Alexander Litvinenko

Parameter identification in a probabilistic setting

Bojana Rosić, Anna Kučerová, Jan Sýkora et al. · Engineering Structures · 2013 · 92 citations · Full text

Parameter Identification, Parameter Estimation, Engineering +5

Application of hierarchical matrices for computing the Karhunen–Loève expansion

Boris N. Khoromskij, Alexander Litvinenko, Hermann G. Matthies · Computing · 2008 · 79 citations · Full text

Numerical Analysis, Spectral Theory, Engineering +21

Sampling-free linear Bayesian update of polynomial chaos representations

Bojana Rosić, Alexander Litvinenko, Oliver Pajonk et al. · Journal of Computational Physics · 2012 · 70 citations

High-dimensional Chaos, Quantum Chaos, Polynomial Chaos Representations +1

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

Sergey Dolgov, Boris N. Khoromskij, Alexander Litvinenko et al. · SIAM/ASA Journal on Uncertainty Quantification · 2015 · 61 citations

Numerical Analysis, Elliptic Equation, Numerical Computation +15

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

Oliver Pajonk, Bojana Rosić, Alexander Litvinenko et al. · Physica D Nonlinear Phenomena · 2012 · 58 citations

State Estimation, Noisy Measurements, Bayesian Statistics +13