Multi-output multilevel best linear unbiased estimators via semidefinite programming

DOI10.1016/j.cma.2023.116130arXiv2301.07831OpenAlexW4379533077MaRDI QIDQ6099233

Matteo Croci, Karen Willcox, Stephen J. Wright

Publication date: 19 June 2023

Published in: Computer Methods in Applied Mechanics and Engineering (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2301.07831

zbMATH Keywords

semidefinite programmingmodel selectionuncertainty quantificationmultilevel Monte Carlosample allocationmultifidelity Monte Carlo

Mathematics Subject Classification ID

Statistics (62-XX) Operations research, mathematical programming (90-XX)

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