A generalized approximate control variate framework for multifidelity uncertainty quantification
暂无分享,去创建一个
Gianluca Geraci | Alex A. Gorodetsky | John D. Jakeman | Mike Eldred | M. Eldred | J. Jakeman | G. Geraci | A. Gorodetsky
[1] Gianluca Geraci,et al. A multifidelity multilevel Monte Carlo method for uncertainty propagation in aerospace applications , 2017 .
[2] D K Smith,et al. Numerical Optimization , 2001, J. Oper. Res. Soc..
[3] K. A. Cliffe,et al. Multilevel Monte Carlo methods and applications to elliptic PDEs with random coefficients , 2011, Comput. Vis. Sci..
[4] Fabio Nobile,et al. Stochastic Partial Differential Equations: Analysis and Computations a Multi Level Monte Carlo Method with Control Variate for Elliptic Pdes with Log- Normal Coefficients a Multi Level Monte Carlo Method with Control Variate for Elliptic Pdes with Log-normal Coefficients , 2022 .
[5] Gianluca Iaccarino,et al. A low-rank control variate for multilevel Monte Carlo simulation of high-dimensional uncertain systems , 2016, J. Comput. Phys..
[6] Benjamin Peherstorfer,et al. Multifidelity Monte Carlo Estimation with Adaptive Low-Fidelity Models , 2019, SIAM/ASA J. Uncertain. Quantification.
[7] Benjamin Peherstorfer,et al. Optimal Model Management for Multifidelity Monte Carlo Estimation , 2016, SIAM J. Sci. Comput..
[8] Bruce W. Schmeiser,et al. Biased control-variate estimation , 2001 .
[9] Stephen S. Lavenberg,et al. Statistical Results on Control Variables with Application to Queueing Network Simulation , 1982, Oper. Res..
[10] Benjamin Peherstorfer,et al. Survey of multifidelity methods in uncertainty propagation, inference, and optimization , 2018, SIAM Rev..
[11] Michael B. Giles,et al. Multilevel Monte Carlo Path Simulation , 2008, Oper. Res..
[12] M. Eldred,et al. A multifidelity control variate approach for the multilevel Monte Carlo technique , 2015 .
[13] Derek Bingham,et al. Prediction and Computer Model Calibration Using Outputs From Multifidelity Simulators , 2012, Technometrics.
[14] Kenji Takeda,et al. Multifidelity surrogate modeling of experimental and computational aerodynamic data sets , 2011 .
[15] Elisabeth Ullmann,et al. Further analysis of multilevel Monte Carlo methods for elliptic PDEs with random coefficients , 2012, Numerische Mathematik.
[16] Raghu Pasupathy,et al. Control-variate estimation using estimated control means , 2012 .
[17] Mihai Anitescu,et al. Proper orthogonal decompositions in multifidelity uncertainty quantification of complex simulation models , 2014, Int. J. Comput. Math..
[18] Gianluca Geraci,et al. A Bi-Fidelity Approach for Uncertainty Quantification of Heat Transfer in a Rectangular Ribbed Channel , 2016 .
[19] R. LeVeque. Finite Volume Methods for Hyperbolic Problems: Characteristics and Riemann Problems for Linear Hyperbolic Equations , 2002 .
[20] Fabio Nobile,et al. Multi-index Monte Carlo: when sparsity meets sampling , 2014, Numerische Mathematik.
[21] Barry L. Nelson,et al. Control Variate Remedies , 1990, Oper. Res..
[22] Stephen S. Lavenberg,et al. A Perspective on the Use of Control Variables to Increase the Efficiency of Monte Carlo Simulations , 1981 .
[23] N. Chopin,et al. Control functionals for Monte Carlo integration , 2014, 1410.2392.
[24] Tim Hesterberg,et al. Control variates and importance sampling for efficient bootstrap simulations , 1996, Stat. Comput..
[25] Michael S. Eldred,et al. Multi-Fidelity Uncertainty Quantification: Application to a Vertical Axis Wind Turbine Under an Extreme Gust , 2014 .
[26] Burton Simon,et al. IMPROVING SIMULATION EFFICIENCY WITH QUASI CONTROL VARIATES , 2002 .
[27] James R. Wilson,et al. The efficiency of control variates in multiresponse simulation , 1986 .
[28] Leo Wai-Tsun Ng,et al. Multifidelity approaches for optimization under uncertainty , 2014 .
[29] Stefan Heinrich,et al. Multilevel Monte Carlo Methods , 2001, LSSC.
[30] Leo Wai-Tsun Ng,et al. Multidelity approaches for design under uncertainty , 2013 .
[31] Reuven Y. Rubinstein,et al. Efficiency of Multivariate Control Variates in Monte Carlo Simulation , 1985, Oper. Res..
[32] Jonas Sukys,et al. Optimal fidelity multi-level Monte Carlo for quantification of uncertainty in simulations of cloud cavitation collapse , 2017, ArXiv.
[33] Christopher Nemeth,et al. Control variates for stochastic gradient MCMC , 2017, Statistics and Computing.