Pages that link to "Item:Q264116"

The following pages link to Multi-index Monte Carlo: when sparsity meets sampling (Q264116):

Displaying 50 items.

• Convergence of quasi-optimal sparse-grid approximation of Hilbert-space-valued functions: Application to random elliptic PDEs (Q315715) (← links)
• Stochastic regularity of a quadratic observable of high-frequency waves (Q504049) (← links)
• Multi-index stochastic collocation convergence rates for random PDEs with parametric regularity (Q506615) (← links)
• Application of quasi-Monte Carlo methods to elliptic PDEs with random diffusion coefficients: a survey of analysis and implementation (Q506617) (← links)
• A multi level Monte Carlo method with control variate for elliptic PDEs with log-normal coefficients (Q744882) (← links)
• Convergence analysis of multifidelity Monte Carlo estimation (Q1651008) (← links)
• Multilevel and multi-index Monte Carlo methods for the McKean-Vlasov equation (Q1704027) (← links)
• A multilevel Monte Carlo method for asymptotic-preserving particle schemes in the diffusive limit (Q2038421) (← links)
• Markov chain simulation for multilevel Monte Carlo (Q2069944) (← links)
• Multi-index ensemble Kalman filtering (Q2083644) (← links)
• Analysis of sparse grid multilevel estimators for multi-dimensional Zakai equations (Q2091299) (← links)
• Improved efficiency of multilevel Monte Carlo for stochastic PDE through strong pairwise coupling (Q2103434) (← links)
• A generalized approximate control variate framework for multifidelity uncertainty quantification (Q2123331) (← links)
• On the optimization of approximate control variates with parametrically defined estimators (Q2134796) (← links)
• Logarithmic gradient transformation and chaos expansion of Itô processes (Q2141736) (← links)
• Stochastic turbulence modeling in RANS simulations via multilevel Monte Carlo (Q2176854) (← links)
• Multilevel Monte Carlo by using the Halton sequence (Q2213359) (← links)
• Numerical methods for conservation laws with rough flux (Q2303986) (← links)
• Multi-index stochastic collocation for random PDEs (Q2309190) (← links)
• MFNets: data efficient all-at-once learning of multifidelity surrogates as directed networks of information sources (Q2667288) (← links)
• Sparse polynomial approximations for affine parametric saddle point problems (Q2679763) (← links)
• Multilevel Markov chain Monte Carlo for Bayesian inverse problem for Navier-Stokes equation (Q2697353) (← links)
• Computable Error Estimates for Finite Element Approximations of Elliptic Partial Differential Equations with Rough Stochastic Data (Q2953223) (← links)
• An Adaptive Multilevel Monte Carlo Method with Stochastic Bounds for Quantities of Interest with Uncertain Data (Q3179327) (← links)
• Multilevel Monte Carlo estimation of expected information gains (Q3298097) (← links)
• Multilevel Monte Carlo for Smoothing via Transport Methods (Q4580285) (← links)
• Survey of Multifidelity Methods in Uncertainty Propagation, Inference, and Optimization (Q4580293) (← links)
• A MultiOrder Discontinuous Galerkin Monte Carlo Method for Hyperbolic Problems with Stochastic Parameters (Q4603036) (← links)
• Multilevel Estimation of Expected Exit Times and Other Functionals of Stopped Diffusions (Q4611523) (← links)
• Continuous Level Monte Carlo and Sample-Adaptive Model Hierarchies (Q4611541) (← links)
• MLMC for Nested Expectations (Q4611811) (← links)
• Modern Monte Carlo Variants for Uncertainty Quantification in Neutron Transport (Q4611813) (← links)
• Unbiased multi-index Monte Carlo (Q4639168) (← links)
• Multilevel Monte Carlo Covariance Estimation for the Computation of Sobol' Indices (Q4960977) (← links)
• Multilevel Designed Quadrature for Partial Differential Equations with Random Inputs (Q4986844) (← links)
• Ensemble Approximate Control Variate Estimators: Applications to MultiFidelity Importance Sampling (Q5052903) (← links)
• $hp$-Multilevel Monte Carlo Methods for Uncertainty Quantification of Compressible Navier--Stokes Equations (Q5132029) (← links)
• Sparse Compression of Expected Solution Operators (Q5134977) (← links)
• Improved Efficiency of a Multi-Index FEM for Computational Uncertainty Quantification (Q5232305) (← links)
• Fuzzy-Stochastic Partial Differential Equations (Q5237187) (← links)
• Recycling Samples in the Multigrid Multilevel (Quasi-)Monte Carlo Method (Q5241242) (← links)
• Comparison of Surrogate-Based Uncertainty Quantification Methods for Computationally Expensive Simulators (Q5269870) (← links)
• A Multi-Index Quasi--Monte Carlo Algorithm for Lognormal Diffusion Problems (Q5372657) (← links)
• Analysis of Nested Multilevel Monte Carlo Using Approximate Normal Random Variables (Q5862903) (← links)
• Advanced Multilevel Monte Carlo Methods (Q6064128) (← links)
• Meta variance reduction for Monte Carlo estimation of energetic particle confinement during stellarator optimization (Q6087957) (← links)
• Multifidelity approaches for uncertainty quantification (Q6088628) (← links)
• Multifidelity uncertainty quantification with models based on dissimilar parameters (Q6096437) (← links)
• Multi-output multilevel best linear unbiased estimators via semidefinite programming (Q6099233) (← links)
• Analysis of a Class of Multilevel Markov Chain Monte Carlo Algorithms Based on Independent Metropolis–Hastings (Q6109156) (← links)