Multifidelity Monte Carlo Estimation with Adaptive Low-Fidelity Models
| Autor: | Benjamin Peherstorfer |
|---|---|
| Rok vydání: | 2019 |
| Předmět: |
Statistics and Probability
Speedup Computer science Applied Mathematics Monte Carlo method Quantum Physics 010103 numerical & computational mathematics 01 natural sciences Low fidelity 010104 statistics & probability Modeling and Simulation Discrete Mathematics and Combinatorics 0101 mathematics Statistics Probability and Uncertainty Monte carlo estimation Uncertainty quantification Algorithm |
| Zdroj: | SIAM/ASA Journal on Uncertainty Quantification. 7:579-603 |
| ISSN: | 2166-2525 |
| DOI: | 10.1137/17m1159208 |
| Popis: | Multifidelity Monte Carlo (MFMC) estimation combines low- and high-fidelity models to speed up the estimation of statistics of the high-fidelity model outputs. MFMC optimally samples the low- and h... |
| Databáze: | OpenAIRE |
| Externí odkaz: |
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