentrup, Konstantinos C. Zygalakis
Gaussian processes for Bayesian inverse problems associated with linear partial differential equations. Stat. Comput. 34 (4) (2024)
Tapio Helin, Andrew M. Stuart, Aretha L. Teckentrup, Konstantinos Zygalakis
Introduction To Gaussian Process Regression In Bayesian Inverse Problems, With New ResultsOn Experimental Design For Weighted Error Measures. CoRR (2023)
Anastasia Istratuca, Aretha L. Teckentrup
Smoothed Circulant Embedding with Applications to Multilevel Monte Carlo Methods for PDEs with Random Coefficients. CoRR (2023)
Tianming Bai, Aretha L. Teckentrup, Konstantinos C. Zygalakis
Gaussian processes for Bayesian inverse problems associated with linear partial differential equations. CoRR (2023)
Abdul-Lateef Haji-Ali, Jonathan Spence, Aretha L. Teckentrup
Adaptive Multilevel Monte Carlo for Probabilities. SIAM J. Numer. Anal. 60 (4) (2022)
Abdul-Lateef Haji-Ali, Jonathan Spence, Aretha L. Teckentrup
Adaptive Multilevel Monte Carlo for Probabilities. CoRR (2021)
Aretha L. Teckentrup
Convergence of Gaussian Process Regression with Estimated Hyper-Parameters and Applications in Bayesian Inverse Problems. SIAM/ASA J. Uncertain. Quantification 8 (4) (2020)
Matthew Fisher, Chris J. Oates, Catherine E. Powell, Aretha L. Teckentrup
A Locally Adaptive Bayesian Cubature Method. AISTATS (2020)
Aretha L. Teckentrup
Convergence of Gaussian Process Regression with Estimated Hyper-parameters and Applications in Bayesian Inverse Problems. CoRR (2019)
Tim J. Dodwell, Christian Ketelsen, Robert Scheichl, Aretha L. Teckentrup
Multilevel Markov Chain Monte Carlo. SIAM Rev. 61 (3) (2019)
Han Cheng Lie, Timothy John Sullivan, Aretha L. Teckentrup
Error bounds for some approximate posterior measures in Bayesian inference. CoRR (2019)
Han Cheng Lie, Timothy John Sullivan, Aretha L. Teckentrup
Error Bounds for Some Approximate Posterior Measures in Bayesian Inference. ENUMATH (2019)
Tim J. Dodwell, Christian Ketelsen, Robert Scheichl, Aretha L. Teckentrup
ERRATUM: A Hierarchical Multilevel Markov Chain Monte Carlo Algorithm with Applications to Uncertainty Quantification in Subsurface Flow. SIAM/ASA J. Uncertain. Quantification 7 (4) (2019)
Han Cheng Lie, Timothy John Sullivan, Aretha L. Teckentrup
Random Forward Models and Log-Likelihoods in Bayesian Inverse Problems. SIAM/ASA J. Uncertain. Quantification 6 (4) (2018)
Andrew M. Stuart, Aretha L. Teckentrup
Posterior consistency for Gaussian process approximations of Bayesian posterior distributions. Math. Comput. 87 (310) (2018)
Matthew M. Dunlop, Mark A. Girolami, Andrew M. Stuart, Aretha L. Teckentrup
How Deep Are Deep Gaussian Processes? J. Mach. Learn. Res. 19 (2018)
Robert Scheichl, Andrew M. Stuart, Aretha L. Teckentrup
Quasi-Monte Carlo and Multilevel Monte Carlo Methods for Computing Posterior Expectations in Elliptic Inverse Problems. SIAM/ASA J. Uncertain. Quantification 5 (1) (2017)
Han Cheng Lie, Timothy John Sullivan, Aretha L. Teckentrup
Random forward models and log-likelihoods in Bayesian inverse problems. CoRR (2017)
Tim J. Dodwell, Christian Ketelsen, Robert Scheichl, Aretha L. Teckentrup
A Hierarchical Multilevel Markov Chain Monte Carlo Algorithm with Applications to Uncertainty Quantification in Subsurface Flow. SIAM/ASA J. Uncertain. Quantification 3 (1) (2015)
Aretha L. Teckentrup, Peter Jantsch, Clayton G. Webster, Max D. Gunzburger
A Multilevel Stochastic Collocation Method for Partial Differential Equations with Random Input Data. SIAM/ASA J. Uncertain. Quantification 3 (1) (2015)
Aretha L. Teckentrup, Robert Scheichl, Michael B. Giles, Elisabeth Ullmann
Further analysis of multilevel Monte Carlo methods for elliptic PDEs with random coefficients. Numerische Mathematik 125 (3) (2013)
Julia Charrier, Robert Scheichl, Aretha L. Teckentrup
Finite Element Error Analysis of Elliptic PDEs with Random Coefficients and Its Application to Multilevel Monte Carlo Methods. SIAM J. Numer. Anal. 51 (1) (2013)
Aretha L. Teckentrup
Multilevel Monte Carlo methods for highly heterogeneous media. WSC (2012)
K. A. Cliffe, Mike B. Giles, Robert Scheichl, Aretha L. Teckentrup
Multilevel Monte Carlo methods and applications to elliptic PDEs with random coefficients. Comput. Vis. Sci. 14 (1) (2011)