% LaTeX bibliography database for all Dakota manuals 
%
% $Id$


% --- Dakota Manuals ---

% NOTE: The citations lag by one Dakota version due to R&A
% TODO: Add Coomber, W.~P. when updating to Dakota 6.13

@string{DakotaAuthorsCode =
"Adams, B.~M. and Bohnhoff, W.~J. and Canfield, R.~A. and Dalbey, K.~R. and
Ebeida, M.~S. and Eddy, J.~P. and Eldred, M.~S. and Geraci, G. and
Hooper, R.~W. and Hough, P.~D. and Hu, K.~T. and Jakeman, J.~D. and
Carson, K. and Khalil, M. and Maupin, K.~A. and Monschke, J.~A. and
Ridgway, E.~M. and Rushdi, A.~A. and Seidl, D.~T. and  Stephens, J.~A. and
Swiler, L.~P. and Tran, A. and Vigil, D.~M. and Wildey, T.~M. and
Winokur, J.~G. and {(with Menhorn, F. and Zeng, X.)}"
}

@string{DakotaAuthorsUsers =
"Adams, B.~M. and Bohnhoff, W.~J. and Dalbey, K.~R. and Ebeida, M.~S. and
Eddy, J.~P. and Eldred, M.~S. and Hooper, R.~W. and
Hough, P.~D. and Hu, K.~T. and Jakeman, J.~D. and Khalil, M. and
Maupin, K.~A. and Monschke, J.~A. and Ridgway, E.~M. and Rushdi, A.~A. and 
Seidl, D.~T. and Stephens, J.~A. and Swiler, L.~P. and Winokur, J.~G."
}

@string{DakotaAuthorsTheory =
"Dalbey, K.~R. and Eldred, M.~S. and Geraci, G. Jakeman, J.~D. and
Maupin, K.~A. and Monschke, J.~A. and Seidl, D.~T.  and Swiler, L.~P. and
Tran, A. and {(with Menhorn, F. and Zeng, X.)}"
}

@manual{DevMan,
  author = 	 DakotaAuthorsCode,
  title = 	 {Dakota, A Multilevel Parallel Object-Oriented Framework for Design Optimization, Parameter Estimation, Uncertainty Quantification, and Sensitivity Analysis: Version 6.14 Developers Manual},
  organization =  {Sandia National Laboratories},
  month =        {May},
  year = 	 2021,
  address =	 {Albuquerque, NM},
  note =         {Available online from \url{http://dakota.sandia.gov/documentation.html}}
}

@manual{RefMan,
  author = 	 DakotaAuthorsCode,
  title = 	 {Dakota, A Multilevel Parallel Object-Oriented Framework for Design Optimization, Parameter Estimation, Uncertainty Quantification, and Sensitivity Analysis: Version 6.14 Reference Manual},
  organization =  {Sandia National Laboratories},
  month =        {May},
  year = 	 2021,
  address =	 {Albuquerque, NM},
  note =         {Available online from \url{http://dakota.sandia.gov/documentation.html}}
}

@TechReport{TheoMan,
  author = 	 DakotaAuthorsTheory,
  title = 	 {Dakota, A Multilevel Parallel Object-Oriented Framework for Design Optimization, Parameter Estimation, Uncertainty Quantification, and Sensitivity Analysis: Version 6.14 Theory Manual},
  institution =  {Sandia National Laboratories},
  number =       {SAND2021-5821},
  month =        {May},
  year = 	 2021,
  address =	 {Albuquerque, NM},
  note =         {Available online from \url{http://dakota.sandia.gov/documentation.html}}
}

@TechReport{UsersMan,
  author = 	 DakotaAuthorsUsers,
  title = 	 {Dakota, A Multilevel Parallel Object-Oriented Framework for Design Optimization, Parameter Estimation, Uncertainty Quantification, and Sensitivity Analysis: Version 6.14 Users Manual},
  institution =  {Sandia National Laboratories},
  number =       {SAND2021-5822},
  month =        {May},
  year = 	 2021,
  address =	 {Albuquerque, NM},
  note =         {Available online from \url{http://dakota.sandia.gov/documentation.html}}
}


% --- Remaining entries arranged alpha by first author, then year ---

@Book{abram_stegun,
  author =	 {Abramowitz, M. and Stegun, I.~A.},
  title = 	 {Handbook of Mathematical Functions with Formulas, Graphs, and Mathematical Tables},
  publisher = 	 {Dover},
  address =      {New York},
  year = 	 1965
}

@misc{Nomad,
  Author       = {M.A. Abramson and C. Audet and G. Couture and J.E. {Dennis, Jr.} and S. {Le~Digabel} and C. Tribes},
  Title        = {The {NOMAD} project},
  Howpublished = {Software available at
                  \url{http://www.gerad.ca/nomad}},
  Url          = {http://www.gerad.ca/nomad},
}

@Article{AgaAlu09, 
  author =       {Agarwal, N. and Aluru, N.R.},
  title =        {A domain adaptive stochastic collocation approach for analysis of {MEMS} under uncertainties},
  journal =      {Journal of Computational Physics}, 
  year =         2009,
  volume =       228, 
  pages =        {7662--7688}
} 

@Article{Ale98,
  author = {Alexandrov, M. and {Dennis, Jr.}, J.~E. and Lewis, R.~M. and Torczon, V.},
  title = {A Trust-region Framework for Managing the Use of Approximation Models in Optimization},
  journal = {Structural Optimization},
  volume = 15,
  year = 1998,
  pages = {16--23}
}

@InProceedings{Ale00,
  author = 	{Alexandrov, N.~M. and Lewis, R.~M. and Gumbert, C.~R. and Green, L.~L. and Newman, P.~A.},
  title = 	{Optimization with Variable-Fidelity Models Applied to Wing Design},
  booktitle =   {Proceedings of the 38th Aerospace Sciences Meeting and Exhibit},
  year = 	{2000},
  address = 	{Reno, NV},
  note = 	{AIAA Paper 2000-0841},
}

@Article{All04,
  author = 	 {Allen, M. and Maute, K.},
  title = 	 {Reliability-based Design Optimization of Aeroelastic Structures},
  journal = 	 {Struct. Multidiscip. O.},
  year = 	 2004,
  volume =	 27,
  pages =	 {228--242}
}

@Book{And86,
  author = {Anderson, G. and Anderson, P.},
  title = {The UNIX C Shell Field Guide},
  publisher = {Prentice-Hall},
  address = {Englewood Cliffs, NJ},
  year = 1986
}

@Article{Arg02,
  author = {Argaez, M. and Tapia, R.~A. and Velazquez, L.},
  title = {Numerical Comparisons of Path-Following Strategies for a Primal-Dual Interior-Point Method for Nonlinear Programming},
  journal = {Journal of Optimization Theory and Applications},
  volume = 114,
  number = 2
}

@Book{Aro89,
  author = {Arora, J.~S.},
  title = {Introduction to Optimum Design},
  publisher = {McGraw-Hill},
  address = {New York},
  year = 1989
}

@InProceedings{askey,
  author = 	 {Askey, R. and Wilson, J.},
  title = 	 {Some Basic Hypergeometric Polynomials that Generalize Jacobi Polynomials},
  booktitle = 	 {Mem. Amer. Math. Soc. 319},
  organization = {AMS},
  year =	 1985,
  address =	 {Providence, RI}
}

@techreport{AuLeTr09a,
  Author      = {C. Audet and S. {Le~Digabel} and C. Tribes},
  Title       = {{NOMAD} user guide},
  Institution = {Les cahiers du GERAD},
  Number      = {G-2009-37},
  Url         = {http://www.gerad.ca/NOMAD/Downloads/user_guide.pdf},
  Year        = {2009}
}

@conference{Aug07,
	Address = {Detroit, MI},
	Author = {Aughenbaugh, J.~M. and Paredis, C.~J.~J.},
	Number = {SAE-2007-01-1480},
	Organization = {SAE},
	booktitle = {SAE World Congress and Exposition},
	Title = {Probability Bounds Analysis as a General Approach to Sensitivity Analysis in Decision Making under Uncertainty},
	Year = {2007}
}

@Article{Baraniuk_CDH_IEEIT_2010,
  author = {Baraniuk, R.G. and Cevher, V. and Duarte, M.F. and Hegde, C.},
  title = {Model-Based Compressive Sensing},
  journal = {Information Theory, IEEE Transactions on},
  year = {2010},
  volume = {56},
  number = {4},
  pages = {1982-2001}
}

@article{barth_novak_ritter_00,
	Author = {Barthelmann, V. and Novak, E. and Ritter, K.},
	Fjournal = {Advances in Computational Mathematics},
	Issn = {1019-7168},
	Journal = {Adv. Comput. Math.},
	Mrclass = {41A63 (41A05 65D05)},
	Mrnumber = {MR1768951 (2001d:41033)},
	Mrreviewer = {Timothy S. Norfolk},
	Note = {Multivariate polynomial interpolation},
	Number = 4,
	Pages = {273--288},
	Title = {High dimensional polynomial interpolation on sparse grids},
	Volume = 12,
	Year = 2000}

@PhdThesis{Bar01a,
  author = {Bartlett, R.},
  title = {Object-Oriented Approaches to Large-Scale NonLinear Programming For Process Systems Engineering},
  school = {Carnegie Mellon University},
  address = {Pittsburgh, PA},
  year =  2001
}

@Article{Bar01b,
  author = {Bartlett, R.~A. and Biegler, L.~T.},
  title = {{rSQP++}: An Object-Oriented Framework for Successive Quadratic Programming},
  journal = {Large-Scale PDE-Constrained Optimization, Springer-Verlag Lecture Notes in Computational Science and Engineering},
  volume = 30,
  year = 2003,
  pages = {316--330}
}
 
@article{Ber08, 
  title={The Dagum family of isotropic correlation functions},
  author={Berg, C. and Mateu, J. and Porcu, E.}, 
  journal={Bernoulli},
  volume={14}, 
  number={4}, 
  pages={1134--1149}, 
  year={2008}, 
  publisher={Bernoulli Society for Mathematical Statistics and Probability}
} 

@Article{BerTref04,
  author = {Berrut, J.-P. and Trefethen, L.~N.},
  title = {Barycentric Lagrange Interpolation},
  journal = {SIAM Review},
  volume = {46},
  number = 3,
  year = 2004,
  pages = {501--517}
}

% BMA: has this been superceded by the journal article that follows?
@InProceedings{Bichon2007,
  author = {Bichon, B.~J. and Eldred, M.~S. and Swiler, L.~P. and Mahadevan, S. and McFarland, J.~M.},
  year = 2007,
  title = {Multimodal Reliability Assessment for Complex Engineering Applications using Efficient Global Optimization},
  number = {AIAA-2007-1946},
  booktitle = {Proceedings of the 48th {AIAA/ASME/ASCE/AHS/ASC} Structures, Structural Dynamics, and Materials Conference (9th {AIAA} Non-Deterministic Approaches Conference)}, 
  address = {Honolulu, HI},
  month = {April}
}  
% dates = 23-26.

@Article{Bichon2008,
  author = {Bichon, B.~J. and Eldred, M.~S. and Swiler, L.~P. and Mahadevan, S. and McFarland, J.~M.},
  title = {Efficient Global Reliability Analysis for Nonlinear Implicit Performance Functions},
  journal = {AIAA Journal},
  volume = {46},
  number = 10,
  year = 2008,
  pages = {2459--2468}
}

@PhdThesis{Bir00,
  author = {Biros, G.},
  title = {Lagrange-Newton-Krylov-Schur methods for PDE-constrained optimization},
  school = {Carnegie Mellon University},
  address = {Pittsburgh, PA},
  year =  2000
}

@article{Blatman2011,
title = {Adaptive sparse polynomial chaos expansion based on least angle regression},
journal = {Journal of Computational Physics},
volume = {230},
number = {6},
pages = {2345 - 2367},
year = {2011},
issn = {0021-9991},
doi = {10.1016/j.jcp.2010.12.021},
url = {http://www.sciencedirect.com/science/article/pii/S0021999110006856},
author = {Géraud Blatman and Bruno Sudret},
keywords = {Least angle regression},
keywords = {Adaptive stochastic finite elements},
keywords = {Sequential experimental design},
keywords = {Sparse polynomial chaos expansion},
keywords = {Sensitivity analysis},
keywords = {Response surfaces}
}

@Book{Bli96,
  author = {Blinn, B.},
  title = {Portable Shell Programming: An Extensive Collection of Bourne Shell Examples},
  publisher = {Prentice Hall PTR},
  address = {New Jersey},
  year = 1996
}

@Article{Box64,
  author = {Box, G.~E.~P. and Cox, D.~R.},
  title = {An Analysis of Transformations},
  journal = {J. Royal Stat. Soc., Series B},
  volume = 26,
  year = 1964,
  pages = {211--252}
}

@book{Boyd2004,
    abstract = {{Convex optimization problems arise frequently in many different fields. A comprehensive introduction to the subject, this book shows in detail how such problems can be solved numerically with great efficiency. The focus is on recognizing convex optimization problems and then finding the most appropriate technique for solving them. The text contains many worked examples and homework exercises and will appeal to students, researchers and practitioners in fields such as engineering, computer science, mathematics, statistics, finance, and economics.}},
    author = {Boyd, S. and Vandenberghe, L.},
    comment = {Code, PDF here: http://www.stanford.edu/\~{}boyd/cvxbook/},
    day = {08},
    howpublished = {Hardcover},
    isbn = {0521833787},
    keywords = {machine\_learning},
    month = mar,
    posted-at = {2008-03-13 01:30:18},
    priority = {2},
    publisher = {Cambridge University Press},
    title = {{Convex Optimization}},
    url = {http://www.worldcat.org/isbn/0521833787},
    year = {2004}
}

@Article{Bre84,
  author = {Breitung, K.},
  title = {Asymptotic approximation for multinormal integrals},
  journal = {J. Eng. Mech., ASCE},
  volume = 110,
  number = 3,
  year = 1984,
  pages = {357--366}
}

@TechReport{Burk09,
  author = {Burkardt, J.},
  title = {The ``Combining Coefficient'' for Anisotropic Sparse Grids},
  institution =  {Virginia Tech},
  year = 	 2009,
  address =	 {Blacksburg, VA},
  note = {\url{http://people.sc.fsu.edu/~jburkardt/presentations/sgmga_coefficient.pdf}}
}
% number =       {},
 
