Dr Aretha Teckentrup
Lecturer in the Mathematics of Data Science
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 with Max Gunzburger at Florida State University. I obtained my PhD at the University of Bath in 2013, supervised by Rob Scheichl.
A more detailed CV can be found here (last updated February 2018).
- H.C. Lie, T.J. Sullivan, A.L. Teckentrup. Random forward models and log-likelihoods in Bayesian inverse problems. Available as arXiv preprint arXiv:1712.05717.
- M.M. Dunlop, M. Girolami, A.M. Stuart, A.L. Teckentrup. How deep are deep Gaussian processes? Available as arXiv preprint arXiv:1711.11280.
- 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. Mathematics of Computation, (87), 721-753, 2018. Available as arXiv preprint arXiv:1603.02004.
- R. Scheichl, A.M. Stuart, A.L. Teckentrup. Quasi-Monte Carlo and Multilevel Monte Carlo Methods for Computing Posterior Expectations in Elliptic Inverse Problems. SIAM/ASA Journal on Uncertainty Quantification, 5(1), 493–518, 2017. Available as arXiv preprint arXiv:1602.04704.
- 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.
- Analysis and Computation in High Dimensions, Bonn (Germany), October 1-5, 2018
- 43rd Woudschoten Conference, Zeist (Netherlands), October 3-5, 2018
- Frontier Technologies for High-Dimensional Problems and Uncertainty Quantification, Linz (Austria), December 17-21, 2018