Proves sharp operator-norm concentration and expectation bounds for sample cross-covariances of sub-Gaussian and Gaussian vectors, governed by effective ranks of the marginal covariances.
Journal of Computational Physics , volume=
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Forward sensitivity analysis via Gaussian process emulators identifies observation regions that serve as strong proxies for accurate Bayesian parameter calibration and reduced posterior uncertainty in Earth system models.
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Concentration Inequalities for Sample Cross-Covariances
Proves sharp operator-norm concentration and expectation bounds for sample cross-covariances of sub-Gaussian and Gaussian vectors, governed by effective ranks of the marginal covariances.
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Connecting the forward problem to the inverse problem in uncertainty quantification of Earth system models using fast emulators
Forward sensitivity analysis via Gaussian process emulators identifies observation regions that serve as strong proxies for accurate Bayesian parameter calibration and reduced posterior uncertainty in Earth system models.