@TechReport{Burk11, 
  author = {Burkardt, J.},
  title = {Computing the Hermite Interpolation Polynomial},
  institution =  {Florida State University},
  year =         2009,
  address =      {Gainesville, FL},
  note = {\url{http://people.sc.fsu.edu/~jburkardt/presentations/hermite_interpolant.pdf}} 
} 
% number =       {},  

@Article{Byr88,
  author = {Byrd, R.~H. and Schnabel, R.~B. and Schultz, G.~A.},
  title = {Parallel Quasi-Newton Methods for Unconstrained Optimization},
  journal = {Mathematical Programming},
  volume = 42,
  year = 1988,
  pages = {273--306}
}

@InCollection{Cel85,
  author = 	{M.~R. Celis and J.~.E. Dennis and R.~.A Tapia},
  title = 	{A Trust Region Strategy for Nonlinear Equality Constrained Optimization},
  booktitle = 	{Numerical Optimization 1984},
  pages = 	{71--82},
  publisher =   {SIAM},
  year = 	{1985},
  editor = 	{P.~.T. Boggs and R.~H. Byrd and R.~B. Schnabel},
  address = 	{Philadelphia, USA},
}

@Article{Cha93,
  author = {Chang, K.~J. and Haftka, R.~T. and Giles, G.~L. and Kao, P.-J.},
  title = {Sensitivity-based scaling for approximating structural response},
  journal = {J. Aircraft},
  volume = 30,
  year = 1993,
  pages = {283--288}
}

@Article{Che83,
  author = {Chen, X. and Lind, N.C.},
  title = {Fast Probability Integration by Three-Parameter Normal Tail Approximation},
  journal = {Struct. Saf.},
  volume = 1,
  year = 1983,
  pages = {269--276}
}

@ARTICLE{Chen2001,
author = {Chen, S. and Donoho, D. and Saunders, M.},
 title = {Atomic Decomposition by Basis Pursuit},
 journal = {SIAM Rev.},
 issue_date = {2001},
 volume = {43},
 number = {1},
 month = jan,
 year = {2001},
 issn = {0036-1445},
 pages = {129--159},
 numpages = {31},
 url = {http://dx.doi.org/10.1137/S003614450037906X},
 doi = {10.1137/S003614450037906X},
 acmid = {588850},
 publisher = {Society for Industrial and Applied Mathematics},
 address = {Philadelphia, PA, USA},
 keywords = {$\ell^1$ norm optimization, MATLAB code, cosine packets, denoising, interior-point methods for linear programming, matching pursuit, multiscale edges, overcomplete signal representation, time-frequency analysis, time-scale analysis, total variation denoising, wavelet packets, wavelets},
}


@Book{Coe02,
  author = {Coello, C.~A. and Van Veldhuizen, D.~A. and Lamont, G.~B.},
  title = {Evolutionary Algorithms for Solving Multi-Objective Problems},
  publisher = {Kluwer Academic/Plenum Publishers},
  address = {New York},
  year = 2002
}

@Book{Con00,
  author = 	{Conn, A.~R. and Gould, N.~I.~M. and Toint, P.~L.},
  title = 	{Trust-Region Methods},
  publisher = 	{{MPS-SIAM} Series on Optimization, {SIAM-MPS}},
  year = 	{2000},
  address = 	{Philadelphia},
}

@Article{ConstTPQ,
  author = 	 {Constantine, P.~G. and Gleich, D.~F. and Iaccarino, G.},
  title = 	 {Spectral Methods for Parameterized Matrix Equations},
  journal = 	 {SIAM Journal on Matrix Analysis and Applications},
  volume = 	 {31},
  number =       {5},
  year =         {2010},
  pages =	 {2681--2699}
}

@Article{ConstSSG,
  author = 	 {Constantine, P.~G. and Eldred, M.~S. and Phipps, E.~T.},
  title = 	 {Sparse Pseudospectral Approximation Method},
  journal = 	 {Computer Methods in Applied Mechanics and Engineering},
  volume = 	 {229--232},
  pages =        {1--12},
  year = 2012,
  month = {July}
}

@Book{Cop92,
  author = {Coplien, J.~O.},
  title = {Advanced C++ Programming Styles and Idioms},
  publisher = {Addison-Wesley},
  address = {Reading, MA},
  year= 1992
}

@book{Cov2006,
  title={Elements of Information Theory},
  author={Cover, T.M. and Thomas, J.A.},
  series={A Wiley-Interscience publication},
  year={2006},
  publisher={Wiley}
}

@Book{Cre91,
  author = {Cressie, N.},
  title = {Statistics of Spatial Data},
  publisher = {John Wiley and Sons},
  address = {New York},
  year = 1991
}

@article{Dalbey2014,
  title={{Gaussian Process Adaptive Importance Sampling}},
  author={Dalbey, K. and Swiler, L.~P.},
  journal={International Journal for Uncertainty Quantification},
  volume = {4},
  number = {2},
  year={2014},
  pages = {133--149}
}
 
@TechReport{Dalbey2013,
  author = {Dalbey, K.}, 
  year = 2013,
  title = {Efficient and Robust Gradient Enhanced Kriging Emulators},
  institution =  {Sandia National Laboratories},
  number =       {SAND2013-7022}
}

@article{Dav97,
  title={Six factors which affect the condition number of matrices associated with kriging},
  author={Davis, G.J. and Morris, M.D.},
  journal={Mathematical geology},
  volume={29},
  number={5},
  pages={669--683},
  year={1997},
  publisher={Springer}
}

@article {Davis1997,
   author = {Davis, G. and Mallat, S. and Avellaneda, M.},
   affiliation = {Dartmouth College Mathematics Department 03755 Hanover NH U.S.A.},
   title = {Adaptive greedy approximations},
   journal = {Constructive Approximation},
   publisher = {Springer New York},
   issn = {0176-4276},
   keyword = {Mathematics and Statistics},
   pages = {57-98},
   volume = {13},
   issue = {1},
   url = {http://dx.doi.org/10.1007/BF02678430},
   note = {10.1007/BF02678430},
   year = {1997}
}

@article{Den81,
   author = {Dennis, J.~E. and Gay, D.~M. and Welsch, R.~E.},
   title = {{ALGORITHM} 573:  {NL2SOL}--An Adaptive Nonlinear Least-Squares Algorithm},
   journal = {ACM Trans. Math. Software},
   volume = {7},
   pages = {369--383},
   year = {1981}
}

@InProceedings{Den94a,
  author = {Dennis, J.~E. and Lewis, R.~M.},
  title = {Problem Formulations and Other Optimization Issues in Multidisciplinary Optimization},
  booktitle = {Proc. AIAA Symposium on Fluid Dynamics},
  year = 1994,
  month = {June},
  address = {Colorado Springs, Colordao},
  number = {AIAA-94-2196},
}
@InProceedings{Den94b,
  author = {Dennis, J.~E. and Torczon, V.~J.},
  title = {Derivative-Free Pattern Search Methods for Multidisciplinary Design Problems},
  number = {AIAA-94-4349},
  booktitle = {Proc. 5th AIAA/USAF/NASA/ISSMO Symposium on Multidisciplinary Analysis and Optimization},
  address = {Panama City, FL},
  month = {September 7--9},
  year = 1994,
  pages = {922--932}
}

@Article{Der86,
  author = {Der Kiureghian, A. and Liu, P.~L.},
  title = {Structural Reliability Under Incomplete Information},
  journal = {J. Eng. Mech., ASCE},
  volume = 112,
  number = {EM-1},
  year = 1986,
  pages = {85--104}
}

@Article{Dey98,
  author = {Dey, A. and Mahadevan, S.},
  title = {Ductile Structural System Reliability Analysis using Adaptive Importance Sampling},
  journal = {Structural Safety},
  volume = 20,
  year = 1998,
  pages = {137--154}
}

@ARTICLE{Donoho2008,
author={Donoho, D.L. and Tsaig, Y.},
journal={Information Theory, IEEE Transactions on}, 
title={Fast Solution of $\ell_1$-Norm Minimization Problems When the Solution May Be Sparse},
year={2008},
month={nov. },
volume={54},
number={11},
pages={4789 -4812},
keywords={Homotopy method;communication system;error-correcting codes;incoherent matrices;information transmission;iterative method;least angle regression;linear equation;lscr1-norm minimization problem;orthogonal matching pursuit;partial orthogonal matrices;signal processing;sparsity-seeking property;underdetermined system;uniform spherical matrices;iterative methods;least squares approximations;matrix algebra;minimisation;regression analysis;signal processing;},
doi={10.1109/TIT.2008.929958},
ISSN={0018-9448},
}

@article{Doostan2011,
title = {A non-adapted sparse approximation of {PDE}s with stochastic inputs},
journal = {Journal of Computational Physics},
volume = {230},
number = {8},
pages = {3015 - 3034},
year = {2011},
note = {},
issn = {0021-9991},
doi = {10.1016/j.jcp.2011.01.002},
url = {http://www.sciencedirect.com/science/article/pii/S0021999111000106},
author = {Doostan,A . and Owhadi, H.},
keywords = {Polynomial chaos},
keywords = {Uncertainty quantification},
keywords = {Stochastic PDE},
keywords = {Compressive sampling},
keywords = {Sparse approximation}
}

@Article{Du99,
  author = {Du, Q. and Faber, V. and Gunzburger, M.},
  title = {Centroidal Voronoi Tessellations: Applications and Algorithms},
  journal = {SIAM Review},
  volume = 41,
  year = 1999,
  pages = {637--676}
}

@Article{Du04,
  author = 	 {Du, X. and Chen, W.},
  title = 	 {Sequential Optimization and Reliability Assessment Method for Efficient Probabilistic Design},
  journal = 	 {J. Mech. Design},
  year = 	 2004,
  volume =	 126,
  pages =	 {225--233}
}

@Conference{Duarte_WB_SPARS_2005,
  author = {Marco F. Duarte and Michael B. Wakin and Richard G. Baraniuk},
  title = {Fast Reconstruction of Piecewise Smooth Signals from Random
  Projections},
  booktitle = {Online Proceedings of the Workshop on Signal Processing with
  Adaptative Sparse Structured Representations (SPARS)},
  year = {2005},
  address = {Rennes, France},
  abstract = {The Compressed Sensing framework aims to recover a sparse signal
  from a small set of projections onto random vectors; the problem reduces to
  searching for a sparse approximation of this measurement vector. Conventional
  solutions involve linear programming or greedy algorithms and can be
  computationally expensive. These techniques are generic, however, and assume
  no structure in the signal aside from sparsity. In this paper, we design an
  algorithm that enables fast recovery of piecewise smooth signals, sparse
  signals that have distinct {\textquotedblleft}connected
  tree{\textquotedblright} structure in the wavelet domain. Our Tree Matching
  Pursuit (TMP) algorithm significantly reduces the search space of the
  traditional Matching Pursuit greedy algorithm, resulting in a substantial
  decrease in computational complexity for recovering piecewise smooth signals.
  An additional advantage of TMP is that it performs an implicit egularization
  to combat noise in the reconstruction. TMP also applies to the more general
  case of {\textquotedblleft}incoherent{\textquotedblright} measurement
  vectors.}
}

@inproceedings{Dwi09,
  title={Efficient uncertainty quantification using gradient-enhanced kriging},
  author={Dwight, R.P. and Han, Z.},
  booktitle={11th AIAA Non-Deterministic Approaches Conference}, 
  organization={American Institute of Aeronautics and Astronautics},
  month={May},
  year={2009},
  location={Palm Springs, California},
  address={Reston, VA, USA}
}

@article{ebeida2016pof,
	title={Pof-darts: Geometric adaptive sampling for probability of failure},
	author={Ebeida, Mohamed S and Mitchell, Scott A and Swiler, Laura P and Romero, Vicente J and Rushdi, Ahmad A},
	journal={Reliability Engineering \& System Safety},
	volume={155},
	pages={64--77},
	year={2016},
	publisher={Elsevier}
}

@InProceedings{Eck97,
  author = {Eckstein, J. and Hart, W.~E. and Phillips, C.~A.},
  title = {Resource management in a parallel mixed integer programming package},
  booktitle = {Proc. 1997 Intel Supercomputer Users Group Conference},
  address = {Albuquerque, NM},
  year = 1997,
  month = {June 11--13},
  note =  {\url{http://www.cs.sandia.gov/ISUG97/program.html}}
}

@InCollection{Eck01,
  author = {Eckstein, J. and Hart, W.~E. and Phillips, C.~A.},
  title = {{PICO}: An object-oriented framework for parallel branch and bound},
  booktitle = {Inherently Parallel Algorithms in Feasibility and Optimization and their Applications},
  editor = {Butnariu, D. and Censor, Y. and Reich, S.},
  publisher = {Elsevier Science Publishers},
  address = {Amsterdam, Netherlands},
  year = 2001
}
 
@TechReport{Eck09, 
  author = {Eckstein, J. and Phillips, C.~A. and Hart, W.~E.},
  title = {{PEBBL} 1.0 User Guide},
  year = {October 2009},
  note = {\url{http://www.researchgate.net/publication/266173679_PEBBL_1.0_User_Guide}} 
} 

@Misc{Eclipse,
  key = {Eclipse},
  title = {Eclipse.org home},
  howpublished = {http://www.eclipse.org/},
  note = {Last accessed: July 6, 2009}
}

@Inproceedings{Eddy2001,
  author = {Eddy, J.~E. and Lewis, K.},
  year = 2001,
  title = {Effective Generation of Pareto Sets using Genetic Programming},
  booktitle = {Proceedings of ASME Design Engineering Technical Conference}
}

@ARTICLE{Efron2004,
    author = {Efron, B. and Hastie, T. and Johnstone, I. and Tibshirani, R.},
    title = {Least angle regression},
    journal = {Annals of Statistics},
    year = {2004},
    volume = {32},
    pages = {407--499},
    doi  = {10.1214/009053604000000067}
}

@Article{ElBak1996,
  author = {El-Bakry, A.~S. and Tapia, R.~A. and Tsuchiya, T. and Zhang, Y.},
  year = 1996,
  title = {On the Formulation and Theory of the Newton Interior-Point Method for Nonlinear Programming},
  journal = {Journal of Optimization Theory and Applications},
  volume = 89,
  pages = {507--541}
}

