Ensemble Approximate Control Variate Estimators: Applications to MultiFidelity Importance Sampling
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Publication:5052903
DOI10.1137/21M1390426zbMath1498.62014arXiv2101.02786OpenAlexW3121013341MaRDI QIDQ5052903
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Publication date: 25 November 2022
Published in: SIAM/ASA Journal on Uncertainty Quantification (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2101.02786
importance samplinguncertainty quantificationrare-event simulationmultifidelityapproximate control variates
Computational methods for problems pertaining to statistics (62-08) Estimation in multivariate analysis (62H12)
Uses Software
Cites Work
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