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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| Property / Mathematics Subject Classification ID: 65C05 / rank | |||
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| Property / Mathematics Subject Classification ID: 60H15 / rank | |||
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| Property / Mathematics Subject Classification ID: 35R60 / rank | |||
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| Property / Mathematics Subject Classification ID: 62F15 / rank | |||
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| Property / zbMATH DE Number: 6673959 / rank | |||
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Monte Carlo method | |||
| Property / zbMATH Keywords: Monte Carlo method / rank | |||
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variance reduction | |||
| Property / zbMATH Keywords: variance reduction / rank | |||
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reduced basis method | |||
| Property / zbMATH Keywords: reduced basis method / rank | |||
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partial differential equations with stochastic coefficients | |||
| Property / zbMATH Keywords: partial differential equations with stochastic coefficients / rank | |||
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uncertainty quantification | |||
| Property / zbMATH Keywords: uncertainty quantification / rank | |||
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Bayes MMSE estimation | |||
| Property / zbMATH Keywords: Bayes MMSE estimation / rank | |||
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Revision as of 00:54, 1 July 2023
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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