@InProceedings{Eld96a,
  author = {Eldred, M.~S. and Hart, W.~E. and Bohnhoff, W.~J. and Romero,
  V.~J. and Hutchinson, S.~A. and Salinger, A.~G.},
  title = {Utilizing Object-Oriented Design to Build Advanced Optimization Strategies with Generic Implementation},
  number = {AIAA-96-4164},
  booktitle = {Proc. 6th AIAA/USAF/NASA/ISSMO Symposium on Multidisciplinary Analysis and Optimization},
  address = {Bellevue, WA},
  month = {September 4--6},
  year = 1996,
  pages = {1568--1582}
}

@Article{Eld96b,
  author = {Eldred, M.~S. and Outka, D.~E. and Bohnhoff, W.~J. and
  Witkowski, W.~R. and Romero, V.~J. and Ponslet, E.~R. and Chen, K.~S.},
  title = {Optimization of Complex Mechanics Simulations with Object-Oriented Software Design},
  journal = {Computer Modeling and Simulation in Engineering},
  volume  = 1,
  number = 3,
  month = {August},
  year = 1996
}

@InProceedings{Eld98a,
  author = {Eldred, M.~S. and Hart, W.~E.},
  title = {Design and Implementation of Multilevel Parallel Optimization on the {Intel TeraFLOPS}},
  number = {AIAA-98-4707},
  booktitle = {Proc. 7th AIAA/USAF/NASA/ISSMO Symposium on Multidisciplinary Analysis and Optimization},
  address = {St. Louis, MO},
  month = {September 2--4},
  year = 1998,
  pages = {44--54}
}

@TechReport{Eld98b,
  author = {Eldred, M.~S.},
  title = {Optimization Strategies for Complex Engineering Applications},
  institution =  {Sandia National Laboratories},
  number =       {SAND98-0340},
  year = 	 1998,
  address =	 {Albuquerque, NM}
}

@InProceedings{Eld99,
  author = {Eldred, M.~S. and Schimel, B.~D.},
  title = {Extended Parallelism Models for Optimization on Massively Parallel Computers},
  booktitle = {Proc. 3rd World Congress of Structural and Multidisciplinary Optimization (WCSMO-3)},
  number = {16-POM-2},
  address = {Amherst, NY},
  month = {May 17--21},
  year = 1999
}

@InProceedings{Eld00,
  author = {Eldred, M.~S. and Hart, W.~E. and Schimel, B.~D. and {van
  Bloemen Waanders}, B.~G.},
  title = {Multilevel Parallelism for Optimization on {MP} Computers: Theory and Experiment},
  number = {AIAA-2000-4818},
  booktitle = {Proc. 8th AIAA/USAF/NASA/ISSMO Symposium on Multidisciplinary Analysis and Optimization},
  address = {Long Beach, CA},
  year = 2000
}

@InProceedings{Eld02,
  author = 	 {Eldred, M.~S. and Giunta, A.~A. and {Wojtkiewicz, Jr.}, S.~F. and Trucano, T.~G.},
  title = 	 {Formulations for Surrogate-Based Optimization Under Uncertainty},
  booktitle = 	 {Proc. 9th AIAA/ISSMO Symposium on Multidisciplinary Analysis and Optimization},
  year =	 2002,
  month =        {September 4--6,},
  number =       {AIAA-2002-5585},
  address =	 {Atlanta, GA}
}

@InProceedings{Eld04,
  author = 		 {Eldred, M.~S. and Giunta, A.~A. and Collis, S.~S.},
  title = 		 {Second-Order Corrections for Surrogate-Based Optimization with Model Hierarchies},
  booktitle =    {Proceedings of the 10th AIAA/ISSMO Multidisciplinary Analysis and Optimization Conference},
  year = 	     {2004},
  address = 	 {Albany, NY,},
  month = 	     {Aug. 30--Sept. 1,},
  note = 	     {AIAA Paper 2004-4457},
}

% BMA: Has this been superceded by the article following it?
@InProceedings{Eldred2004b,
  author = {Eldred, M.~S. and Agarwal, H. and Perez, V.~M. and {Wojtkiewicz, Jr.}, S.~F. and Renaud, J.~E.},
  year = 2004,
  title = {Investigation of Reliability Method Formulations in {DAKOTA/UQ}}, 
  booktitle = {Proceedings of the 9th {ASCE} Joint Specialty Conference on Probabilistic Mechanics and Structural Reliability},
  address = {Albuquerque, NM},
  month = {July}
}
% dates = 26-28

@InProceedings{Eld06a,
  author = 	 {Eldred, M.~S. and Bichon, B.~J.},
  title = 	 {Second-Order Reliability Formulations in {DAKOTA/UQ}},
  booktitle = 	 {Proceedings of the 47th AIAA/ASME/ASCE/AHS/ASC Structures, Structural Dynamics and Materials Conference},
  year =	 2006,
  month =        {May~1--4},
  number =       {AIAA-2006-1828},
  address =	 {Newport,~RI}
}

@InProceedings{Eld06b,
  author = 	 {Eldred, M.~S. and Dunlavy, D.~M.},
  title = 	 {Formulations for Surrogate-Based Optimization with Data Fit, Multifidelity, and Reduced-Order Models},
  booktitle = 	 {Proceedings of the 11th AIAA/ISSMO Multidisciplinary Analysis and Optimization Conference},
  year =	 2006,
  month =        {September~6--8},
  number =       {AIAA-2006-7117},
  address =	 {Portsmouth,~VA}
}

%cited to establish precidence, that GP subset selection was in DAKOTA before Ren09
@TECHREPORT{UserMan4_1,
  title={DAKOTA version 4.1 users manual},
author={Eldred, M.S. and Adams, B.M. and Gay, D.M. and Swiler, L.P. and Haskell, K. and Bohnhoff, W.J. and Eddy, J.P. and Hart, W.E. and Watson, J.P and Griffin, J.D. and Hough, P.D. and Kolda, T.G. and Williams, P.J. and Martinez-Canales, M.L.},
  institution={Sandia National Laboratories},
  address={Albuquerque, NM},
  type={Sandia Technical Report},
  number={SAND2006-6337},
  year={2007},
  url={http://dakota.sandia.gov/licensing/release/Users4.1.pdf}
}

% BMA: Fix year in User's
@Article{Eld05,
  author = {Eldred, M.~S. and Agarwal, H. and Perez, V.~M. and {Wojtkiewicz, Jr.}, S.~F. and Renaud, J.~E.},
  title = {Investigation of Reliability Method Formulations in {DAKOTA/UQ}},
  journal = {Structure \& Infrastructure Engineering: Maintenance, Management, Life-Cycle Design \& Performance},
  volume = 3,
  number = 3,
  year = 2007,
  pages = {199--213}
}

%Article{Eld06,
%  author = {Eldred, M.~S. and Bichon, B.~J.},
%  title = {New Second-Order Formulations for Reliability Analysis and Design},
%  journal = {AIAA J.}, 
%  volume = in preparation,
%  number = ,
%  year = ,
%  pages = {--}
%}
% number =       {AIAA-2006-1828},

@InProceedings{Eld07,
  author = 	 {Eldred, M.~S. and Webster, C.~G. and Constantine, P.},
  title = 	 {Evaluation of Non-Intrusive Approaches for Wiener-Askey Generalized Polynomial Chaos},
  booktitle = 	 {Proceedings of the 10th AIAA Non-Deterministic Approaches Conference},
  year =	 2008,
  month =        {April~7--10},
  number =       {AIAA-2008-1892},
  address =	 {Schaumburg,~IL}
}

@InProceedings{Eld09a,
  author = 	 {Eldred, M.~S. and Burkardt, J.},
  title = 	 {Comparison of Non-Intrusive Polynomial Chaos and Stochastic Collocation Methods for Uncertainty Quantification},
  booktitle = 	 {Proceedings of the 47th AIAA Aerospace Sciences Meeting and Exhibit},
  year =	 2009,
  month =        {January 5--8,},
  number =       {AIAA-2009-0976},
  address =	 {Orlando, FL}
}

@TechReport{Eld09b,
  author = {Eldred, M.~S and Swiler, L.~P.},
  title = {Efficient Algorithms for Mixed Aleatory-Epistemic Uncertainty Quantification with Application to Radiation-Hardened Electronics.  Part 1:  Algorithms and Benchmark Results},
  institution = {Sandia National Laboratories},
  number = {SAND2009-5805},
  year = {2009},
  address = {Albuquerque, NM}
}

@Article{Eld11,
  author = {Eldred, M.~S. and Swiler, L.~P. and Tang, G},
  title = {Mixed Aleatory-Epistemic Uncertainty Quantification with Stochastic Expansions and Optimization-Based Interval Estimation},
  journal = {Reliability Engineering and System Safety},
  year =         2011,
  volume =	 96,
  number =       9,
  pages =	 {1092--1113}
}

@Article{Fad90,
  author = {Fadel, G.~M. and Riley, M.~F. and Barthelemy, J.-F.~M.},
  title = {Two Point Exponential Approximation Method for Structural Optimization},
  journal = {Structural Optimization},
  volume = 2,
  number = 2,
  year = 1990,
  pages = {117--124}
}

@Article{Fer06,
  author = 	 {Ferson, S. and Tucker, W.~T.},
  title =        {Sensitivity Analysis using Probability Bounding},  
  journal = 	 {Reliability Engineering and System Safety},
  year = 	 2006,
  volume =	 91,
  pages =	 {1435--1442}
}

@Unpublished{Fla,
  author = {Flaggs, D.},
  title = {{JPrePost} User's Manual},
  note = {In preparation}
}

@Article{Fle10,
  author = {Flegal, J.~M. and Jones, G.~L.},
  title = {Batch means and spectral variance estimators in {M}arkov chain {M}onte {C}arlo},
  journal = {The Annals of Statistics},
  year = {2010},
  volume = {38},
  number = {2},
  pages = {1034--1070}
}

@Article{Fle02,
  author = 	{Fletcher, R. and Leyffer, S. and Toint, P.~L.},
  title = 	{On the Global Convergence of a Filter-{SQP} Algorithm},
  journal = 	{SIAM J. Optim.},
  year = 	{2002},
  volume = 	{13},
  number = 	{1},
  pages = 	{44--59},
}

@Book{Fou03,
  author = {Fourer, R. and Gay, D.~M. and Kernighan, B.~W.},
  title = {{AMPL}: A Modeling Language for Mathematical Programming, 2nd ed.},
  publisher = {Duxbury Press/Brooks/Cole Publishing Co.},
  address = {Pacific Grove, CA},
  year = 2003,
  note = {For small examples, e.g., at most 300 variables, a student version of AMPL suffices; see \texttt{http://www.ampl.com/DOWNLOADS}.}
}

@article{Fran_Schwab_Todor_04,
	Author = {Frauenfelder, P. and Schwab, C. and Todor, R. A.},
	Coden = {CMMECC},
	Fjournal = {Computer Methods in Applied Mechanics and Engineering},
	Issn = {0045-7825},
	Journal = {Comput. Methods Appl. Mech. Engrg.},
	Mrclass = {65N30 (60H15 60H35)},
	Mrnumber = {MR2105161 (2005i:65186)},
	Number = {2-5},
	Pages = {205--228},
	Title = {Finite elements for elliptic problems with stochastic coefficients},
	Volume = {194},
	Year = {2005}
}

@Article{Fri91,
  author = {Friedman, J.~H.},
  title = {Multivariate Adaptive Regression Splines},
  journal = {Annals of Statistics},
  volume = 19,
  number = 1,
  month = {March},
  year = 1991,
  pages = {1--141}
}

@misc{Fu05,
  author = {Fukuda, K.},
  title = {cddlib Reference Manual},
  howpublished = {Web site},
  year = {2005},
  note = {\url{ftp://ftp.ifor.math.ethz.ch/pub/fukuda/cdd/cddlibman/cddlibman.html}}
}

@TechReport{Gab01,
  author = {Gablonsky, J.},
  title = {DIRECT version 2.0 Userguide Technical Report},
  institution =  {North Carolina State University, Center for Research in Scientific Computation},
  number =       {CRSC-TR01-08},
  year = 	 2001,
  address =	 {Raleigh, NC}
}

@Book{Gam95,
  author = {Gamma, E. and Helm, R. and Johnson, R. and Vlissides, J.},
  title = {Design Patterns: Elements of Reusable Object-Oriented  Software},
  publisher = {Addison-Wesley},
  address = {Reading, MA},
  year = 1995
}

@Article{Gao14,
  author = {Gao, S. and Ver~Steeg, G. and Galstyan, A},
  title = {Efficient Estimation of Mutual Information for Strongly Dependent Variables},
  journal = {CoRR},
  volume = {abs/1411.2003},
  year = {2014},
  url       = {http://arxiv.org/abs/1411.2003},
  archivePrefix = {arXiv},
  eprint    = {1411.2003},
  timestamp = {Wed, 07 Jun 2017 14:42:35 +0200},
  biburl    = {http://dblp.org/rec/bib/journals/corr/GaoSG14},
  bibsource = {dblp computer science bibliography, http://dblp.org}
}

@Book{gautschi_book,
  author =	 {Gautschi, W.},
  title = 	 {Orthogonal Polynomials: Computation and Approximation},
  publisher = 	 {Oxford University Press},
  address =      {New York},
  year = 	 2004
}

@TechReport{Gay97,
  author = 	 {Gay, D.~M.},
  title = 	 {Hooking Your Solver to {AMPL}},
  institution =  {Bell Laboratories},
  number =       {Technical Report 97-4-06},
  year = 	 1997,
  address =	 {Murray Hill, NJ},
  note =	{Available online as \url{http://www.ampl.com/REFS/HOOKING/index.html} and \url{http://www.ampl.com/REFS/hooking2.pdf} and \url{http://www.ampl.com/REFS/hooking2.ps.gz}.}
}

@TechReport{Gay2008,
  author = {Gay, D.~M.},
  year = 2008,
  title = {Specifying and Reading Program Input with {NIDR}},
  institution = {Sandia National Laboratories},
  number = {SAND2008-2261P},
  note = {Available as \url{http://dakota.sandia.gov/papers/nidr08.pdf}}
}

@article{gerstner_griebel_98,
	AUTHOR = {Gerstner, T. and Griebel, M.},
	FJOURNAL = {Numerical Algorithms},
	ISSN = {1017-1398},
	JOURNAL = {Numer. Algorithms},
	MRCLASS = {65D30},
 	MRNUMBER = {MR1669959 (99m:65042)},
	MRREVIEWER = {C. Dagnino},
	NUMBER = {3-4},
	PAGES = {209--232},
         TITLE = {Numerical integration using sparse grids},
  	VOLUME = {18},
   	YEAR = {1998}
}

