On Multilevel Best Linear Unbiased Estimators

DOI10.1137/19M1263534zbMath1439.35591OpenAlexW3020567546MaRDI QIDQ3296921

Daniel Schaden, Elisabeth Ullmann

Publication date: 2 July 2020

Published in: SIAM/ASA Journal on Uncertainty Quantification (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/19m1263534

zbMATH Keywords

partial differential equationvariance reductionuncertainty quantificationmultilevel Monte Carlocontrol variatesmultifidelity Monte Carlo

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Monte Carlo methods (65C05) Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs (65N30) PDEs with randomness, stochastic partial differential equations (35R60)

Related Items (7)

Budget-limited distribution learning in multifidelity problems ⋮ Multifidelity uncertainty quantification with models based on dissimilar parameters ⋮ Multi-output multilevel best linear unbiased estimators via semidefinite programming ⋮ Context-aware learning of hierarchies of low-fidelity models for multi-fidelity uncertainty quantification ⋮ Multi-index ensemble Kalman filtering ⋮ Asymptotic Analysis of Multilevel Best Linear Unbiased Estimators ⋮ A Bandit-Learning Approach to Multifidelity Approximation

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