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List of works by Alexander Litvinenko

A deterministic filter for non-Gaussian Bayesian estimation— Applications to dynamical system estimation with noisy measurements

Application of hierarchical matrices for computing the Karhunen–Loève expansion

Computing f‐divergences and distances of high‐dimensional probability density functions

scientific article published in 2022

Data Sparse Computation of the Karhunen‐Loève Expansion

Domain Decomposition Based H-Matrix Preconditioners for the Skin Problem

Efficient low-rank approximation of the stochastic Galerkin matrix in tensor formats

HLIBCov: Parallel hierarchical matrix approximation of large covariance matrices and likelihoods with applications in parameter identification

scientific article published on 11 July 2019

Inverse Problems in a Bayesian Setting

Kriging and Spatial Design Accelerated by Orders of Magnitude: Combining Low-Rank Covariance Approximations with FFT-Techniques

scientific article published in 2013

Parameter estimation via conditional expectation: a Bayesian inversion

Parameter identification in a probabilistic setting

Parametric and Uncertainty Computations with Tensor Product Representations

Polynomial Chaos Expansion of Random Coefficients and the Solution of Stochastic Partial Differential Equations in the Tensor Train Format

Quantification of Airfoil Geometry-Induced Aerodynamic Uncertainties---Comparison of Approaches

Sampling and Low-Rank Tensor Approximation of the Response Surface

Sampling-free linear Bayesian update of polynomial chaos representations

The influence of prior knowledge on the expected performance of a classifier

To Be or Not to Be Intrusive? The Solution of Parametric and Stochastic Equations---the “Plain Vanilla” Galerkin Case

ℋ-matrix techniques for approximating large covariance matrices and estimating its parameters

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