Modern Monte Carlo methods for efficient uncertainty quantification and propagation: a survey (Q6602125)

scientific article; zbMATH DE number 7910756

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English	Modern Monte Carlo methods for efficient uncertainty quantification and propagation: a survey	scientific article; zbMATH DE number 7910756

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instance of

scholarly article

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title

Modern Monte Carlo methods for efficient uncertainty quantification and propagation: a survey (English)

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author

Jiaxin Zhang

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published in

Wiley Interdisciplinary Reviews. WIREs Computational Statistics

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publication date

11 September 2024

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zbMATH Keywords

Monte Carlo methods

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multifidelity Monte Carlo

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multilevel Monte Carlo

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uncertainty propagation

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uncertainty quantification

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MaRDI profile type

Publication

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Identifiers

zbMATH Open document ID

1544.62167

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DOI

10.1002/wics.1539

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Mathematics Subject Classification ID

62-08

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zbMATH DE Number

7910756

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Sitelinks

Mathematics(1 entry)

mardi Publication:6602125