Uncertainty quantification of stochastic simulation for black-box computer experiments (Q1739334)
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scientific article; zbMATH DE number 7048032
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Uncertainty quantification of stochastic simulation for black-box computer experiments |
scientific article; zbMATH DE number 7048032 |
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Uncertainty quantification of stochastic simulation for black-box computer experiments (English)
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26 April 2019
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central limit theorem
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confidence interval
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importance sampling
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Monte Carlo simulation
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variance reduction
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