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2020

Jakeman, John; Eldred, Michael S; Geraci, Gianluca; Gorodetsky, Alex

Adaptive multi-index collocation for uncertainty quantification and sensitivity analysis Journal Article

International Journal for Numerical Methods in Engineering, 121 (6), pp. 1314-1343, 2020.

Abstract | Links | BibTeX | Tags: Multifidelity Methods, Sensitivity Analysis, Surrogate models, Uncertainty Quantification, Validation

2019

Wildey, T; Gorodetsky, Alex A; Belme, A C; Shadid, John N

Robust uncertainty quantification using response surface approximations of discontinuous functions Journal Article

International Journal for Uncertainty Quantification, 9 (5), pp. 415–437, 2019, ISSN: 2152-5080.

Abstract | Links | BibTeX | Tags: Support Vector Machines, Surrogate models, Uncertainty Quantification

Gorodetsky, Alex; Karaman, Sertac; Marzouk, Youssef

A Continuous Analogue of the Tensor-Train Decomposition Journal Article

Computer Methods in Applied Mechanics and Engineering, 347 , pp. 59-84, 2019.

Abstract | Links | BibTeX | Tags: Chebfun, Low-rank approximation, Polynomial Approximation, Surrogate models, Tensor decompositions, Tensor-train decomposition, Uncertainty Quantification

2018

Eldred, Michael S; Geraci, Gianluca; Gorodetsky, Alex; Jakeman, John

Multilevel-Multifidelity Approaches for Forward UQ in the DARPA SEQUOIA project Inproceedings

2018 AIAA Non-Deterministic Approaches Conference, AIAA SciTech Forum, Kissimmee, Florida, 2018.

Abstract | Links | BibTeX | Tags: Multifidelity Methods, Polynomial Approximation, Surrogate models, Tensor decompositions

Gorodetsky, Alex; Jakeman, John

Gradient-based Optimization for Regression in the Functional Tensor-Train Format Journal Article

Journal of Computational Physics, 374 , pp. 1219–1238, 2018.

Abstract | Links | BibTeX | Tags: Regression, Surrogate models, Tensor decompositions

2017

Gorodetsky, Alex

Continuous low-rank tensor decompositions, with applications to stochastic optimal control and data assimilation PhD Thesis

Massachusetts Institute of Technology, 2017.

Abstract | Links | BibTeX | Tags: Dynamic Programming, Kalman Filtering, Stochastic Optimal Control, Surrogate models, Tensor decompositions

2014

Gorodetsky, Alex; Marzouk, Youssef

Efficient Localization of Discontinuities in Complex Computational Simulations Journal Article

SIAM Journal on Scientific Computing, 36 (6), pp. A2584-A2610, 2014, ISSN: 1095-7197.

Abstract | Links | BibTeX | Tags: Active Learning, Support Vector Machines, Surrogate models