@Article {Gerstner_Griebel_2003,
    AUTHOR = {Gerstner, T. and Griebel, M.},
     TITLE = {Dimension-adaptive tensor-product quadrature},
   JOURNAL = {Computing},
  FJOURNAL = {Computing. Archives for Scientific Computing},
    VOLUME = 71,
      YEAR = 2003,
    NUMBER = 1,
     PAGES = {65--87},
      ISSN = {0010-485X},
     CODEN = {CMPTA2},
   MRCLASS = {65D30},
  MRNUMBER = {MR2009651 (2004k:65036)},
MRREVIEWER = {Marc Prevost},
}

@Book{Gha91,
  author = {Ghanem, R.~G. and Spanos, P.~D.},
  title = {Stochastic Finite Elements: A Spectral Approach},
  publisher = {Springer-Verlag},
  address = {New York},
  year = 1991
}

@Article{Gha99,
  author = {Ghanem, R. and Red-Horse, J.~R.},
  title = {Propagation of Probabilistic Uncertainty in Complex Physical Systems using a Stochastic Finite Element Technique},
  journal = {Physica D},
  volume = 133,
  year = 1999,
  pages = {137-144}
}


@Book{Gilks,
        Author = {Gilks, W.R. and Richardson, S. and Spiegelhalter, D.J.},
        Publisher = {Chapman \& Hall},
        Title = {Markov chain Monte Carlo in practice},
        Year = {1998}
}

@Book{Gil81,
  author = {Gill, P.~E. and Murray, W. and Wright, M.~H.},
  title = {Practical Optimization},
  publisher = {Academic Press},
  address = {San Diego, CA},
  year = 1981
}

@TechReport{Gil86,
  author = {Gill, P.~E. and Murray, W. and Saunders, M.~A. and Wright, M.~H.},
  title = {User's Guide for {NPSOL (Version 4.0)}: A {Fortran} Package for Nonlinear Programming},
  institution = {System Optimization Laboratory, Stanford University},
  number = {TR SOL-86-2},
  address = {Stanford, CA},
  year = 1986
}

@article{GilMS05,
	author={Philip E. Gill and Walter Murray and Michael A. Saunders},
	title ={{SNOPT}: An {SQP} Algorithm for Large-Scale Constrained Optimization},
	journal = {SIAM Review},
	volume = {47},
	pages = {99--131},
	year = {2005},
	number = {1}
}

@Book{Gil92,
  author = {Gilly, D.},
  title = {{UNIX} in a Nutshell},
  publisher = {O'Reilly and Associates, Inc.},
  address = {Sebastopol, CA},
  year = 1992
}

@article{Giles2008,
abstract = {We show that multigrid ideas can be used to reduce the computational complexity of estimating an expected value arising from a stochastic differential equation using Monte Carlo path simulations. In the simplest case of a Lipschitz payoff and a Euler discretisation, the computational cost to achieve an accuracy of O(ϵ) is reduced from O(ϵ−3) to O(ϵ−2 (log ϵ)2). The analysis is supported by numerical results showing significant computational savings.},
author = {Giles, Michael B.},
doi = {10.1287/opre.1070.0496},
issn = {0030-364X},
journal = {Operations Research},
keywords = {analysis of algorithms,computational complexity,efficiency,finance,simulation},
month = {June},
number = {3},
pages = {607--617},
publisher = { INFORMS },
title = {{Multilevel Monte Carlo Path Simulation}},
url = {http://pubsonline.informs.org/doi/abs/10.1287/opre.1070.0496},
volume = {56},
year = {2008}
}

@article{Giles2015, 
title={Multilevel Monte Carlo methods}, 
volume={24}, 
DOI={10.1017/S096249291500001X}, 
journal={Acta Numerica}, 
publisher={Cambridge University Press}, 
author={Giles, Michael B.}, 
year={2015}, 
pages={259–328}
}

@incollection {Ginsbourger,
   author = {Ginsbourger, David and Riche, Rodolphe and Carraro, Laurent},
   title = {Kriging Is Well-Suited to Parallelize Optimization},
   booktitle = {Computational Intelligence in Expensive Optimization Problems},
   series = {Adaptation, Learning, and Optimization},
   editor = {Tenne, Yoel and Goh, Chi-Keong},
   publisher = {Springer Berlin Heidelberg},
   isbn = {978-3-642-10701-6},
   keyword = {Engineering},
   pages = {131-162},
   volume = {2},
   url = {http://dx.doi.org/10.1007/978-3-642-10701-6_6},
   doi = {10.1007/978-3-642-10701-6_6},
   year = {2010}
}

@InProceedings{Giu98,
  author = {Giunta, A.~A. and Watson, L.~T.},
  title = {A Comparison of Approximation Modeling Techniques: Polynomial Versus Interpolating Models},
  number = {AIAA-98-4758},
  booktitle = {Proc. 7th AIAA/USAF/NASA/ISSMO Symposium on Multidisciplinary Analysis and Optimization},
  address = {St. Louis, MO},
  year = 1998,
  pages = {392--404}
}

@InProceedings{Giu00,
  author = 	 {Giunta, A.~A. and Eldred, M.~S.},
  title = 	 {Implementation of a Trust Region Model Management Strategy in the {DAKOTA} Optimization Toolkit},
  booktitle = 	 {Proc. 8th AIAA/USAF/NASA/ISSMO Symposium on Multidisciplinary Analysis and Optimization},
  year =	 2000,
  month =        {September 6--8,},
  number =       {AIAA-2000-4935},
  address =	 {Long Beach, CA}
}

@InProceedings{Giu02,
  author = {Giunta, A.~A.},
  title = {Use of Data Sampling, Surrogate Models, and Numerical Optimization in Engineering Design},
  number = {AIAA-2002-0538},
  booktitle = {Proc. 40th AIAA Aerospace Science Meeting and Exhibit},
  address = {Reno, NV},
  month = {January},
  year = 2002
}

@InProceedings{Giunta2006,
  author = {Giunta, A.~A. and Swiler, L.~P. and Brown, S.~L and Eldred, M.~S. and Richards, M.~D. and Cyr, E.~C.},
  year = 2006,
  title = {The Surfpack Software Library for Surrogate Modeling of Sparse, Irregularly Spaced Multidimensional Data},
  number = {AIAA-2006-7049},
  booktitle = {Proceedings of the 11th {AIAA/ISSMO} Multidisciplinary Analysis and Optimization Conference},
  address = {Portsmouth, VA}
}

@article{Giu06,
  author = {Giunta, A.~A. and McFarland, J.~M. and Swiler, L.~P. and Eldred, M.~S.},
  title = {The Promise and Peril of Uncertainty Quantification using Respone Surface Approximations},
  journal = {Structure and Infrastructure Engineering},
  month = {September-December},
  year = {2006},
  volume = {2},
  number = {3-4},
  pages = {175-189}
}

@incollection{Gne07,
  title={Geostatistical space-time models, stationarity, separability and full symmetry},
  author={Gneiting, T. and Genton, M.G. and Guttorp, P.},  
  year={2007},
  booktitle={Statistical Methods for Spatio-Temporal Systems},
  editor={Finkenstadt, B. and Held, L. and Isham, V.},
  chapter={4},
  pages={151-172},
  publisher={Boca Raton: Chapman \& Hall/CRC},
}

@Book{Gol89,
  author = {Goldberg, D.~E.},
  title = {Genetic Algorithms in Search, Optimization, and Machine Learning},
  publisher = {Addison-Wessley Publishing Co., Inc.},
  address = {Reading, MA},
  year = 1989
}

@Article{GolubWelsch69,
  author = 	 {Golub, G.~H.. and Welsch, J.~H.},
  title = 	 {Caclulation of Gauss Quadrature Rules},
  journal = 	 {Mathematics of Computation},
  year = 	 1969,
  volume =	 23,
  number =       106,
  pages =	 {221--230}
}

@Article{GoNg99,
  author = 	 {Goodman, I.~R. and Nguyen, H.~T.},
  title =        {Probability Updating using Second Order Probabilities and Conditional Event Algebra},  
  journal = 	 {Information Sciences},
  year = 	 1999,
  volume =	 121,
  pages =	 {295--347}
}


@article{GORODETSKY2020109257,
  author = {Alex A. Gorodetsky and Gianluca Geraci and Michael S. Eldred and John D. Jakeman},
  title = {A generalized approximate control variate framework for multifidelity uncertainty quantification},
  journal = {Journal of Computational Physics},
  volume = {408},
  pages = {109257},
  year = {2020},
  issn = {0021-9991},
  doi = {https://doi.org/10.1016/j.jcp.2020.109257},
  url = {https://www.sciencedirect.com/science/article/pii/S0021999120300310}
}

@article{GrKo06,
  author = {Gray, G.~A. and Kolda, T.~G.},
  title = {Algorithm 856: {APPSPACK} 4.0: Asynchronous Parallel Pattern Search for Derivative-Free Optimization},
  journal = {ACM Transactions on Mathematical Software},
  month = {September},
  year = {2006},
  volume = {32},
  number = {3},
  pages = {485--507}
}

@TechReport{GrKo07,
  author = {Griffin, J.~D and Kolda, T.~G.},
  title = {Nonlinearly-Constrained Optimization Using Asynchronous Parallel Generating Set Search},
  institution = {Sandia National Laboratories},
  number = {SAND2007-3257},
  year = {2007},
  address = {Livermore, CA}
}

@article{GrKoLe08,
  author = {Griffin, J.~D. and Kolda, T.~G. and Lewis, R.~M.},
  title = {Asynchronous Parallel Generating Set Search For
                  Linearly-Constrained Optimization},
  journal = {SIAM Journal on Scientific Computing},
  month = {May},
  year = {2008},
  volume = {30},
  number = {4},
  pages = {1892--1924}
}

@Book{Gro94,
  author = {Gropp, W. and Lusk, E. and Skjellum, A.},
  title = {Using {MPI}, Portable Parallel Programing with the Message-Passing Interface},
  publisher = {The MIT Press},
  address = {Cambridge, MA},
  year = 1994
}

@TechReport{Gro96,
  author = {Gropp, W. and Lusk, E.},
  title = {User's Guide for mpich, a Portable Implementation of {MPI}},
  institution = {Argonne National Laboratory, Mathematics and Computer Science Division},
  number = {ANL/MCS-TM-ANL-96/6},
  year = 1996
}

% BMA: Update site
@Misc{Gunzburger2004,
  author = {Gunburger, M. and Burkardt, J.},
  year = 2004,
  title = {Uniformity Measures for Point Samples in Hypercubes},
  note = {Available on John Burkardt's web site: \url{http://www.csit.fsu.edu/~burkardt/}}
}

@Article{Haario,
        Author = {Haario, Heikki and Laine, Marko and Mira, Antonietta and Saksman, Eero},
        Journal = {Statistics and Computing},
        Pages = {339-354},
        Publisher = {Springer Netherlands},
        Title = {{DRAM}: Efficient adaptive {MCMC}},
        Url = {http://dx.doi.org/10.1007/s11222-006-9438-0},
        Volume = {16},
        Year = {2006}
}

@Article{Haftka1991,
  author = {Haftka, R.~T.},
  year = 1991,
  title = {Combining Global and Local Approximations},
  journal = {AIAA Journal},
  volume = 29,
  number = 9,
  pages = {1523--1525}
}

@Book{Haf92,
  author = {Haftka, R.~T. and Gurdal, Z.},
  title = {Elements of Structural Optimization},
  publisher = {Kluwer},
  address = {Boston},
  year = 1992
}

@Book{Hal00,
  author =	 {Haldar, A. and Mahadevan, S.},
  title = 	 {Probability, Reliability, and Statistical Methods in Engineering Design},
  publisher = 	 {Wiley},
  address =      {New York},
  year = 	 2000
}

% BMA: check year
@Article{Halton1960,
  author = {Halton, J.~H.},
  title = {On the efficiency of certain quasi-random sequences of points in evaluating multi-dimensional integrals},
  journal = {Numerische Mathematik},
  year = 1960,
  volume = 2,
  pages = {84--90}
}

@Article{Halton1964,
  author = {Halton, J.~H. and Smith, G.~B.},
  year = 1964,
  title = {Algorithm 247: Radical-Inverse Quasi-Random Point Sequence},  
  journal = {Communications of the ACM},
  volume = 7,
  pages = {701--702}
}

@InProceedings{Hart1999,
  author = {Hart, W.~E. and Hunter, K.~O.},
  year = 1999,
  title = {A Performance Analysis of Evolutionary Pattern Search with Generalized Mutation Steps},
  booktitle = {Proc Conf Evolutionary Computation},
  pages = {672--679}
}

@InProceedings{Hart2001c,
  author = {Hart, W.~E. and Giunta, A.~A. and Salinger, A.~G. and van Bloemen Waanders, B.~G.},
  year = 2001,
  title = {An Overview of the Adaptive Pattern Search Algorithm and its Application to Engineering Optimization Problems},
  booktitle = {Proceedings of the McMaster Optimization Conference: Theory and Applications},
  institution = {McMaster University},
  address = {Hamilton, Ontario, Canada}
}

%TechReport{Har06,
%  author = {Hart, W.~E.},
%  title = {Coliny Users Manual: {Version 2.0}},
%  institution =  {Sandia National Laboratories},
%  number =       {SAND2006-xxxx},
%  year = 	 2006,
%  address =	 {Albuquerque, NM},
%  note = {Available online from \url{http://software.sandia.gov/Acro/Coliny/}}
%}

@misc{Har06,
  author = {Hart, W.~E.},
  title = {The Coliny Project},
  howpublished = {Web site},
  year = 2007,
  note = {\url{http://software.sandia.gov/Acro/Coliny/}}
}

@BOOK{hastie2001,
  AUTHOR = {Hastie, T. and Tibshirani, R. and Friedman, J.H.},
  TITLE = {The elements of statistical learning: data mining, inference, and prediction: with 200 full-color illustrations},
  YEAR = {2001},
  PAGES = {533},
  PUBLISHER = {New York: Springer-Verlag}
}

@Book{Hed99,
  author = {Hedayat, A.~S. and Sloane, N.~J.~A. and Stufken, J.},
  title = {Orthogonal Arrays:  Theory and Applications},
  publisher = 	 {Springer-Verlag},
  address =      {New York},
  year = 	 1999
}

