Budget-limited distribution learning in multifidelity problems
From MaRDI portal
Publication:2678969
DOI10.1007/s00211-022-01337-5OpenAlexW4313309355MaRDI QIDQ2678969
Publication date: 18 January 2023
Published in: Numerische Mathematik (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2105.04599
Computational methods for problems pertaining to statistics (62-08) Linear regression; mixed models (62J05) Monte Carlo methods (65C05) Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs (65N30)
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- The tight constant in the Dvoretzky-Kiefer-Wolfowitz inequality
- Convergence of stochastic empirical measures
- A generalized approximate control variate framework for multifidelity uncertainty quantification
- Optimal Model Management for Multifidelity Monte Carlo Estimation
- Multilevel Monte Carlo Approximation of Distribution Functions and Densities
- Multifidelity Monte Carlo Estimation of Variance and Sensitivity Indices
- On Multilevel Best Linear Unbiased Estimators
- Multiplier bootstrap for quantile regression: non-asymptotic theory under random design
- Multilevel Monte Carlo Path Simulation
- Root-N-Consistent Semiparametric Regression
- Probability with Martingales
- Inequalities for E k(X, Y) when the marginals are fixed
- Survey of Multifidelity Methods in Uncertainty Propagation, Inference, and Optimization
- Multilevel Monte Carlo Approximation of Functions
- High-Dimensional Probability
- On Choosing and Bounding Probability Metrics
- Asymptotic Analysis of Multilevel Best Linear Unbiased Estimators
- A Bandit-Learning Approach to Multifidelity Approximation
- Bandit Algorithms
- Multifidelity Monte Carlo Estimation with Adaptive Low-Fidelity Models
- One-dimensional empirical measures, order statistics, and Kantorovich transport distances
- Approximation of high-dimensional parametric PDEs
- Regret Analysis of Stochastic and Nonstochastic Multi-armed Bandit Problems
- Least squares estimates in stochastic regression models with applications to identification and control of dynamic systems
This page was built for publication: Budget-limited distribution learning in multifidelity problems
