A fast Monte-Carlo method with a reduced basis of control variates applied to uncertainty propagation and Bayesian estimation (Q503308): Difference between revisions
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Revision as of 00:28, 5 March 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)
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12 January 2017
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Monte Carlo method
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variance reduction
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reduced basis method
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partial differential equations with stochastic coefficients
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uncertainty quantification
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Bayes MMSE estimation
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