Personal Information

Occupation

group leader

Tags

uncertainty quantification
low-rank tensors
hierarchical matrices
uq
uncertainty propagation
kle
pce
subsurface flow
density driven flow
bayesian update
parallel computing
hlibpro
matern covariance
covariance
uncertain geometry
drinking water
fresh water
uncertainty
low-rank tensor techniques
bayesian update surrogate
h-matrices
modeling
henry problem
f-divergence
multigrid
statistics
low-rank tensors in statistics
mle
ug4
matrix determinant
tensor train
schur complement
data assimilation
stochastic galerkin
kld
elliptic pdes with uncertainties
parameter identification
low-rank approximation
mmse
high-dimansional problem
eigenvalue problem
polynomial chaos expansion
mlmc
salty water
porosity
salinity
multi level monte carlo
entropy
knn
electro-magnetic scattering
hpc
prediction
data analysis
machine learning
reservoir
parallel algorithms
pollution
water aquifer
multi-level monte carlo
likelihood
parameter inference
kriging
fourier transform
uncertainty in geology
data compression
loglikelihood
parameter estimation
density
random angle of attack
random fields on sphere
stochastic galerkin library sglib
statistical moments of higher order
nested dissection
fast fourier transformation
large data sets
paralle h-matrices
hlib
low-rank tensor formats
kullback-leibler
log-likelihood
level sets
karhunen-loeve expansion
stochastic pdes
karhunen-loeve
numerical aerodynamics
low-rank
svd
sparse grids
3d kriging
fft
geostatistical optimal design
low-rank tensor approximation
surrogate
fracture
recharge
permeability
efficient numerical methods
risk
saltwater
groundwater
salt mass fraction
density-driven flow
exponent
logarithm
functions of tensors
weakly supervised
clustering
hadamard product
neural networks
decision tree
decision forest
multi-fidelity
multi-level
deep neural network
random forest
decision trees
parametric problems
curse of dimensionality
forecast
scattering cross sections
radar cross section
electromagnetic scattering
fast multipole method
multilevel monte carlo method
cem
parallel
elder's problem
hlibcov
determinant
hierarchical methods
covariance matrix
optimization
data sets
cluster ensemble
regression
cluster analysis
semi-supervised
uncertain fingers
generalised pce
shaheen kaust
parallel computations
contamination
ground water flow
sparse matrices
parameter identification in matern class
spatial statistics
covariance matrics
parallel h-matrices
low-rank tensor statistics
low-rank tucker approximation
spatio-temporal statistics
tucker tensor format
application of parallel hierarchical matrices
low-rank techniques
krylov and geometric/algebraic multigrids + ilu as
newton for non-linearity
implicit and explicit in time
fv spatial discretization
build-in mpi based parallelization
loglikelihood surrogate.
kalman lter
hilbert tensor
non-linear approximation of bayesian formula
update of pce coefficients
co2 reservoir
maaden
mine business
velocity.
pressure
propagation of uncertainites from aoa and mach num
low-rank compression of snapshots
drag
maximum loglikelihood
moisture field
cholesky decomposition
boxplots
exceedance probabilities
random geometry
probability density functions for lift and drag
random lift and drag
random perturbations in airfoil
inverse coefficient problems
gauss-markov theorem
variance of the pressure and density
management of uncertainties in numerical aerodynam
mimimization of uncertainties
multi-dimensional integrals
uncertain mach number
non-intrusive methods
tau code
gauss-hermite quadrature
random shape geometry
mach number
the whole pressure
unertain drag
turbulence kinetic energy fields.
lift and drag- coefficients
velocity
uncertain angle of attack
uncertain angle of attack and mach number
random mach number
uncertain shape of the airfoil
eigenvalue problems
lanczos
efficient postprocessing
computing different statistics of high-dimensional
geometrical sense of determinant
definition of determinant
properties of determinant
history of determinants
how to compute determinants
fast numerical methods
multi-dimensional problems
bem
spherical harmonics
multipole method
polynomial chaos update
computing the mean
postprocessing in tt format
variance
random fields
karhunen loeve
hierachical cholesky
soil moisture
environtmental statistics
parallel hierarchical matrices
maximum element in tensor
multi-dimansional histogram
levels sets in tensor
tensor completion
kaust
maximum
spdes
lorenz problem with uncertain coefficients
correlation length
h-matrcies
multilevel
hierarchical
domain decompostions
domain decomposition
jumping and strongly oscillatory coefficients
application h-matrices for solving pdes with multi
hierachical domain decomposition
multiple right-hand side
diffusion with jumping coefficients
skin problem
preconditioner
circulant and toeplitz matrices
fast techniques
mean square error
sylvester
riccati matrix equation
lyapunov
application in spatial statistics
partial inversion
nested disection
solution on interface
hierarchical domain decomposition
solution in a subdomain
linear complexity
postprocessing in low-rank tensor format
h-matrix
uq in aerodynamics
inverse problems
efficient methods
tensot train
approximation of bayesian update
composition of two pce
surrogate to bayesian update
odes with uncertain coefficients
frequency
tensor calculus
multi-parametric problem
low-rank tensor methods
higher-order moments
spde
functional approximation
low-rank tensor
pce-based surogate
robust optimization
rae2822
gradient-employing surrogate
management of uncertainties
toeplitz
circulant