@TechReport{Hel00,
  author = {Helton, J.~C. and Davis, F.~J.},
  title = {Sampling-Based Methods for Uncertainty and Sensitivity Analysis},
  institution =  {Sandia National Laboratories},
  number =       {SAND99-2240},
  year = 	 2000,
  address =	 {Albuquerque, NM}
}

% BMA: FIX
@Volumes{Helton2004,
  author = {Helton, J.~C. and Oberkampf, W.~L.},
  year= 2004,
  title = {Special Issue of Reliability Engineering and System Safety: 
Issue on Alternative Representations of Epistemic Uncertainty},
  volume = 85, 
  number = {1--3},
  month = {Jul--Sep},
  year = 2004
} 

@Article{Hel07,
  author = {Helton, J.~C. and Johnson, J.~D. and Oberkampf, W.~L. and Storlie, C.~B},
  title = {A Sampling-based Computational Strategy for the Representation of Epistemic Uncertainty in Model Predictions with Evidence Theory},
  journal = {Comp. Methods in Applied Mechanics and Engineering},
  volume = 196,
  year = 2007,
  pages = {3980-3998}
}

@Article{Hig08,
  author = 	 {Higdon, D. and Gattiker, J. and Williams, B. and Rightley, M.},
  title = 	 {Computer Model Calibration Using High-Dimensional Output},
  journal = 	 {Journal of the American Statistical Association},
  year = 	 2008,
  volume =	 103,
  number =       482,
  pages =	 {570--583}}
}

@Article{Higham04,
  author = 	 {Higham, N.~J.},
  title = 	 {The numerical stability of barycentric Lagrange interpolation},
  journal = 	 {IMA Journal of Numerical Analysis},
  year = 	 2004,
  volume =	 24,
  number =       4,
  pages =	 {547--556}}
}

@Article{Hoh86,
  author = 	 {Hohenbichler, M. and Rackwitz, R.},
  title = 	 {Sensitivity and Importance Measures in Structural Reliability},
  journal = 	 {Civil Eng. Syst.},
  year = 	 1986,
  volume =	 3,
  pages =	 {203--209}
}

@Article{Hoh88,
  author = {Hohenbichler, M. and Rackwitz, R.},
  title = {Improvement of second-order reliability estimates by importance sampling},
  journal = {J. Eng. Mech., ASCE},
  volume = 114,
  number = 12,
  year = 1988,
  pages = {2195--2199}
}

@Article{Hon99,
  author = {Hong, H.P.},
  title = {Simple Approximations for Improving Second-Order Reliability Estimates},
  journal = {J. Eng. Mech., ASCE},
  volume = 125,
  number = 5,
  year = 1999,
  pages = {592--595}
}

@InProceedings{pt_colloc2,
  author = 	 {Hosder, S. and Walters, R.~W. and Balch, M.},
  title = 	 {Efficient Sampling for Non-Intrusive Polynomial Chaos Applications with Multiple Uncertain Input Variables},
  booktitle = 	 {Proceedings of the 48th AIAA/ASME/ASCE/AHS/ASC Structures, Structural Dynamics, and Materials Conference},
  year =	 2007,
  month =        {April 23--26,},
  number =       {AIAA-2007-1939},
  address =	 {Honolulu, HI}
}

@Article{Hua06,
  author = 	 {Huang, D. and Allen, T.~T. and Notz, W.~I. and Zeng, N.},
  title = 	 {Global Optimization of Stochastic Black-Box Systems via Sequential Kriging Meta-Models}, 
  journal = 	 {Journal of Global Optimization},
  year = 	 2006,
  volume =	 34,
  pages =	 {441--466}
}

@Article{Iman1982,
  author = {Iman, R.~L. and Conover, W.~J.},
  year = 1982,
  title = {A Distribution-Free Approach to Inducing Rank Correlation Among Input Variables},
  journal = {Communications in Statistics: Simulation and Computation},
  volume = {B11},
  number = 3,
  pages = {311--334}
}

@TechReport{Ima84,
  author = {Iman, R.~L. and Shortencarier, M.~J},
  title = {A {Fortran 77} Program and User's Guide for the Generation of Latin Hypercube Samples for Use with Computer Models},
  institution =  {Sandia National Laboratories},
  number =       {NUREG/CR-3624, SAND83-2365},
  year = 	 1984,
  address =	 {Albuquerque, NM}
}

@Book{Jaynes,
  Address = {Cambridge, UK; New York, NY},
  Author = {Jaynes, E. T. and Bretthorst, G. Larry.},
  Publisher = {Cambridge University Press},
  Title = {Probability theory : the logic of science},
  Year = {2003}
}

@Article{Jon98,
  author = 	 {Jones, D. and Schonlau, M. and Welch, W.},
  title = 	 {Efficient Global Optimization of Expensive Black-Box Functions},
  journal = 	 {Journal of Global Optimization},
  year = 	 1998,
  volume =	 13,
  pages =	 {455--492}
}

@Article{Kar92,
  author = 	 {Karamchandani, A. and Cornell, C.~A.},
  title = 	 {Sensitivity Estimation within First and Second Order Reliability Methods},
  journal = 	 {Struct. Saf.},
  year = 	 1992,
  volume =	 11,
  pages =	 {95--107}
}

@Article{KaKiVeAj09,
  author = 	 {Karanki, D.~R. and Kishwaha, H.~S. and Verma, A.~K. and Ajit, S.},
  title = 	 {Uncertainty Analysis based on Probability Bounds (p-box) Approach in Probabilistic Safety Assessment},
  journal = 	 {Risk Analysis},
  year = 	 2009,
  volume =	 29,
  pages =	 {662--675}
}


@Article{Kenn01,
  author = 	 {Kennedy, M.~C. and O'Hagan, A.},
  title = 	 {Bayesian Calibration of Computer Models},
  journal = 	 {Journal of the Royal Statistical Society},
  year = 	 2001,
  volume =	 63,
  pages =	 {425--464}
}

@Book{Ker88,
  author = {Kernighan, B.~W. and Ritchie, D.~M.},
  title = {The C Programming Language},
  edition = {2nd},
  publisher = {Prentice Hall PTR},
  address = {Englewood Cliffs, NJ},
  year = 1988
}

% BMA: has this been superceded by the one followin?
@PhdThesis{Klimke05,
  author = {Klimke, W.~A.},
  title = {Uncertainty Modeling using Fuzzy Arithmetic and Sparse Grids},
  school = {Universit\"{a}t Stuttgart},
  address = {Stuttgart, Germany},
  year =  2005
}

@Article{spinterp,
  author = 	 {Klimke, A. and Wohlmuth, B.},
  title = 	 {Algorithm 847: spinterp: Piecewise Multilinear Hierarchical Sparse Grid Interpolation in MATLAB},
  journal = 	 {ACM Transactions on Mathematical Software},
  year = 	 2005,
  volume =	 31,
  number =	 4,
  pages =	 {561--579}
}

@Article{Kocis1997,
  authors = {Kocis, L. and Whiten W.},
  year = 1997,
  title = {Computational Investigations of Low-Discrepancy Sequences},
  journal = {ACM Transactions on Mathematical Software},
  volume = 23,
  number = 2,
  pages = {266--294}
}

@InCollection{Koe96,
  author = {Koehler, J.~R. and Owen, A.~B.},
  title= {Computer Experiments},
  volume = 13,
  booktitle = {Handbook of Statistics},
  editor = {Ghosh, S. and Rao, C.~R.},
  publisher = {Elsevier Science},
  address = {New York},
  year = 1996
}

@TechReport{Kou2014,
  author = {Kouri, D.~P. and Ridzal, D. and van Bloeman Waanders, B.~G. and von Winckel, G.},
  year = 2014,
  title = {Rapid Optimization Library},
  institution = {Sandia National Laboratories},
  number = {SAND2014-19572},
  address = {Albuquerque, NM}
}

@Article{Kus97,
  author = {Kuschel, N. and Rackwitz, R.},
  title = {Two Basic Problems in Reliability-Based Structural Optimization},
  journal = {Math. Method Oper. Res.},
  volume = 46,
  year = 1997,
  pages = {309--333}
}

@InProceedings{La_D_IEEEIP_2006,
  author = {La, C. and Do, M.N.},
  title = {Tree-Based Orthogonal Matching Pursuit Algorithm for Signal
  Reconstruction},
  booktitle = {Image Processing, 2006 IEEE International Conference on},
  year = {2006},
  pages = {1277-1280}
}

@Article{Lat00,
  author = 	{Lathauwer, L.~D. and Moor, B.~D. and Vandewalle, J.},
  title = 	{A Multilinear Singular Value Decomposition},
  journal = 	{SIAM Journal on Matrix Analysis and Applications},
  year = 	{2000},
  volume = 	{21},
  number = 	{4},
  pages = 	{1253--1278},
}

@Book{Law74,
  author = 	{Lawson, C.~L. and Hanson, R.~J.},
  title = 	{Solving Least Squares Problems},
  publisher = 	{Prentice--Hall},
  year = 	{1974},
  OPTaddress = 	 {},
}

@article{Le2011a,
  Author   = {S. {Le~Digabel}},
  Title    = {Algorithm 909: {NOMAD}:
              Nonlinear Optimization with the {MADS} algorithm},
  Journal  = {{ACM} Transactions on Mathematical Software},
  Volume   = {37},
  Number   = {4},
  Pages    = {1--15},
  Year     = {2011}
}

@article{herbiefunc,
  title={{Optimization Subject to Hidden Constraints via Statistical Emulation}},
  author={Lee, H. and Gramacy, R. and Linkletter, C. and Gray, G.},
  journal={Pacific Journal of Optimization},
  year={to appear},

}

@article{Kra04,
  title={Estimating mutual information},
  author={Kraskov, Alexander and St{\"o}gbauer, Harald and Grassberger, Peter},
  journal={Physical review E},
  volume={69},
  number={6},
  pages={066138},
  year={2004},
  publisher={APS}
}

@InProceedings{Lew00,
  author = {Lewis, R.~M. and Nash, S.~N.},
  title = {A Multigrid Approach to the Optimization of Systems Governed by Differential Equations},
  booktitle = {Proceedings of the 8th {AIAA/USAF/NASA/ISSMO} Symposium on Multidisciplinary Analysis and Optimization},
  institution = {AIAA},
  number = {AIAA-2000-4890},
  year = 2000,
  address = {Long Beach, CA},
  month = {Sep}
}
% dates = 6-8

@article{Lew16,
  author = {Allison Lewis and Ralph Smith and Brian Williams and Victor Figueroa},
  journal = {Journal of Computational Physics},
  pages = {24 - 43},
  title = {An information theoretic approach to use high-fidelity codes to calibrate low-fidelity codes},
  volume = {324},
  year = {2016}
}

@techreport{Luc04,
  title={LAPACK-style codes for level 2 and 3 pivoted Cholesky factorizations},
  author={Lucas, C.},
  institution={Manchester Centre for Computational Mathematics},
  type={Numerical Analysis Reports},
  number={442},
  address={Manchester, England},
  note={LAPACK Working Note 161},
  month={February},
  year={2004}
}
 
@article{MacKay,
    author = {David J.~C. MacKay},
    title = {Information-Based Objective Functions for Active Data Selection},
    journal = {Neural Computation},
    year = {1992},
    volume = {4},
    issue = {4},
    pages = {590--604}
}

@article{Maljovec,
    author  = {Maljovec, Daniel P. and Wang, Bei and Kupresanin, Ana and Johannesson, Gardar and Pascucci, Valerio and Bremer, Peer-Timo},
    title   = {Adaptive Sampling with Topological Scores},
    journal = {International Journal for Uncertainty Quantification},
    issn    = {2152-5080},
    year    = {2012},
    volume  = {1},
    number  = {1},
}

@Book{Mar03,
  author = {Martelli, A.},
  title = {Python in a Nutshell},
  publisher = {O'Reilly and Associates},
  address = {Cambridge, MA},
  year = 2003,
}

@article{Mar09,
  title={Computational Improvements to Estimating Kriging Metamodel Parameters},
  author={Martin, J.D.},
  journal={Journal of Mechanical Design},
  volume={131},
  pages={084501},
  year={2009}
}

@book{Mat71,
  title={The theory of regionalized variables and its applications},
  author={Matheron, G.},
  series={Les Cahiers du Centre de morphologie math{\'e}matique de Fontainebleau},
  url={http://books.google.com/books?id=TGhGAAAAYAAJ},
  year={1971},
  publisher={{\'E}cole national sup{\'e}rieure des mines}
}

@PhdThesis{McF08,
  author = 	{J.~M. McFarland},
  title = {Uncertainty Analysis for Computer Simulations through Validation and Calibration},	
  school = 	{Vanderbilt University},
  year = 	{2008},
  address = 	{Nashville, Tennesssee},
  note = {available for download at http://etd.library.vanderbilt.edu/ETD-db/available/etd-03282008-125137/}
}

@Article{Mck79,
  author = {McKay, M.~D. and Beckman, R.~J. and Conover, W.~J.},
  title = {A Comparison of Three Methods for Selecting Values of Input Variables in the Analysis of Output from a Computer Code},
  journal = {Technometrics},
  volume = 21,
  number = 2,
  year = 1979,
  pages = {239--245}
}

@TechReport{Mez95,
  author = {Meza, J.~C. and Plantenga, T.~D.},
  title = {Optimal Control of a CVD Reactor for Prescribed Temperature Behavior},
  number = {SAND95-8224},
  institution = {Sandia National Laboratories},
  address = {Livermore, CA},
  year = 1995
}

@Article{MeOlHoWi07,
  author = {Meza, J.~C. and Oliva, R.~A. and Hough, P.~D. and Williams, P.~J.},
  title = {{OPT++:} An Object Oriented Toolkit for Nonlinear Optimization},
  journal = {ACM Transactions on Mathematical Software},
  volume = {33},
  number = {2},
  year = {2007}
}

@TechReport{Moe95,
  author = {Moen, C.~D. and Spence, P.~A. and Meza, J.~C},
  title = {Optimal Heat Transfer Design of Chemical Vapor Deposition Reactors},
  number = {SAND95-8223},
  institution = {Sandia National Laboratories},
  address = {Livermore, CA},
  year = 1995
}

@InProceedings{Moe96,
  author = {Moen, C.~D. and Spence, P.~A. and Meza, J.~C. and Plantenga, T.~D.},
  title = {Automatic Differentiation for Gradient-Based Optimization of Radiatively Heated Microelectronics Manufacturing Equipment},
  number = {AIAA-96-4118},
  booktitle = {Proc. 6th  AIAA/USAF/NASA/ISSMO Symposium on Multidisciplinary Analysis and Optimization},
  address = {Bellevue, WA},
  year = 1996,
  pages = {1167--1175}
}.

