Multifidelity approaches for optimization under uncertainty (Q2952604): Difference between revisions

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+Evaluation of failure probability via surrogate models
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+Predicting the output from a complex computer code when fast approximations are available
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+Accurate Uncertainty Quantification Using Inaccurate Computational Models
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+On control variate estimators
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+Multilevel Monte Carlo Path Simulation
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+A multilevel approach to control variates
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+Further analysis of multilevel Monte Carlo methods for elliptic PDEs with random coefficients
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+A variance reduction method for parametrized stochastic differential equations using the reduced basis paradigm
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+A fast Monte-Carlo method with a reduced basis of control variates applied to uncertainty propagation and Bayesian estimation
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+IMPROVING SIMULATION EFFICIENCY WITH QUASI CONTROL VARIATES
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+Introduction to Stochastic Search and Optimization
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+Mesh Adaptive Direct Search Algorithms for Constrained Optimization
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+Implicit Filtering
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+Q4308910
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+Introduction to Derivative-Free Optimization
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+Least Frobenius norm updating of quadratic models that satisfy interpolation conditions
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+On the use of quadratic models in unconstrained minimization without derivatives
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+A two-step certified reduced basis method
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+Reduced basis approximation and a posteriori error estimation for affinely parametrized elliptic coercive partial differential equations. Application to transport and continuum mechanics.
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+Control variates for quasi-Monte Carlo (with comments and rejoinder)
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+Publication:2952604