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Nested sampling for uncertainty quantification and rare event estimation - MaRDI portal

Nested sampling for uncertainty quantification and rare event estimation

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Publication:6623727

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DOI10.1137/23m1607842MaRDI QIDQ6623727

Philipp Wacker, Doris Schneider, Jonas Latz

Publication date: 24 October 2024

Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)

zbMATH Keywords

Monte Carlo quadrature uncertainty quantification nested sampling rare event estimation

Mathematics Subject Classification ID

Sampling theory, sample surveys (62D05) Monte Carlo methods (65C05) Commutation relations and statistics as related to quantum mechanics (general) (81S05) Numerical quadrature and cubature formulas (65D32)

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