@Article{More1994,
  author = {More, J. and Thuente, D.},
  year = 1994,
  title = {Line Search Algorithms with Guaranteed Sufficient Decrease},
  journal = {{ACM} Transactions on Mathematical Software},
  volume = 20,
  number = 3,
  pages = {286--307}
}

@Article{Mor91,
  author = {Morris, M.~D.},
  title = {Factorial sampling plans for preliminary computational experiments},
  journal = {Technometrics},
  volume = 33,
  number = 2,
  year = 1991,
  pages = {161--174}
}

@Book{Mye95,
  author = {Myers, R.~H. and Montgomery, D.~C.},
  title = {Response Surface Methodology: Process and Product Optimization Using Designed  Experiments},
  publisher = {John Wiley \& Sons, Inc.},
  address = {New York},
  year = 1995
}

@article{narayan12,
  author    = {Narayan, A. and Xiu, D.},
  title     = {Stochastic Collocation Methods on Unstructured Grids in High Dimensions via Interpolation},
  journal   = {SIAM J. Scientific Computing},
  volume    = {34},
  number    = {3},
  year      = {2012},
  ee        = {http://dx.doi.org/10.1137/110854059},
  bibsource = {DBLP, http://dblp.uni-trier.de}
}

@book{NAS08,
  author = {{National Research Council of the National Academies}},
  address = {Washington D.C.},
  Publisher = {National Academy Press},
  Title = {Evaluation of Quantification of Margins and Uncertainties Methodology for Assessing and Certifying the Reliability of the Nuclear Stockpile},
  Year = {2008}
}
@TechReport{Nea04,
  author = 	{Nealen, A.},
  title = 	{A Short-As-Possible Introduction to the Least Squares, Weighted Least Squares, and Moving Least Squares Methods for Scattered Data Approximation and Interpolation},
  institution = {Discrete Geometric Modeling Group, Technishe Universitaet},
  address = {Berlin, Germany},
  year = 	{2004}
}

@Book{Net85,
  author = {Neter, J. and Wasserman, W. and Kutner, M.~H.},
  title = {Applied Linear Statistical Models},
  edition = {2nd},
  publisher = {Irwin Professional Publishing},
  address = {Burr Ridge, IL},
  year = 1985
}

@InProceedings{NgEldred2012,
  author = 	{Ng, L.~W.~T. and Eldred, M.~S.},
  title = 	{Multifidelity Uncertainty Quantification Using Nonintrusive Polynomial Chaos and Stochastic Collocation},
  booktitle =   {Proceedings of the 14th AIAA Non-Deterministic Approaches Conference},
  number =      {AIAA-2012-1852},
  year = 	{2012},
  month = 	{April 23-26,},
  address = 	{Honolulu, HI},
}

@TechReport{webster1,
  author = 	 {Nobile, F. and Tempone, R. and Webster, C.~G.},
  title = 	 {A Sparse Grid Stochastic Collocation Method for Partial Differential Equations with Random Input Data},
  institution =  {Royal Institute of Technology},
  number =       {Technical report TRITA-NA 2007:7},
  year = 	 2007,
  address =	 {Stockholm, Sweden},
}

@Article{webster2,
  author = {Nobile, F. and Tempone, R. and Webster, C.~G.},
  title = {An Anisotropic Sparse Grid Stochastic Collocation Method for Partial Differential Equations with Random Input Data},
  journal = {SIAM J. on Num. Anal.},
  volume = 46,
  number = 5,
  year = 2008,
  pages = {2411--2442}
}

@Book{Noc99,
  author = {Nocedal, J. and Wright S.~J.},
  title = {Numerical Optimization},
  series = {Springer Series in Operations Research},
  publisher = {Springer},
  address = {New York},
  year = 1999
}

@Article{Nutt04,
  author = {Nutt, W.T. and Wallis, G.B.},
  title = {Evaluation of nuclear safety from the outputs of computer codes in the presence of uncertainties},
  journal = {Reliability Engineering and System Safety},
  volume = 83,
  year = 2004,
  pages = {57--77}
}

@TechReport{Obe03,
  author = {Oberkampf, W.~.L. and Helton, J.~C.},
  title = {Evidence Theory for Engineering Applications},
  number = {SAND2003-3559P},
  institution = {Sandia National Laboratories},
  address = {Albuquerque, NM},
  year = 2003
}

@PhdThesis{Omo89,
  author = 	{E.~O. Omojokun},
  title = 	{Trust Region Algorithms for Optimization with Nonlinear Equality and Inequality Constraints},
  school = 	{University of Colorado},
  year = 	{1989},
  address = 	{Boulder, Colorado},
}

@TechReport{Orr96,
  author = {Orr, M.~J.~L.},
  title = {Introduction to Radial Basis Function Networks},
  institution = {University of Edinburgh},
  address = {Edinburgh, Scotland},
  year = 1996
}

@article{Osborne2000,
author = {Osborne, M.R. and Presnell, B. and Turlach, B.A.}, 
title = {A new approach to variable selection in least squares problems},
volume = {20}, 
number = {3}, 
pages = {389-403}, 
year = {2000}, 
doi = {10.1093/imanum/20.3.389}, 
URL = {http://imajna.oxfordjournals.org/content/20/3/389.abstract}, 
journal = {IMA Journal of Numerical Analysis} 
}

@Article{Owe92,
  author = 	{Owen, A.~B.},
  title = 	{Orthogonal Arrays for Computer Experiments, Integration, and Visualization},
  journal = 	{Statistica Sinica},
  year = 	{1992},
  volume = 	{2},
  number = 	{2},
  pages = 	{439-452},
}

@InProceedings{Per02,
  author = 	{P\'erez, V.~M. and Renaud, J.~E. and Watson, L.~T.},
  title = 	{Reduced Sampling for Construction of Quadratic Response Surface Approximations Using Adaptive Experimental Design},
  booktitle =   {Proceedings of the 43rd AIAA/ASME/ASCE/AHS/ASC Structures,
Sttural Dynamics, and Materials Conference},
  year = 	{2002},
  address = 	{Denver, CO},
  month = 	{April 22-25,},
  note = 	{AIAA Paper 2002-1587},
}

@Article{Per04a,
  author = 	{P\'erez, V.~M. and Renaud, J.~E. and Watson, L.~T.},
  title = 	{An Interior-Point Sequential Approximation Optimization Methodology},
  journal = 	{Structural and Multidisciplinary Optimization},
  year = 	{2004},
  volume = 	{27},
  number = 	{5},
  pages = 	{360--370},
  month = 	{July},
}

@InProceedings{Per04b,
  author = 	{P\'erez, V.~M. and Eldred, M.~S. and and Renaud, J.~E.},
  title = 	{Solving the Infeasible Trust-Region Problem Using Approximations},
  booktitle = 	{Proceedings of the 10th AIAA/ISSMO Multidisciplinary Analysis and Optimization Conference},
  year = 	{2004},
  address = 	{Albany, NY},
  month = 	{Aug. 30--Sept. 1,},
  note = 	{AIAA Paper 2004-4312},
}

@inproceedings{Per2008,
  title={Kullback-Leibler divergence estimation of continuous distributions},
  author={P{\'e}rez-Cruz, Fernando},
  booktitle={2008 IEEE international symposium on information theory},
  pages={1666--1670},
  year={2008},
  organization={IEEE}
}

@Article{Per93,
  author = {Perttunen, C.~D. and Jones, D.~R. and Stuckman, B.~E.},
  title = {Lipschitzian optimization without the {Lipschitz} constant},
  journal = {J. Optimization Theory and Application},
  volume = 79,
  number = 1,
  pages = {157--181},
  year = 1993
}

@Article{Petra2014,
  author = {Petra, N. and Martin, J. and Stadler, G. and Ghattas, O.},
  title = {A Computational Framework for Infinite-Dimensional Bayesian Inverse Problems; Part {II}: Stochastic Newton MCMC with Application to Ice Sheet Flow Inverse Problems},
  journal = {SIAM J. Sci. Comput.},
  volume = 36,
  number = 4,
  pages = {A1525--A1555},
  year = 2014
}

@article{Pisaroni2017,
      title = {MATHICSE Technical Report : Quantifying uncertain system  outputs via the multilevel Monte Carlo method - Part 1:  Central moment estimation},
      author = {Pisaroni, Michele and Krumscheid, Sebastian and Nobile,  Fabio},
      publisher = {MATHICSE},
      address = {Ecublens},
      year = {2017},
      note = {MATHICSE Technical Report Nr. 23.2017 October 2017},
      abstract = {In this work we introduce and analyze a novel multilevel  Monte Carlo (MLMC) estimator for the accurate approximation  of central moments of system outputs affected by  uncertainties. Central moments play a central role in many  disciplines to characterize a random system output's  distribution and are of primary importance in many  prediction, optimization, and decision making processes  under uncertainties. We detail how to effectively tune the  MLMC algorithm for central moments of any order and present  a complete practical algorithm that is implemented in our  accompanying Python library cmlmc-py1. In fact, we validate  the methodology on selected reference problems and apply it  to an aerodynamic relevant test case, namely the transonic  RAE 2822 airfoil affected by operating and geometric  uncertain- ties.},
      url = {http://infoscience.epfl.ch/record/263564},
      doi = {10.5075/epfl-MATHICSE-263564},
}

@TechReport{Plantenga2009,
  author = 	 {Plantenga, T.~D.},
  title = 	 {{HOPSPACK} 2.0 User Manual},
  institution =  {Sandia National Laboratories},
  number =       {SAND2009-6265},
  year = 	 2009
}

@InProceedings{Pon96,
  author = {Ponslet, E.~R. and Eldred, M.~S.},
  title = {Discrete Optimization of Isolator Locations for Vibration Isolation Systems: an Analytical and Experimental Investigation},
  number = {AIAA-96-4178},
  booktitle = {Proc. 6th AIAA/USAF/NASA/ISSMO Symposium on Multidisciplinary Analysis and Optimization},
  address = {Bellevue, WA},
  month = {September 4--6},
  year = 1996,
  pages = {1703--1716},
  note = {Also appears as Sandia Technical Report SAND96-1169, May 1996}
}

@Article{Prudencio,
  author = {Prudencio, E. and Cheung, S.~H.},
  title = {Parallel Adaptive Multilevel Sampling Algorithms for the Bayesian Analysis of Mathematical Models},
  journal = {International Journal for Uncertainty Quantification},
  volume = 2,
  year = 2012,
  issue = 3,
  pages = {215--237}
}

@Article{Rac78,
  author = {Rackwitz, R. and Fiessler, B.},
  title = {Structural Reliability under Combined Random Load Sequences},
  journal = {Comput. Struct.},
  volume = 9,
  year = 1978,
  pages = {489--494}
}

@Article{Rac02,
  author = 	 {Rackwitz, R.},
  title = 	 {Optimization and Risk Acceptability Based on the {L}ife {Q}uality {I}ndex},
  journal = 	 {Struct. Saf},
  year = 	 2002,
  volume =	 24,
  pages =	 {297--331}
}

@Article{Ran08,
  author = {Ranjan, P. and Bingham D. and Michailidis G.},
  title = {Sequential Experiment Design for Contour Estimation from Complex Computer Codes},
  journal = {Technometrics},
  volume = 50,
  number = 4,
  year = 2008,
  pages = {527--541}
}

@Article{reagan_sens,
  author = 	 {Reagan, M.~T. and Najm, H.~N. and Pebay, P.~P. and Knio, O.~M. and Ghanem, R.~G.},
  title = 	 {Quantifying Uncertainty in Chemical Systems Modeling},
  journal = 	 {Int. J. Chem. Kinet.},
  year = 	 2005,
  volume =	 37,
  pages =	 {368--382}
}

@InProceedings{Red98,
  author = {Red-Horse, J.~R. and Paez, T.~L.},
  title = {Uncertainty Evaluation in Dynamic System Response},
  booktitle = {Proc. 16th International Modal Analysis Conference},
  address = {Santa Barbara, CA},
  month = {February},
  year = 1998,
  pages = {1206--1212}
}

@article{Ren09,
  title={Subset selection from large datasets for Kriging modeling},
  author={Rennen, G.},
  journal={Structural and Multidisciplinary Optimization},
  volume={38},
  number={6},
  pages={545--569},
  year={2009},
  publisher={Springer}
}

@InProceedings{Robinson1999,
  author = {Robinson, D.~G. and Atcitty, C.},
  year = 1999,
  title = {Comparison of Quasi- and Pseudo-Monte Carlo Sampling for Reliability and Uncertainty Analysis},
  booktitle = {Proceedings of the {AIAA} Probabilistic Methods Conference},
  address = {St. Louis, MO},
  number = {AIAA99-1589}
} 

@InProceedings{Rob06a,
  author = 	{Robinson, T.~D. and Eldred, M.~S. and Willcox, K.~E. and Haimes, R.},
  title = 	{Strategies for Multifidelity Optimization with Variable Dimensional Hierarchical Models},
  booktitle =   {Proceedings of the 47th AIAA/ASME/ASCE/AHS/ASC Structures, Structural Dynamics, and Materials Conference (2nd AIAA Multidisciplinary Design Optimization Specialist Conference)},
  year = 	{2006},
  address = 	{Newport, RI},
  month = 	{May 1--4,},
  note = 	{AIAA Paper 2006-1819},
}

@InProceedings{Rob18,
  author = {Robertson, N.~L. and Khalil, M. and Adams, B.~M.},
  title = {Comparing {MCMC} Diagnostics and Stopping Rules},
  booktitle = {Center for Computing Research Summer Proceedings 2018},
  editor = {Cangi, A. and Parks, M.~L.},
  note = {Technical Report SAND2019-5093R},
  organization = {Sandia National Laboratories},
  pages = {132--144},
  year = {2018}
}

@InProceedings{Rob06b,
  author = 	{Robinson, T.~D. and Willcox, K.~E. and Eldred, M.~S. and Haimes, R.},
  title = 	{Multifidelity Optimization for Variable-Complexity Design},
  booktitle =   {Proceedings of the 11th AIAA/ISSMO Multidisciplinary Analysis and Optimization Conference},
  year = 	{2006},
  address = 	{Portsmouth,~VA},
  month = 	{September~6--8,},
  note = 	{AIAA Paper 2006-7114},
}

