Multifidelity Monte Carlo Estimation with Adaptive Low-Fidelity Models
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Publication:5237167
DOI10.1137/17M1159208zbMath1428.35570OpenAlexW2946469657MaRDI QIDQ5237167
Publication date: 17 October 2019
Published in: SIAM/ASA Journal on Uncertainty Quantification (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/17m1159208
Computational methods for problems pertaining to statistics (62-08) Parametric tolerance and confidence regions (62F25) Monte Carlo methods (65C05) PDEs with randomness, stochastic partial differential equations (35R60) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) PDEs in connection with statistics (35Q62)
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