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Optimal Model Management for Multifidelity Monte Carlo Estimation
2 references·16 citing·48 second hopsampled
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References

  • 2008Multilevel Monte Carlo Path Simulation1,436 cited
  • 2011Multilevel Monte Carlo methods and applications to elliptic PDEs with random coefficients490 cited

Cited by

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  • 2018Multifidelity Monte Carlo Estimation of Variance and Sensitivity Indices78 cited
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  • 2019Adaptive multi‐index collocation for uncertainty quantification and sensitivity analysis44 cited
  • 2018Multifidelity Monte Carlo estimation for large-scale uncertainty propagation39 cited
  • 2020On Multilevel Best Linear Unbiased Estimators39 cited
  • 2020

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Estimation of distributions via multilevel Monte Carlo with stratified sampling
30 cited
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  • 2021An Introduction to Uncertainty Quantification for Kinetic Equations and Related Problems28 cited
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  • 2023Multifidelity uncertainty quantification with models based on dissimilar parameters24 cited