Ferran Vidal-Codina, Ngoc Cuong Nguyen, Michael B. Giles, Jaime Peraire. An Empirical Interpolation and Model-Variance Reduction Method for Computing Statistical Outputs of Parametrized Stochastic Partial Differential Equations. SIAM/ASA J. Uncertain. Quantification, 4(1):244-265, 2016. [doi]
Abstract is missing.