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Khachik Sargsyan

Researcher at Sandia National Laboratories

Publications -  106
Citations -  2053

Khachik Sargsyan is an academic researcher from Sandia National Laboratories. The author has contributed to research in topics: Uncertainty quantification & Polynomial chaos. The author has an hindex of 20, co-authored 94 publications receiving 1647 citations. Previous affiliations of Khachik Sargsyan include University of Michigan & Oak Ridge National Laboratory.

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Extinction Times for Birth-Death Processes: Exact Results, Continuum Asymptotics, and the Failure of the Fokker--Planck Approximation

TL;DR: In this article, extinction times for a class of birth-death processes commonly found in applications were considered, where there is a control parameter which defines a threshold, below which the population quickly becomes extinct; above, it persists for a long time.
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Enhancing ℓ 1 -minimization estimates of polynomial chaos expansions using basis selection

TL;DR: It is shown that for a given computational budget, basis selection produces a more accurate PCE than would be obtained if the basis were fixed a priori.
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Extinction times for birth-death processes: exact results, continuum asymptotics, and the failure of the Fokker-Planck approximation

TL;DR: An exact expression is given for the mean time to extinction in the discrete case and its asymptotic expansion for large values of the population scale and it is observed that the Fokker--Planck approximation is valid only quite near the threshold.
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Dimensionality reduction for complex models via bayesian compressive sensing

TL;DR: This work implements a PC-based surrogate model construction that “learns” and retains only the most relevant basis terms of the PC expansion, using sparse Bayesian learning, which dramatically reduces the dimensionality of the problem, making it more amenable to further analysis such as sensitivity or calibration studies.
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On the Statistical Calibration of Physical Models

TL;DR: A novel statistical calibration framework for physical models, relying on probabilistic embedding of model discrepancy error within the model, is introduced, showing that the calibrated model predictions fit the data and that uncertainty in these predictions is consistent in a mean-square sense with the discrepancy from the detailed model data.