Covariance expressions for multifidelity sampling with multioutput, multistatistic estimators: application to approximate control variates

DOI10.1137/23m1607994MaRDI QIDQ6645128

Unnamed Author, James E. Warner, Thomas O. Dixon, Geoffrey F. Bomarito

Publication date: 28 November 2024

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

zbMATH Keywords

sensitivity analysisvariance reductionuncertainty quantificationmultifidelityMonte Carlo estimationapproximate control variate

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Monte Carlo methods (65C05)

This page was built for publication: Covariance expressions for multifidelity sampling with multioutput, multistatistic estimators: application to approximate control variates