A fast Monte-Carlo method with a reduced basis of control variates applied to uncertainty propagation and Bayesian estimation (Q503308): Difference between revisions
From MaRDI portal
Changed an Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 05:19, 30 January 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A fast Monte-Carlo method with a reduced basis of control variates applied to uncertainty propagation and Bayesian estimation |
scientific article |
Statements
A fast Monte-Carlo method with a reduced basis of control variates applied to uncertainty propagation and Bayesian estimation (English)
0 references
12 January 2017
0 references
Monte Carlo method
0 references
variance reduction
0 references
reduced basis method
0 references
partial differential equations with stochastic coefficients
0 references
uncertainty quantification
0 references
Bayes MMSE estimation
0 references