@Article{Rod98,
  author = 	{Rodriguez, J.~F. and Renaud, J.~E. and Watson, L.~T.},
  title = 	{Convergence of Trust Region Augmented Lagrangian Methods Using Variable Fidelity Approximation Data},
  journal = 	{Structural Optimization},
  year = 	{1998},
  volume = 	{15},
  pages = 	{1--7},
}

@Article{Ros52,
  author = {Rosenblatt, M.},
  title = {Remarks on a Multivariate Transformation},
  journal = {Annals of Mathematical Statistics},
  volume = 23,
  number = 3,
  year = 1952,
  pages = {470--472}
}

@article{Rosenbrock60,
	author = {H. H. Rosenbrock},
	title = {An Automatic Method for Finding the Greatest or Least Value of a Function},
	journal = {Computer Journal},
	volume = {3},
	pages = {175--184},
	year = {1960}
}

@Article{Sac89,
  author = {Sacks, J. and Schiller, S.~B. and Welch, W.},
  title = {Design for Computer Experiments},
  journal = {Technometrics},
  volume = 31,
  year = 1989,
  pages = {41--47}
}

@Book{Sal04,
  author = {Saltelli, A. and Tarantola, S. and Campolongo,F. and Ratto,M.},
  title = {Sensitivity Analysis in Practice: A Guide to Assessing
  Scientific Models.},
  publisher = {John Wiley \& Sons},
  year = 2004,
}

@Book{Sch87,
  author = {Schittkowski, K.},
  title = {More Test Examples for Nonlinear Programming, Lecture Notes in Economics and Mathematical Systems, Vol. 282},
  publisher = {Springer-Verlag},
  address = {Berlin},
  year = 1987,
}

% may need number
@TechReport{Sch04,
  author = {Schittkowski, K.},
  title = {{NLPQLP}: A Fortran Implementation of a Sequential Quadratic Programming Algorithm with Distributed and Non-Monotone Line Search -- User's Guide},
  institution =  {Department of Mathematics, University of Bayreuth},
  year = 	 2004,
  address =	 {Bayreuth, Germany},
}

@TechReport{Sch95,
  author = {Schunk, P.~R. and Sackinger, P.~A. and Rao, R.~R. and Chen, K.~S. and Cairncross, R.~A.},
  title = {{GOMA} -- A Full-Newton Finite Element Program for Free and Moving Boundary Problems with Coupled Fluid/Solid Momentum, Energy, Mass, and Chemical Species  Transport: User's Guide},
  institution =  {Sandia National Laboratories},
  number =       {SAND95-2937},
  year = 	 1995,
  address =	 {Albuquerque, NM},
}

@Book{Seb03,
  author = {Seber, G.~A.~F. and Wild, C.~J.},
  title = {Nonlinear Regression},
  publisher = {Wiley},
  address = {New Jersey},
  year = 2003
}

@InProceedings{Seo,
    author = {Sambu Seo and Marko Wallat and Thore Graepel and Klaus Obermayer},
    title = {Gaussian Process Regression: Active Data Selection and Test Point Rejection},
    booktitle = {In Proceedings of the International Joint Conference on Neural Networks (IJCNN)},
    year = {2000},
    pages = {241--246},
    publisher = {IEEE}
}

@article{Sha1948,
    author = {Shannon, C.E.},
    title = {A Mathematical Theory of Communication},
    journal = {Bell System Technical Journal},
    volume = {27},
    number = {3},
    publisher = {Blackwell Publishing Ltd},
    pages = {379--423},
    year = {1948}
}

@Article{simpson_gw,
  author = 	 {Simpson, I.C.},
  title = 	 {Numerical Integration over a Semi-Infinite Interval, Using the Lognormal Distibution},
  journal = 	 {Numerische Mathematik},
  year = 	 1978,
  volume =	 31,
  pages =	 {71--76}
}
%number =      #,


@TechReport{Sja92,
  author = {Sjaardema, G.~D.},
  title = {{APREPRO}: An Algebraic Preprocessor for Parameterizing Finite Element Analyses},
  institution =  {Sandia National Laboratories},
  number =       {SAND92-2291},
  year = 	 1992,
  address =	 {Albuquerque, NM},
}

@book{Smith2013,
  title={Uncertainty Quantification: Theory, Implementation, and Applications},
  author={Smith, R.C.},
  series={Computational Science and Engineering},
  year={2013},
  publisher={SIAM}
}


@Article{Smolyak_63,
  author = 	 {Smolyak, S.A.},
  title = 	 {Quadrature and interpolation formulas for tensor products of certain classes of functions},
  journal = 	 {Dokl. Akad. Nauk SSSR},
  year = 	 1963,
  volume =	 4,
  pages =	 {240--243}
}

@Book{Sni96,
  author = {Snir, M. and Otto, S. and Huss-Lederman, S. and Walker, D. and Dongarra, J.},
  title = {MPI: The Complete Reference},
  publisher = {MIT Press},
  address = {Cambridge, MA},
  year = 1996
}

@Book{Srinivasan2002,
  title={{Importance Sampling}},
  author={Srinivasan, R.},
  year={2002},
  publisher={Springer-Verlag}
}
 
@Book{stroud,
  author =	 {Stroud, A.},
  title = 	 {Approximate Calculation of Multiple Integrals},
  publisher = 	 {Prentice Hall},
  year = 	 1971
}
%  address =      {New York},


@InProceedings{Sue01,
  author = {Sues, R. and Aminpour, M. and Shin, Y.},
  title = {Reliability-Based Multidisciplinary Optimization for Aerospace Systems},
  number = {AIAA-2001-1521},
  booktitle = {Proc. 42rd AIAA/ASME/ASCE/AHS/ASC Structures, Structural Dynamics, and Materials Conference},
  address = {Seattle, WA},
  month = {April 16-19},
  year = 2001
}

@TechReport{Swi04,
  author = {Swiler, L.~P. and Wyss, G.~D.},
  title = {A User's Guide to {Sandia's} Latin Hypercube Sampling Software: {LHS UNIX} Library and Standalone Version},
  institution = {Sandia National Laboratories},
  number = {SAND04-2439},
  address = {Albuquerque, NM},
  month = {July},
  year = 2004
}

@InProceedings{Swi06,
  author = {Swiler, L.~P and Slepoy, R. and Giunta, A.~A.},
  title = {Evaluation of Sampling Methods in Constructing Response Surface Approximations},
  number = {AIAA-2006-1827},
  booktitle = {Proc. 47th AIAA/ASME/ASCE/AHS/ASC Structures, Structural Dynamics, and Materials Conference},
  address = {Newport, RI},
  month = {May 1-4},
  year = 2006
}

@InProceedings{Swiler2010,
  title={Importance sampling: Promises and limitations},
  author={Swiler, L.~P. and West, N.~J.},
  booktitle={Proceedings of the 12th AIAA Non-Deterministic Approaches Conference},
  year={2010},
  number = {AIAA-2010-2850}
}

@InProceedings{Tang10a,
  author = 	{Tang, G. and Swiler, L.~P. and Eldred, M.~S},
  title = 	{Using Stochastic Expansion Methods in Evidence Theory for Mixed Aleatory-Epistemic Uncertainty Quantification},
  booktitle =   {Proceedings of the 51st AIAA/ASME/ASCE/AHS/ASC Structures, Structural Dynamics, and Materials Conference (12th AIAA Non-Deterministic Approaches conference)},
  year = 	{2010},
  address = 	{Orlando, FL},
  month = 	{April 12-15,},
  note = 	{AIAA Paper 2010-XXXX},
}

@InProceedings{Tang10b,
  author = 	{Tang, G. and Iaccarino, G. and Eldred, M.~S},
  title = 	{Global Sensitivity Analysis for Stochastic Collocation Expansion},
  booktitle =   {Proceedings of the 51st AIAA/ASME/ASCE/AHS/ASC Structures, Structural Dynamics, and Materials Conference (12th AIAA Non-Deterministic Approaches conference)},
  year = 	{2010},
  address = 	{Orlando, FL},
  month = 	{April 12-15,},
  note = 	{AIAA Paper 2010-XXXX},
}

% BMA: needs update with authoritative reference
@Misc{Tapia1,
  author = {Tapia, R.~A. and Argaez, M.}, 
  title = {Global Convergence of a Primal-Dual Interior-Point Newton Method for Nonlinear Programming Using a Modified Augmented Lagrangian Function},
  note = {(In Preparation)}
}

@phdthesis{Tat95,
	Author = {Tatang, M.A.},
	School = {MIT},
	Title = {Direct incorporation of uncertainty in chemical and environmental engineering systems},
	Year = 1995}

@ARTICLE{Tibshirani1996,
    author = {Robert Tibshirani},
    title = {Regression Shrinkage and Selection Via the Lasso},
    journal = {Journal of the Royal Statistical Society, Series B},
    year = {1996},
    volume = {58},
    pages = {267--288}
}

@article{Tip14,
title = "Basis adaptation in homogeneous chaos spaces",
journal = "Journal of Computational Physics",
volume = "259",
pages = "304 - 317",
year = "2014",
issn = "0021-9991",
doi = "https://doi.org/10.1016/j.jcp.2013.12.009",
url = "http://www.sciencedirect.com/science/article/pii/S0021999113008085",
author = "Ramakrishna Tipireddy and Roger Ghanem",
keywords = "Uncertainty quantification, Curse of dimensionality, Model reduction, Polynomial chaos, Stochastic analysis"
}

% BMA: update site
@Unpublished{TonXX,
  author = {Tong, C.~H. and Meza, J.~C.},
  title = {{DDACE}: A Distributed Object-Oriented Software with Multiple Samplings for the Design and Analysis of Computer Experiments},
  institution = {Sandia National Laboratories},
  address = {Livermore, CA},
  note = {Draft as yet unpublished, see also \url{http://www.sandia.gov/csit/research/computation/ddace.php}}
}

@misc{Ton05,
  author = {Tong, C.~H.},
  title = {The {PSUADE} Software Library},
  institution = {Lawrence Livermore National Laboratories},
  number = { UCRL-WEB-211742},
  howpublished = {Web site},
  year = 2005,
  note = {\url{http://www.llnl.gov/CASC/uncertainty\_quantification/\#psuade}}
}

@Article{Tu99,
  author = {Tu, J. and Choi, K.~K. and Park, Y.~H.},
  title = {A New Study on Reliability-Based Design Optimization},
  journal = {J. Mech. Design},
  volume = 121,
  year = 1999,
  pages = {557--564}
}

@Article{Tve90,
  author = {Tvedt, L.},
  title = {Distribution of Quadratic Forms in Normal Space -- Applications to Structural Reliability},
  journal = {J. Eng. Mech., ASCE},
  volume = 116,
  number = 6,
  year = 1990,
  pages = {1183--1197}
}

@article{Van69,
  title={Condition numbers and equilibration of matrices},
  author={van der Sluis, A.},
  journal={Numerische Mathematik},
  volume={14},
  number={1},
  pages={14--23},
  year={1969},
  publisher={Springer}
}

@Article{VanShanno1999,
  author = {Vanderbei, R.~J. and Shanno, D.~F.},
  year = 1999,
  title = {An interior-point algorithm for nonconvex nonlinear programming},
  journal = {Computational Optimization and Applications},
  volume = 13,
  pages = {231--259}
}

% BMA: Fix year in User's
@TechReport{Van78,
  author = {Vanderplaats, G.~N.},
  title = {{CONMIN} -- A {FORTRAN} Program for Constrained Function Minimization},
  institution = {NASA},
  number = {TM X-62282},
  year = 1973,
  note = {See also Addendum to Technical Memorandum, 1978}
}

@Book{Van84,
  author = {Vanderplaats, G.~N.},
  title = {Numerical Optimization Techniques for Engineering Design: With Applications},
  publisher = {McGraw-Hill},
  address = {New York},
  year = 1984
}

@Manual{Van95,
  title = {{DOT} Users Manual, {Version 4.20}},
  organization = {Vanderplaats Research and Development, Inc.},
  address = {Colorado Springs, CO},
  year = 1995
}

@Article{Vrugt,
  author = {Vrugt, J.~A. and ter Braak, C.~J.~F. and
Diks, C.~G.~H. and Robinson, B.~A. and Hyman, J.~M. and Higdon, D.},
  title = {Accelerating {M}arkov chain {M}onte {C}arlo simulation by self-adaptive
differential evolution with randomized subspace sampling},
  journal = {International Journal of Nonlinear Scientific Numerical Simulation},
  year = 2009, 
  volume = 10, 
  number = 3
}

@Article{Vug07,
  author = {Vugrin, K.~W. and Swiler, L.~P. and Roberts, R.~M. and Stuckey-Mack, N.~J. and Sullivan, S.~P},
  title = {Confidence Region Estimation Techniques for Nonlinear Regression in Groundwater Flow:  Three Case Studies},
  journal = {Water Resources Research},
  year = 2007,
  volume = 43,	
}

@Book{Wal96,
  author = {Wall, L. and Christiansen, T. and Schwartz, R.~L.},
  title = {Programming Perl},
  edition = {2nd},
  publisher = {O'Reilly \& Associates},
  address = {Cambridge},
  year = 1996
}

@InProceedings{pt_colloc1,
  author = 	 {Walters, R.~W.},
  title = 	 {Towards Stochastic Fluid Mechanics via Polynomial Chaos},
  booktitle = 	 {Proceedings of the 41st AIAA Aerospace Sciences Meeting and Exhibit},
  year =	 2003,
  month =        {January 6--9,},
  number =       {AIAA-2003-0413},
  address =	 {Reno, NV}
}

@Misc{WalXX,
  author = {Walton, B.},
  title = {{BPREPRO} preprocessor documentation},
  howpublished = {Online document \url{http://bwalton.com/bprepro.html}}
}

@article{was_woz,
	Author = {G. W. Wasilkowski and H. Wo\'zniakowski},
	Date-Added = {2006-03-23 10:09:10 -0500},
	Date-Modified = {2006-03-23 10:14:37 -0500},
	Journal = {Journal of Complexity},
	Local-Url = {file://localhost/Users/webster/Documents/phd_research/papers_talks/smolyak_papers/wasilkowski_93.pdf},
	Pages = {1-56},
	Title = {Explicit Cost Bounds of Algorithms for Multivariate Tensor Product Problems},
	Volume = {11},
	Year = {1995}
}

