A surrogate accelerated multicanonical Monte Carlo method for uncertainty quantification
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Publication:727018
DOI10.1016/j.jcp.2016.06.020zbMath1349.65021arXiv1508.06700OpenAlexW1956334830MaRDI QIDQ727018
Publication date: 5 December 2016
Published in: Journal of Computational Physics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1508.06700
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Cites Work
- An efficient surrogate-based method for computing rare failure probability
- Multicanonical MCMC for sampling rare events: an illustrative review
- Sequential Monte Carlo for rare event estimation
- Free energy methods for Bayesian inference: efficient exploration of univariate Gaussian mixture posteriors
- Searching for Rare Growth Factors Using Multicanonical Monte Carlo Methods
- A Guide to Monte Carlo Simulations in Statistical Physics
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