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Multi-output multilevel best linear unbiased estimators via semidefinite programming
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References

  • 2011An Explicit Link between Gaussian Fields and Gaussian Markov Random Fields: The Stochastic Partial Differential Equation Approach2,705 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
  • 2014Multifidelity approaches for optimization under uncertainty198 cited
  • 2020A generalized approximate control variate framework for multifidelity uncertainty quantification112 cited
  • 2020On Multilevel Best Linear Unbiased Estimators39 cited
  • 2018Efficient White Noise Sampling and Coupling for Multilevel Monte Carlo with Nonnested Meshes33 cited
  • 2021Asymptotic Analysis of Multilevel Best Linear Unbiased Estimators17 cited

Cited by

  • 2024Covariance Expressions for Multifidelity Sampling with Multioutput, Multistatistic Estimators: Application to Approximate Control Variates9 cited

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