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Stochastic spectral methods for efficient Bayesian solution of inverse problems., , и . J. Comput. Phys., 224 (2): 560-586 (2007)Conditional classifiers and boosted conditional Gaussian mixture model for novelty detection., , и . Pattern Recognit., (2018)Mercer kernels and integrated variance experimental design: connections between Gaussian process regression and polynomial approximation., и . CoRR, (2015)Transport Map Accelerated Markov Chain Monte Carlo., и . SIAM/ASA J. Uncertain. Quantification, 6 (2): 645-682 (2018)Optimal Low-rank Approximations of Bayesian Linear Inverse Problems., , , , , и . SIAM J. Sci. Comput., (2015)Gradient-Based Dimension Reduction of Multivariate Vector-Valued Functions., , , и . SIAM J. Sci. Comput., 42 (1): A534-A558 (2020)Multilevel Sequential Monte Carlo with Dimension-Independent Likelihood-Informed Proposals., , , , и . SIAM/ASA J. Uncertain. Quantification, 6 (2): 762-786 (2018)Sequential data assimilation with multiple models., , и . J. Comput. Phys., 231 (19): 6401-6418 (2012)A Koopman framework for rare event simulation in stochastic differential equations., , и . J. Comput. Phys., (2022)hIPPYlib-MUQ: A Bayesian Inference Software Framework for Integration of Data with Complex Predictive Models under Uncertainty., , , , , и . CoRR, (2021)