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A Machine Learning Based Hybrid Multi-Fidelity Multi-Level Monte Carlo Method for Uncertainty Quantification
16 references·0 citing·37 second hop
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References

  • 2008Multilevel Monte Carlo Path Simulation1,445 cited
  • 2007A Stochastic Collocation Method for Elliptic Partial Differential Equations with Random Input Data1,396 cited
  • 2018Survey of Multifidelity Methods in Uncertainty Propagation, Inference, and Optimization1,072 cited
  • 2008The stochastic finite element method: Past, present and future999 cited
  • 2011Multilevel Monte Carlo methods and applications to elliptic PDEs with random coefficients490 cited
  • 2011A non-adapted sparse approximation of PDEs with stochastic inputs436 cited
  • 2011Multi-level Monte Carlo Finite Element method for elliptic PDEs with stochastic coefficients296 cited
  • 2007Probabilistic collocation method for flow in porous media: Comparisons with other stochastic methods253 cited
  • 2016Optimal Model Management for Multifidelity Monte Carlo Estimation243 cited
  • 2005Statistical Romberg extrapolation: A new variance reduction method and applications to option pricing134 cited
  • 1991Stochastic Finite Element Method: Response Statistics120 cited
  • 2012Multi-level Monte Carlo finite volume methods for nonlinear systems of conservation laws in multi-dimensions113 cited
  • 2013Multilevel Monte Carlo for two phase flow and Buckley–Leverett transport in random heterogeneous porous media61 cited
  • 2016Multi-level Monte Carlo finite volume methods for uncertainty quantification of acoustic wave propagation in random heterogeneous layered medium

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36 cited
  • 2016An improved multilevel Monte Carlo method for estimating probability distribution functions in stochastic oil reservoir simulations33 cited
  • 2013Multilevel Monte Carlo Methods33 cited
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