Pages that link to "Item:Q3296925"

The following pages link to Adaptive Reduced-Order Model Construction for Conditional Value-at-Risk Estimation (Q3296925):

Displaying 9 items.

• A regularized stochastic subgradient projection method for an optimal control problem in a stochastic partial differential equation (Q2080615) (← links)
• A variational inequality based stochastic approximation for estimating the flexural rigidity in random fourth-order models (Q2137330) (← links)
• A Convex Optimization Framework for the Inverse Problem of Identifying a Random Parameter in a Stochastic Partial Differential Equation (Q5010085) (← links)
• An iteratively regularized stochastic gradient method for estimating a random parameter in a stochastic PDE. A variational inequality approach (Q5089997) (← links)
• Wasserstein Sensitivity of Risk and Uncertainty Propagation (Q5097853) (← links)
• Meta variance reduction for Monte Carlo estimation of energetic particle confinement during stellarator optimization (Q6087957) (← links)
• Context-Aware Surrogate Modeling for Balancing Approximation and Sampling Costs in Multifidelity Importance Sampling and Bayesian Inverse Problems (Q6109165) (← links)
• Stochastic elliptic inverse problems. Solvability, convergence rates, discretization, and applications (Q6137266) (← links)
• An approximate control variates approach to multifidelity distribution estimation (Q6669406) (← links)