@InProceedings{Wei06,
  author = 		 {Weickum, G. and Eldred, M.~S. and Maute, K.},
  title = 		 {Multi-point Extended Reduced Order Modeling For Design Optimization and Uncertainty Analysis},
  booktitle =    {Proceedings of the 47th AIAA/ASME/ASCE/AHS/ASC Structures, Structural Dynamics, and Materials Conference (2nd AIAA Multidisciplinary Design Optimization Specialist Conference)},
  year = 	     {2006},
  address = 	 {Newport, RI},
  month = 	     {May 1--4,},
  note = 	     {AIAA Paper 2006-2145},
}

@Article{Weirs10,
  author = 	 {Weirs, V.~G. and Kamm, J.~R. and Swiler, L.~P. and Ratto, M. and Tarantola, S. and Adams, B.~M. and Rider, W.~J. and Eldred, M.~S},
  title = 	 {Sensitivity Analysis Techniques Applied to a System of Hyperbolic Conservation Laws},
  journal = 	 {Reliability Engineering and System Safety},
  volume =       107, 
  pages =        {157--170},
  year =         2012
}

@Article{wiener,
  author = 	 {Wiener, N.},
  title = 	 {The Homogoeneous Chaos},
  journal = 	 {Amer. J. Math.},
  year = 	 1938,
  volume =	 60,
  pages =	 {897--936}
}


@Article{Wilks,
  author = 	 {Wilks, S. S.},
  title = 	 {Determination of Sample Sizes for Setting Tolerance Limits},
  journal = 	 {Ann. Math. Stat.},
  year = 	 1941,
  volume =	 12,
  number =       1,
  pages =	 {91--96}
}

@InProceedings{WillBijl06,
  author = 	 {Witteveen, J.~A.~S. and Bijl, H.},
  title = 	 {Modeling Arbitrary Uncertainties Using Gram-Schmidt Polynomial Chaos},
  booktitle = 	 {Proceedings of the 44th AIAA Aerospace Sciences Meeting and Exhibit},
  year =	 2006,
  month =        {January 9--12},
  number =       {AIAA-2006-0896},
  address =	 {Reno, NV}
}

@Book{Wright1,
  author = {Wright, S.~J.},
  year = 1997,
  title = {Primal-Dual Interior-Point Methods},
  publisher = {SIAM}
}

@Article{Wu87,
  author = {Wu, Y.-T. and Wirsching, P.H.},
  title = {A new algorithm for structural reliability estimation},
  journal = {J. Eng. Mech., ASCE},
  volume = 113,
  year = 1987,
  pages = {1319--1336}
}

@Article{Wuj98a,
  author = 	{Wujek, B.~A. and Renaud, J.~E.},
  title = 	{New Adaptive Move-Limit Management Strategy for Approximate Optimization, Part 1},
  journal = 	{AIAA Journal},
  year = 	{1998},
  volume = 	{36},
  number = 	{10},
  pages = 	{1911--1921},
}

@InProceedings{Wu01,
  author = {Wu, Y.-T. and Shin, Y. and Sues, R. and Cesare, M.},
  title = {Safety-Factor Based Approach for Probability-Based Design Optimization},
  number = {AIAA-2001-1522},
  booktitle = {Proc. 42nd AIAA/ASME/ASCE/AHS/ASC Structures, Structural Dynamics, and Materials Conference},
  address = {Seattle, WA},
  month = {April 16--19},
  year = 2001
}

@Article{Wuj98b,
  author = 	{Wujek, B.~A. and Renaud, J.~E.},
  title = 	{New Adaptive Move-Limit Management Strategy for Approximate Optimization, Part 2},
  journal = 	{AIAA Journal},
  year = 	{1998},
  volume = 	{36},
  number = 	{10},
  pages = 	{1922--1934},
}

@TechReport{Wyss1998,
  author = {Wyss, G.~D. and Jorgensen, K.~H.},
  year = 1998,
  title = {A User's Guide to {LHS}: {S}andia's {L}atin Hypercube Sampling Software},
  institution = {Sandia National Laboratories},
  number = {SAND98-0210},
  address = {Albuquerque, NM}
}

@Article{XiuKarn02,
  author = 	 {Xiu, D. and Karniadakis, G.~M.},
  title = 	 {The Wiener-Askey Polynomial Chaos for Stochastic Differential Equations},
  journal = 	 {SIAM J. Sci. Comput.},
  year = 	 2002,
  volume =	 24,
  number =       2,
  pages =	 {619--644}
}

@article {Xiu_Hesthaven_05,
    AUTHOR = {Xiu, D. and Hesthaven, J.S.},
     TITLE = {High-order collocation methods for differential equations with
              random inputs},
   JOURNAL = {SIAM J. Sci. Comput.},
  FJOURNAL = {SIAM Journal on Scientific Computing},
    VOLUME = 27,
      YEAR = 2005,
    NUMBER = 3,
     PAGES = {1118--1139 (electronic)},
      ISSN = {1064-8275},
   MRCLASS = {65C30},
  MRNUMBER = {MR2199923 (2006i:65010)},
}

@Article{xiu_cubature,
  author = 	 {Xiu, D.},
  title = 	 {Numerical integration formulas of degree two},
  journal = 	 {Applied Numerical Mathematics},
  volume = 	 {58},
  year =	 2008,
  pages =	 {1515--1520}
}

@Article{Xu98,
  author = {Xu, S. and Grandhi, R.~V.},
  title = {Effective Two-Point Function Approximation for Design Optimization},
  journal = {AIAA J.},
  volume = 36,
  number = 12,
  year = 1998,
  pages = {2269--2275}
}

@Misc{Zim96,
  author = {Zimmerman, D.~C.},
  title = {Genetic Algorithms for Navigating Expensive and Complex Design Spaces},
  year = 1996,
  month = "September",
  note = {Final Report for Sandia National Laboratories contract AO-7736 CA 02}
}

@Article{Zou02,
  author ={Zou, T. and Mourelatos, Z. and Mahadevan, S. and Meernik, P.},
  title = {Reliability Analysis of Automotive Body-Door Subsystem},
  journal = {Rel. Eng. and Sys. Safety},
  volume = 78,
  year = 2002,
  pages = {315--324}
}

@InProceedings{Zou04,
  author = 	 {Zou, T. and Mahadevan, S. and Rebba, R.},
  title = 	 {Computational Efficiency in Reliability-Based Optimization},
  booktitle = 	 {Proceedings of the 9th ASCE Specialty Conference on Probabilistic Mechanics and Structural Reliability},
  year =	 2004,
  month =        {July 26--28,},
  address =      {Albuquerque, NM}
}

@article {Zou2005,
author = {Zou, Hui and Hastie, Trevor},
title = {Regularization and variable selection via the elastic net},
journal = {Journal of the Royal Statistical Society: Series B (Statistical Methodology)},
volume = {67},
number = {2},
publisher = {Blackwell Publishing Ltd},
issn = {1467-9868},
url = {http://dx.doi.org/10.1111/j.1467-9868.2005.00503.x},
doi = {10.1111/j.1467-9868.2005.00503.x},
pages = {301--320},
keywords = {Grouping effect, LARS algorithm, Lasso, Penalization, p≫n problem, Variable selection},
year = {2005},
}

@book{constantine2015active,
  title={Active subspaces: Emerging ideas for dimension reduction in parameter studies},
  author={Constantine, P. G.},
  volume={2},
  year={2015},
  publisher={SIAM}
}

@article{constantine2014active,
  title={Active subspace methods in theory and practice: applications to kriging surfaces},
  author={Constantine, P. G. and Dow, E. and Wang, Q.},
  journal={SIAM Journal on Scientific Computing},
  volume={36},
  number={4},
  pages={A1500--A1524},
  year={2014},
  publisher={SIAM}
}

@article{Constantine-preprint-active,
  title = {Computing Active Subspaces},
  author = {P. G. Constantine and D. F. Gleich},
  journal = {arXiv},
  pages = {1408.0545},
  volume = {math.NA},
  year = {2014},
  owner = {dgleich},
  timestamp = {2014.08.19},
  url = {http://arxiv.org/abs/1408.0545}
}

@article{bing-li,
  title={Combining eigenvalues and variation of eigenvectors for order determination},
  author={Luo, W. and Li, B.},
  year={2015},
  publisher={SIAM}
}

% Geraci sampling ...
@article{GeraciCTR,
  title={A multi fidelity control variate approach for the multilevel Monte Carlo technique.},
  author={Geraci, G. and Iaccarino, G. and Eldred, Michael S. },
  year={2015},
  journal={CTR Annual Research Briefs 2015},
  pages={169--181}
}

@article{Pasupathy2014,
  title={Control-variate estimation using estimated control means.},
  author={Pasupathy, R. and Taaffe, M. and Schmeiser, B. W. and Wang, W.},
  year={2014},
  journal={IIE Transactions},
  volume={44},
  number={5},
  pages={381--385}
}

@article{Ng2014,
  title={Multifidelity approaches for optimization under uncertainty.},
  author={Ng., L. W. T. and Willcox, K. E.},
  year={2014},
  journal={International Journal for numerical methods in Engineering},
  volume={100},
  number={10},
  pages={746--772}
}

@TechReport{CASL2014,
  author = 	 {Adams, B. M. and Hooper, R. W. and Lewis, A. and McMahan, J. A. and Smith, R. C. and Swiler, L. P. and Williams, B. J.},
  title = 	 {User Guidelines and Best Practices for CASL VUQ Analysis using Dakota},
  institution =  {Consortium for the Advanced Simulation of LWRs},
  number =       {CASL-U-2014-0038-000},
  year = 	 2014,
}

@article{Augustin-preprint-nowpac,
  title = {{NOWPAC}: A provably convergent derivative-free nonlinear optimizer with path-augmented constraints},
  author = {Augustin, F. and Marzouk, Y. M.},
  journal = {arXiv},
  pages = {1403.1931},
  volume = {math.OC},
  year = {2014},
  timestamp = {2014.03.08},
  url = {http://arxiv.org/abs/1403.1931}
}

@Article{storlie_09,
  author =       {Storlie, C. B. and Swiler, L. P. and Helton, J. C. and Sallaberry, C. J.},
  title =        {Implementation and evaluation of nonparametric regression procedures for s
ensitivity analysis of computationally demanding models},
  journal =      {Reliability Engineering and System Safety},
  volume =       {94},
  year =         2009,
  pages =        {1735--1763}
}
 
@article{Butler2017,
  title = {A Consistent Bayesian Formulation for Stochastic Inverse Problems based on Push-forward Measures},
  author = {Butler, T. and Jakeman, J. D. and Wildey, T. M.},
  journal = {arXiv},
  pages = {1704.00680},
  volume = {math.NA},
  year = {2017},
  url = {http://arxiv.org/abs/1704.00680}
}

@article{Walsh2017,
  title = {Optimal Experimental Design using a Consistent Bayesian Approach},
  author = {Walsh, S. N. and Wildey, T. M. and Jakeman, J. D.},
  journal = {arXiv},
  pages = {1705.09395},
  volume = {stat.CO},
  year = {2017},
  url = {http://arxiv.org/abs/1705.09395}
}

@article{Wasserman,
  title={Bayesian model selection and model averaging},
  author={Wasserman, Larry},
  journal={Journal of mathematical psychology},
  volume={44},
  number={1},
  pages={92--107},
  year={2000},
  publisher={Elsevier}
}

@article{Byrd95,
  title={A limited memory algorithm for bound constrained optimization},
  author={Byrd, Richard H and Lu, Peihuang and Nocedal, Jorge and Zhu, Ciyou},
  journal={SIAM Journal on scientific computing},
  volume={16},
  number={5},
  pages={1190--1208},
  year={1995},
  publisher={SIAM}
}

@article{kushner1964new,
  title={A new method of locating the maximum point of an arbitrary multipeak curve in the presence of noise},
  author={Kushner, Harold J},
  journal={Journal of Basic Engineering},
  volume={86},
  number={1},
  pages={97--106},
  year={1964},
  publisher={American Society of Mechanical Engineers}
}

@inproceedings{daniel2014active,
  title={Active Reward Learning.},
  author={Daniel, Christian and Viering, Malte and Metz, Jan and Kroemer, Oliver and Peters, Jan},
  booktitle={Robotics: Science and Systems},
  year={2014}
}

@article{srinivas2009gaussian,
  title={Gaussian process optimization in the bandit setting: {N}o regret and experimental design},
  author={Srinivas, Niranjan and Krause, Andreas and Kakade, Sham M and Seeger, Matthias},
  journal={arXiv preprint arXiv:0912.3995},
  year={2009}
}

@article{srinivas2012information,
  title={Information-theoretic regret bounds for {G}aussian process optimization in the bandit setting},
  author={Srinivas, Niranjan and Krause, Andreas and Kakade, Sham M and Seeger, Matthias W},
  journal={IEEE Transactions on Information Theory},
  volume={58},
  number={5},
  pages={3250--3265},
  year={2012},
  publisher={IEEE}
}

@article{tran2019pbo,
  title={{pBO-2GP-3B: A batch parallel known/unknown constrained Bayesian optimization with feasibility classification and its applications in computational fluid dynamics}},
  author={Tran, Anh and Sun, Jing and Furlan, John M and Pagalthivarthi, Krishnan V and Visintainer, Robert J and Wang, Yan},
  journal={Computer Methods in Applied Mechanics and Engineering},
  pages={827--852},
  volume={347},
  year={2019},
  publisher={Elsevier}
}

@article{desautels2014parallelizing,
  title={Parallelizing exploration-exploitation tradeoffs in {G}aussian process bandit optimization},
  author={Desautels, Thomas and Krause, Andreas and Burdick, Joel W},
  journal={The Journal of Machine Learning Research},
  volume={15},
  number={1},
  pages={3873--3923},
  year={2014},
}

@inproceedings{contal2013parallel,
  title={Parallel {G}aussian process optimization with upper confidence bound and pure exploration},
  author={Contal, Emile and Buffoni, David and Robicquet, Alexandre and Vayatis, Nicolas},
  booktitle={Joint European Conference on Machine Learning and Knowledge Discovery in Databases},
  pages={225--240},
  year={2013},
  organization={Springer}
}

@misc{pybind11,
  author = {Wenzel Jakob and Jason Rhinelander and Dean Moldovan},
  year = {2016},
  note = {https://github.com/pybind/pybind11},
  title = {pybind11 — Seamless operability between C++11 and Python}
} 



