Identification of Bayesian posteriors for coefficients of chaos expansions. - Maarten Arnst; Roger G. Ghanem; Christian Soize (J. Comput. Phys., 2010)

Hybrid Sampling/Spectral Method for Solving Stochastic Coupled Problems. - Maarten Arnst; Christian Soize; Roger G. Ghanem (SIAM/ASA J. Uncertain. Quantification, 2013)

Itô-SDE MCMC method for Bayesian characterization of errors associated with data limitations in stochastic expansion methods for uncertainty quantification. - Maarten Arnst; B. Abello Álvarez; J.-P. Ponthot; Romain Boman (J. Comput. Phys., 2017)

Sensitivity analysis of parametric uncertainties and modeling errors in computational-mechanics models by using a generalized probabilistic modeling approach. - Maarten Arnst; K. Goyal (Reliab. Eng. Syst. Saf., 2017)

A Multifidelity Quantile-Based Approach for Confidence Sets of Random Excursion Sets with Application to Ice-Sheet Dynamics. - Kevin Bulthuis; Frank Pattyn; Maarten Arnst (SIAM/ASA J. Uncertain. Quantification, 2020)

Special Issue: Advanced COmputational Methods in ENgineering (ACOMEN 2022). - Maarten Arnst; Christophe Geuzaine; Ludovic Noels; Jean-Philippe Ponthot (Comput. Math. Appl., 2024)

Trilinos: Enabling Scientific Computing Across Diverse Hardware Architectures at Scale. - Matthias Mayr; Alexander Heinlein; Christian A. Glusa; Siva Rajamanickam; Maarten Arnst; Roscoe A. Bartlett; Luc Berger-Vergiat; Erik G. Boman; Karen D. Devine; Graham Harper; Michael A. Heroux; Mark Hoemmen; et al. (CoRR, 2025)