Stochastic Processes and Filtering Theory

• Rank Bounds for Approximating Gaussian Densities in the Tensor-Train Format

  2022 SIAM/ASA Journal on Uncertainty Quantification article Mathematics Tensor decomposition and applications Open access

  20

  citations
• Satisfaction of path chance constraints in dynamic optimization problems

  2022 Computers & Chemical Engineering article Decision Sciences Risk and Portfolio Optimization

  3

  citations
• MULTILEVEL ENSEMBLE KALMAN FILTERING FOR SPATIO-TEMPORAL PROCESSES

  2020 Research Explorer (The University of Manchester) article Computer Science Target Tracking and Data Fusion in Sensor Networks Open access

  25

  citations
• Multilevel ensemble Kalman filtering for spatio-temporal processes

  2020 Numerische Mathematik article Computer Science Target Tracking and Data Fusion in Sensor Networks Open access

  2

  citations
• Identification of abrupt stiffness changes of structures with tuned mass dampers under sudden events

  2020 Structural Control and Health Monitoring article Engineering Structural Health Monitoring Techniques Open access

  9

  citations

5 results