See more
## Presentations

(71)## Documents

(16)## Likes

(23)### Identification of unknown parameters and prediction with hierarchical matrices. Comparison with ML methods.

Alexander Litvinenko
•
2 years ago

### Style transfer for generation of realistically textured elastic subsurface models

Oleg Ovcharenko
•
4 years ago

### Style transfer for generation of realistically textured elastic subsurface models

Oleg Ovcharenko
•
4 years ago

### Application of parallel hierarchical matrices and low-rank tensors in spatial statistics

Alexander Litvinenko
•
6 years ago

### Poster litvinenko genton_ying_hpcsaudi17

Alexander Litvinenko
•
7 years ago

### Linear Bayesian update surrogate for updating PCE coefficients

Alexander Litvinenko
•
7 years ago

### My presentation at University of Nottingham "Fast low-rank methods for solving stochastic PDEs"

Alexander Litvinenko
•
7 years ago

### Hierarchical matrices for approximating large covariance matries and computing Karhunen-Loeve Expansion in PDEs with uncertain coefficients

Alexander Litvinenko
•
7 years ago

### Developing fast low-rank tensor methods for solving PDEs with uncertain coefficients

Alexander Litvinenko
•
7 years ago

### Stochastic methods for uncertainty quantification in numerical aerodynamics

Alexander Litvinenko
•
7 years ago

### Response Surface in Tensor Train format for Uncertainty Quantification

Alexander Litvinenko
•
7 years ago

### Likelihood approximation with parallel hierarchical matrices for large spatial datasets

Alexander Litvinenko
•
7 years ago

### Low-rank tensor methods for stochastic forward and inverse problems

Alexander Litvinenko
•
7 years ago

### Data sparse approximation of the Karhunen-Loeve expansion

Alexander Litvinenko
•
7 years ago

### Application H-matrices for solving PDEs with multi-scale coefficients, jumping and strongly oscillatory coefficients

Alexander Litvinenko
•
7 years ago

### My PhD talk "Application of H-matrices for computing partial inverse"

Alexander Litvinenko
•
7 years ago

### My paper for Domain Decomposition Conference in Strobl, Austria, 2005

Alexander Litvinenko
•
7 years ago

### Data sparse approximation of the Karhunen-Loeve expansion

Alexander Litvinenko
•
7 years ago

### A small introduction into H-matrices which I gave for my colleagues

Alexander Litvinenko
•
7 years ago

### Multi-linear algebra and different tensor formats with applications

Alexander Litvinenko
•
7 years ago

### A nonlinear approximation of the Bayesian Update formula

Alexander Litvinenko
•
7 years ago

### How to find a cheap surrogate to approximate Bayesian Update Formula and to avoid expensive MCMC simulations?

Alexander Litvinenko
•
7 years ago

### Kriging and spatial design accelerated by orders of magnitude

Alexander Litvinenko
•
7 years ago

Personal Information

Occupation

group leader

Tags

uncertainty quantification
low-rank tensors
hierarchical matrices
uq
uncertainty propagation
kle
pce
subsurface flow
density driven flow
bayesian update
parallel computing
hlibpro
matern covariance
covariance
uncertain geometry
drinking water
fresh water
uncertainty
low-rank tensor techniques
bayesian update surrogate
h-matrices
modeling
henry problem
f-divergence
multigrid
statistics
low-rank tensors in statistics
mle
ug4
matrix determinant
tensor train
schur complement
data assimilation
stochastic galerkin
kld
elliptic pdes with uncertainties
parameter identification
low-rank approximation
mmse
high-dimansional problem
eigenvalue problem
polynomial chaos expansion
mlmc
salty water
porosity
salinity
multi level monte carlo
entropy
knn
electro-magnetic scattering
hpc
prediction
data analysis
machine learning
reservoir
parallel algorithms
pollution
water aquifer
multi-level monte carlo
likelihood
parameter inference
kriging
fourier transform
uncertainty in geology
data compression
loglikelihood
parameter estimation
density
random angle of attack
random fields on sphere
stochastic galerkin library sglib
statistical moments of higher order
nested dissection
fast fourier transformation
large data sets
paralle h-matrices
hlib
low-rank tensor formats
kullback-leibler
log-likelihood
level sets
karhunen-loeve expansion
