Dr Aretha Teckentrup
Lecturer in the Mathematics of Data Science
MATH08068 Facets of Mathematics (Semester 1)
I joined the University of Edinburgh in October 2016. Before this, I worked as a postdoctoral research associate with Andrew Stuart at the University of Warwick and Max Gunzburger at Florida State University. I obtained my PhD at the University of Bath, supervised by Rob Scheichl.
A more detailed CV can be found here (last updated January 2017).
- M. Park, A.L. Teckentrup. Improved Multilevel Monte Carlo Methods for Finite Volume Discretisations of Darcy Flow in Randomly Layered Media. Submitted, 15 June 2015. Available as arXiv preprint arXiv:1506.04694.
- M. Gunzburger, A.L. Teckentrup. Computing Approximate Optimal Point Sets for Total Degree Polynomial Interpolation in Moderate Dimensions. Submitted, 11 July 2014. Available as arXiv preprint arXiv:1407.3291. Interpolation points computed in this paper are available in the MATLAB scripts points_cube.m (for the unit cube) and points_ball.m (for the unit ball).
- A.M. Stuart, A.L. Teckentrup. Posterior Consistency for Gaussian Process Approximations of Bayesian Posterior Distributions . Available as arXiv preprint arXiv:1603.02004. To appear in Mathematics of Computation.
- R. Scheichl, A.M. Stuart, A.L. Teckentrup. Quasi-Monte Carlo and Multilevel Monte Carlo Methods for Computing Posterior Expectations in Elliptic Inverse Problems. Available as arXiv preprint arXiv:1602.04704. To appear in SIAM/ASA Journal on Uncertainty Quantification.
- A.L. Teckentrup, P. Jantsch, C.G. Webster, M. Gunzburger. A Multilevel Stochastic Collocation Method for Partial Differential Equations with Random Input Data. SIAM/ASA Journal on Uncertainty Quantification, 3(1), 1046–1074, 2015. Available as arXiv preprint arXiv:1404.2647.
- T.J. Dodwell, C. Ketelsen, R. Scheichl, A.L. Teckentrup. A Hierarchical Multilevel Markov Chain Monte Carlo Algorithm with Applications to Uncertainty Quantification in Subsurface Flow. SIAM/ASA Journal on Uncertainty Quantification 3(1):1075-1108, 2015. Available as arXiv preprint arXiv:1303:7343.
- A.L. Teckentrup, R. Scheichl, M.B. Giles, E. Ullmann. Further analysis of multilevel Monte Carlo methods for elliptic PDEs with random coefficients. Numerische Mathematik, 125(3):569-600, 2013. Available as arXiv preprint arXiv:1204:3476.
- J. Charrier, R.Scheichl, A.L. Teckentrup. Finite Element Error Analysis of Elliptic PDEs with Random Coefficients and its Application to Multilevel Monte Carlo Methods. SIAM Journal on Numerical Analysis, 51(1):322-352, 2013. BICS preprint 2/11, available here.
- A.L. Teckentrup. Multilevel Monte Carlo methods for highly heterogeneous media. Proceedings of the Winter Simulation Conference 2012. Available at http://informs-sim.org/. Available as arXiv preprint arXiv:1206:1479.
- K.A. Cliffe, M.B. Giles, R. Scheichl, A.L. Teckentrup. Multilevel Monte Carlo Methods and Applications to Elliptic PDEs with Random Coefficients. Computing and Visualization in Science, 14(1):3-15, 2011. BICS preprint 1/11, available here.
- A.L. Teckentrup. Multilevel Monte Carlo methods and uncertainty quantification. PhD thesis, University of Bath (UK), June 2013. PDF available online here.
- LMS/Turing Workshop on Inverse Problems and Data Science, Edinburgh (UK), 8-10 May 2017
- LMS Short course on Introduction to the Bayesian approach to Inverse Problems, Edinburgh (UK), 11 May 2017
- NASPDE '17, Linz (Austria), 21-22 June 2017
- 27th Biennial Numerical Analysis Conference, University of Strathclyde (UK), 27-30 June 2017
- LMS-EPSRC Durham Symposium on Model Order Reduction, Durham (UK), 7-17 August 2017
- SciCADE 2017, University of Bath (UK), 11-15 September 2017
- Newton Institute Programme on Uncertainty Quantification for complex systems: theory and methodologies, Cambridge (UK), 3 January - 29 June 2018