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Covariance Expressions for Multifidelity Sampling with Multioutput, Multistatistic Estimators: Application to Approximate Control Variates
16 references·0 citing·41 second hop
Covariance Expressions for Multifidelity Sampling with Multioutput, Multistatistic Estimators: Application to Approximate Control Variates (2024)Covariance Expressions for Multifidelity …On the optimization of approximate control variates with parametrically defined estimators (2021)On the optimization of approx…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…Multilevel Monte Carlo Covariance Estimation for the Computation of Sobol' Indices (2019)Multilevel Monte Carlo Covari…A Multilevel Monte Carlo Ensemble Scheme for Random Parabolic PDEs (2019)A Multilevel Monte Carlo Ense…Multifidelity Monte Carlo Estimation of Variance and Sensitivity Indices (2018)Multifidelity Monte Carlo Est…Optimal Model Management for Multifidelity Monte Carlo Estimation (2016)Optimal Model Management for …Application of the control variate technique to estimation of total sensitivity indices (2014)Application of the control va…Multi-level Monte Carlo Finite Element method for elliptic PDEs with stochastic coefficients (2011)Multi-level Monte Carlo Finit…Multilevel Monte Carlo Path Simulation (2008)Multilevel Monte Carlo Path S…Global sensitivity indices for nonlinear mathematical models and their Monte Carlo estimates (2001)Global sensitivity indices fo…Sensitivity measures,anova-like Techniques and the use of bootstrap (1997)Sensitivity measures,anova-li…Control Variate Remedies (1990)Control Variate RemediesEfficiency of Multivariate Control Variates in Monte Carlo Simulation (1985)Efficiency of Multivariate Co…Statistical Results on Control Variables with Application to Queueing Network Simulation (1982)Statistical Results on Contro…A Perspective on the Use of Control Variables to Increase the Efficiency of Monte Carlo Simulations (1981)A Perspective on the Use of C…A Sequential Procedure for Determining the Length of a Steady-State Simulation (1979)Principles of Discrete Event Simulation. 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References

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2019
Multilevel Monte Carlo Covariance Estimation for the Computation of Sobol' Indices
21 cited
  • 2021On the optimization of approximate control variates with parametrically defined estimators21 cited
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