stochastic pdes
karhunen-loeve
numerical aerodynamics
low-rank
svd
sparse grids
3d kriging
fft
geostatistical optimal design
low-rank tensor approximation
surrogate
fracture
recharge
permeability
efficient numerical methods
risk
saltwater
groundwater
salt mass fraction
density-driven flow
exponent
logarithm
functions of tensors
weakly supervised
clustering
hadamard product
neural networks
decision tree
decision forest
multi-fidelity
multi-level
deep neural network
random forest
decision trees
parametric problems
curse of dimensionality
forecast
scattering cross sections
radar cross section
electromagnetic scattering
fast multipole method
multilevel monte carlo method
cem
parallel
elder's problem
hlibcov
determinant
hierarchical methods
covariance matrix
optimization
data sets
cluster ensemble
regression
cluster analysis
semi-supervised
uncertain fingers
generalised pce
shaheen kaust
parallel computations
contamination
ground water flow
sparse matrices
parameter identification in matern class
spatial statistics
covariance matrics
parallel h-matrices
low-rank tensor statistics
low-rank tucker approximation
spatio-temporal statistics
tucker tensor format
application of parallel hierarchical matrices
low-rank techniques
krylov and geometric/algebraic multigrids + ilu as
newton for non-linearity
implicit and explicit in time
fv spatial discretization
build-in mpi based parallelization
loglikelihood surrogate.
kalman lter
hilbert tensor
non-linear approximation of bayesian formula
update of pce coefficients
co2 reservoir
maaden
mine business
velocity.
pressure
propagation of uncertainites from aoa and mach num
low-rank compression of snapshots
drag
maximum loglikelihood
moisture field
cholesky decomposition
boxplots
exceedance probabilities
random geometry
probability density functions for lift and drag
random lift and drag
random perturbations in airfoil
inverse coefficient problems
gauss-markov theorem
variance of the pressure and density
management of uncertainties in numerical aerodynam
mimimization of uncertainties
multi-dimensional integrals
uncertain mach number
non-intrusive methods
tau code
gauss-hermite quadrature
random shape geometry
mach number
the whole pressure
unertain drag
turbulence kinetic energy fields.
lift and drag- coefficients
velocity
uncertain angle of attack
uncertain angle of attack and mach number
random mach number
uncertain shape of the airfoil
eigenvalue problems
lanczos
efficient postprocessing
computing different statistics of high-dimensional
geometrical sense of determinant
definition of determinant
properties of determinant
history of determinants
how to compute determinants
fast numerical methods
multi-dimensional problems
bem
spherical harmonics
multipole method
polynomial chaos update
computing the mean
postprocessing in tt format
variance
random fields
karhunen loeve
hierachical cholesky
soil moisture
environtmental statistics
parallel hierarchical matrices
maximum element in tensor
multi-dimansional histogram
levels sets in tensor
tensor completion
kaust
maximum
spdes
lorenz problem with uncertain coefficients
correlation length
h-matrcies
multilevel
hierarchical
domain decompostions
domain decomposition
jumping and strongly oscillatory coefficients
application h-matrices for solving pdes with multi
hierachical domain decomposition
multiple right-hand side
diffusion with jumping coefficients
skin problem
preconditioner
circulant and toeplitz matrices
fast techniques
mean square error
sylvester
riccati matrix equation
lyapunov
application in spatial statistics
partial inversion
nested disection
solution on interface
hierarchical domain decomposition
solution in a subdomain
linear complexity
postprocessing in low-rank tensor format
h-matrix
uq in aerodynamics
inverse problems
efficient methods
tensot train
approximation of bayesian update
composition of two pce
surrogate to bayesian update
odes with uncertain coefficients
frequency
tensor calculus
multi-parametric problem
low-rank tensor methods
higher-order moments
spde
functional approximation
low-rank tensor
pce-based surogate
robust optimization
rae2822
gradient-employing surrogate
management of uncertainties
toeplitz
circulant

See more