SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Multifidelity Monte Carlo Estimation with Adaptive Low-Fidelity Models
13 references·5 citing·36 second hop
Multifidelity Monte Carlo Estimation with Adaptive Low-Fidelity Models (2019)Multifidelity Monte Carlo Estimation with…Survey of Multifidelity Methods in Uncertainty Propagation, Inference, and Optimization (2018)Survey of Multifidelity Metho…Optimal Model Management for Multifidelity Monte Carlo Estimation (2016)Optimal Model Management for …Multifidelity approaches for optimization under uncertainty (2014)Multifidelity approaches for …Computational Aspects of Stochastic Collocation with Multifidelity Models (2014)Computational Aspects of Stoc…A Stochastic Collocation Algorithm with Multifidelity Models (2014)A Stochastic Collocation Algo…A continuation multilevel Monte Carlo algorithm (2014)A continuation multilevel Mon…Finite Element Error Analysis of Elliptic PDEs with Random Coefficients and Its Application to Multilevel Monte Carlo Methods (2013)Finite Element Error Analysis…Multilevel Monte Carlo methods and applications to elliptic PDEs with random coefficients (2011)Multilevel Monte Carlo method…Multilevel Monte Carlo Path Simulation (2008)Multilevel Monte Carlo Path S…A Knowledge-Gradient Policy for Sequential Information Collection (2008)A Knowledge-Gradient Policy f…2008 Winter Simulation Conference (2008)2008 Winter Simulation Confer…Proceedings of the 2004 Winter Simulation Conference, 2004. (2004)Proceedings of the 2004 Winte…A New Method of Locating the Maximum Point of an Arbitrary Multipeak Curve in the Presence of Noise (1964)A New Method of Locating the …Multi-fidelity microstructure-induced uncertainty quantification by advanced Monte Carlo methods (2023)Multi-fidelity microstructure…Context-Aware Surrogate Modeling for Balancing Approximation and Sampling Costs in Multifidelity Importance Sampling and Bayesian Inverse Problems (2023)Context-Aware Surrogate Model…Context-aware learning of hierarchies of low-fidelity models for multi-fidelity uncertainty quantification (2023)Context-aware learning of hie…Dynamic probabilistic risk assessment of nuclear power plants using multi-fidelity simulations (2022)Dynamic probabilistic risk as…Data-driven low-fidelity models for multi-fidelity Monte Carlo sampling in plasma micro-turbulence analysis (2021)Data-driven low-fidelity mode…INTRODUCTION TO STOCHASTIC SEARCH AND OPTIMIZATION: ESTIMATION, SIMULATION, AND CONTROL (2012)Further analysis of multilevel Monte Carlo methods for elliptic PDEs with random coefficients (2013)Multifidelity importance sampling (2015)Surrogate-assisted global sensitivity analysis: an overview (2020)Modeling, analysis, and optimization under uncertainties: a review (2021)Design and Analysis of Experiments for Statistical Selection, Screening and Multiple Comparisons (1996)Simulation Budget Allocation for Further Enhancing the Efficiency of Ordinal Optimization (2000)The Knowledge-Gradient Policy for Correlated Normal Beliefs (2009)A Tutorial on Thompson Sampling (2018)A unified framework for stochastic optimization (2018)Stochastic Finite Elements: A Spectral Approach (1991)A Stochastic Collocation Method for Elliptic Partial Differential Equations with Random Input Data (2007)Strong and Weak Error Estimates for Elliptic Partial Differential Equations with Random Coefficients (2012)A Multilevel Stochastic Collocation Method for Partial Differential Equations with Random Input Data (2015)Numerical Methods for Stochastic Computations: A Spectral Method Approach (2010)Spectral Methods for Uncertainty Quantification (2010)Stochastic finite element methods for partial differential equations with random input data (2014)A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options (1993)Monte Carlo Methods in Financial Engineering (2003)Multi-level Monte Carlo Finite Element method for elliptic PDEs with stochastic coefficients (2011)Strong convergence of an explicit numerical method for SDEs with nonglobally Lipschitz continuous coefficients (2012)Numerical solution of stochastic differential equations (2016)Design and Analysis of Computer Experiments (1989)A Sparse Grid Stochastic Collocation Method for Partial Differential Equations with Random Input Data (2008)Monte Carlo and variance reduction methods for structural reliability analysis: A comprehensive review (2023)Scalable Bayesian Optimization Using Deep Neural Networks (2015)Bayesian Optimization (2018)Bayesian Optimization for Adaptive Experimental Design: A Review (2020)A generalized approximate control variate framework for multifidelity uncertainty quantification (2020)Modern Monte Carlo methods for efficient uncertainty quantification and propagation: A survey (2020)Uncertainty propagation in risk and resilience analysis of hierarchical systems (2021)Sensitivity Analysis and the Expected Value of Perfect Information (1998)Using games and simulations for supporting learning (2006)Conceptual modelling for simulation Part I: definition and requirements (2007)Internet-of-things enabled supply chain planning and coordination with big data services: Certain theoretic implications (2020)Agent-based modeling and simulation in construction (2021)
this work references cited by second hop

References

  • 2008Multilevel Monte Carlo Path Simulation1,436 cited
  • 1964A New Method of Locating the Maximum Point of an Arbitrary Multipeak Curve in the Presence of Noise1,084 cited
  • 2018Survey of Multifidelity Methods in Uncertainty Propagation, Inference, and Optimization1,072 cited
  • 2004Proceedings of the 2004 Winter Simulation Conference, 2004.587 cited
  • 2011Multilevel Monte Carlo methods and applications to elliptic PDEs with random coefficients490 cited
  • 2008A Knowledge-Gradient Policy for Sequential Information Collection447 cited
  • 20082008 Winter Simulation Conference376 cited
  • 2016Optimal Model Management for Multifidelity Monte Carlo Estimation243 cited
  • 2014Multifidelity approaches for optimization under uncertainty198 cited
  • 2013Finite Element Error Analysis of Elliptic PDEs with Random Coefficients and Its Application to Multilevel Monte Carlo Methods187 cited
  • 2014A Stochastic Collocation Algorithm with Multifidelity Models122 cited
  • 2014A continuation multilevel Monte Carlo algorithm121 cited
  • 2014Computational Aspects of Stochastic Collocation with Multifidelity Models67 cited

Cited by

  • 2022Dynamic probabilistic risk assessment of nuclear power plants using multi-fidelity simulations45 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

  • 2021Data-driven low-fidelity models for multi-fidelity Monte Carlo sampling in plasma micro-turbulence analysis19 cited
  • 2023Context-aware learning of hierarchies of low-fidelity models for multi-fidelity uncertainty quantification17 cited
  • 2023Multi-fidelity microstructure-induced uncertainty quantification by advanced Monte Carlo methods15 cited
  • 2023Context-Aware Surrogate Modeling for Balancing Approximation and Sampling Costs in Multifidelity Importance Sampling and Bayesian Inverse Problems14 cited