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Asymptotic Analysis of Multilevel Best Linear Unbiased Estimators
9 references·2 citing·37 second hop
Asymptotic Analysis of Multilevel Best Linear Unbiased Estimators (2021)Asymptotic Analysis of Multilevel Best Li…On Multilevel Best Linear Unbiased Estimators (2020)On Multilevel Best Linear Unb…A generalized approximate control variate framework for multifidelity uncertainty quantification (2020)A generalized approximate con…Survey of Multifidelity Methods in Uncertainty Propagation, Inference, and Optimization (2018)Survey of Multifidelity Metho…Convergence analysis of multifidelity Monte Carlo estimation (2018)Convergence analysis of multi…Multilevel Richardson–Romberg extrapolation (2017)Multilevel Richardson–Romberg…Optimal Model Management for Multifidelity Monte Carlo Estimation (2016)Optimal Model Management for …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…Interpolation of Spatial Data (1999)Interpolation of Spatial DataImproved multifidelity Monte Carlo estimators based on normalizing flows and dimensionality reduction techniques (2024)Improved multifidelity Monte …Multi-output multilevel best linear unbiased estimators via semidefinite programming (2023)Multi-output multilevel best …Stochastic Finite Elements: A Spectral Approach (1991)Numerical Methods for Stochastic Computations: A Spectral Method Approach (2010)Spectral Methods for Uncertainty Quantification (2010)Further analysis of multilevel Monte Carlo methods for elliptic PDEs with random coefficients (2013)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)A Stochastic Collocation Method for Elliptic Partial Differential Equations with Random Input Data (2007)A Sparse Grid Stochastic Collocation Method for Partial Differential Equations with Random Input Data (2008)Data-driven low-fidelity models for multi-fidelity Monte Carlo sampling in plasma micro-turbulence analysis (2021)Efficient aerodynamic analysis and optimization under uncertainty using multi-fidelity polynomial chaos-Kriging surrogate model (2022)Context-aware learning of hierarchies of low-fidelity models for multi-fidelity uncertainty quantification (2023)Design and Analysis of Computer Experiments (1989)Modeling, analysis, and optimization under uncertainties: a review (2021)Monte Carlo and variance reduction methods for structural reliability analysis: A comprehensive review (2023)The law of the Euler scheme for stochastic differential equations (1996)Weak approximation of killed diffusion using Euler schemes (2000)Iterative multilevel particle approximation for McKean–Vlasov SDEs (2019)Fast uncertainty quantification of tracer distribution in the brain interstitial fluid with multilevel and quasi Monte Carlo (2020)Antithetic multilevel sampling method for nonlinear functionals of measure (2021)Handbook of Uncertainty Quantification (2016)Fractional Brownian Motions, Fractional Noises and Applications (1968)Recovery of Inter-Block Information when Block Sizes are Unequal (1971)Model-Based Geostatistics (1998)Multivariable geostatistics in S: the gstat package (2004)An Explicit Link between Gaussian Fields and Gaussian Markov Random Fields: The Stochastic Partial Differential Equation Approach (2011)Modern Monte Carlo methods for efficient uncertainty quantification and propagation: A survey (2020)Uncertainty propagation in risk and resilience analysis of hierarchical systems (2021)A MULTI-FIDELITY NEURAL NETWORK SURROGATE SAMPLING METHOD FOR UNCERTAINTY QUANTIFICATION (2020)Multilevel and multifidelity uncertainty quantification for cardiovascular hemodynamics (2020)Multifidelity prediction in wildfire spread simulation: Modeling, uncertainty quantification and sensitivity analysis (2021)On the optimization of approximate control variates with parametrically defined estimators (2021)Multifidelity uncertainty quantification with models based on dissimilar parameters (2023)PyApprox: A software package for sensitivity analysis, Bayesian inference, optimal experimental design, and multi-fidelity uncertainty quantification and surrogate modeling (2023)
this work references cited by second hop

References

  • 1999Interpolation of Spatial Data2,362 cited
  • 2008Multilevel Monte Carlo Path Simulation1,436 cited
  • 2018Survey of Multifidelity Methods in Uncertainty Propagation, Inference, and Optimization1,072 cited
  • 2011Multilevel Monte Carlo methods and applications to elliptic PDEs with random coefficients490 cited
  • 2016Optimal Model Management for Multifidelity Monte Carlo Estimation243 cited
  • 2020A generalized approximate control variate framework for multifidelity uncertainty quantification112 cited
  • 2017Multilevel Richardson–Romberg extrapolation48 cited
  • 2020On Multilevel Best Linear Unbiased Estimators39 cited
  • 2018Convergence analysis of multifidelity Monte Carlo estimation24 cited

Cited by

  • 2024Improved multifidelity Monte Carlo estimators based on normalizing flows and dimensionality reduction techniques16 cited
  • 2023Multi-output multilevel best linear unbiased estimators via semidefinite programming14 cited

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