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Accelerated Multilevel Monte Carlo With Kernel‐Based Smoothing and Latinized Stratification
16 references·0 citing·36 second hop
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References

  • 2000A Comparison of Three Methods for Selecting Values of Input Variables in the Analysis of Output From a Computer Code2,856 cited
  • 1987Large Sample Properties of Simulations Using Latin Hypercube Sampling2,483 cited
  • 2008Multilevel Monte Carlo Path Simulation1,436 cited
  • 2015The generalization of Latin hypercube sampling656 cited
  • 2011Multilevel Monte Carlo methods and applications to elliptic PDEs with random coefficients490 cited
  • 2016Optimal Model Management for Multifidelity Monte Carlo Estimation243 cited
  • 2013Further analysis of multilevel Monte Carlo methods for elliptic PDEs with random coefficients196 cited
  • 2015Refined Stratified Sampling for efficient Monte Carlo based uncertainty quantification122 cited
  • 2020A generalized approximate control variate framework for multifidelity uncertainty quantification112 cited
  • 2015Multilevel Monte Carlo Approximation of Distribution Functions and Densities70 cited
  • 2013Multilevel Monte Carlo for two phase flow and Buckley–Leverett transport in random heterogeneous porous media61 cited
  • 2016Approximation of probability density functions by the Multilevel Monte Carlo Maximum Entropy method52 cited
  • 2015Multilevel Estimation of Rare Events47 cited
  • 2016An improved multilevel Monte Carlo method for estimating probability distribution functions in stochastic oil reservoir simulations

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33 cited
  • 2016Stochastic Collocation Methods for Nonlinear Parabolic Equations with Random Coefficients30 cited
  • 2013The multi-level Monte Carlo finite element method for a stochastic Brinkman Problem27 cited
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