A multifidelity Monte Carlo method for realistic computational budgets

DOI10.1007/s10915-022-02051-yOpenAlexW4309925988MaRDI QIDQ2680319

Zhu Wang, Anthony Gruber, Max D. Gunzburger, Lili Ju

Publication date: 28 December 2022

Published in: Journal of Scientific Computing (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2206.07572

zbMATH Keywords

uncertainty quantificationMonte Carlo estimationmultifidelity methods

Mathematics Subject Classification ID

Optimal statistical designs (62K05) Monte Carlo methods (65C05) Applications of mathematical programming (90C90) Mixed integer programming (90C11)

Uses Software

• NumPy

Cites Work

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