Approximation of probability density functions by the multilevel Monte Carlo maximum entropy method
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Cites work
- Approximation of density functions by sequences of exponential families
- Convergence analysis of multilevel Monte Carlo variance estimators and application for random obstacle problems
- Convergence of Best Entropy Estimates
- Duality Relationships for Entropy-Like Minimization Problems
- Estimation of arbitrary order central statistical moments by the multilevel Monte Carlo method
- Geometry of moment spaces
- Hausdorff moment problem: Reconstruction of distributions
- How bad are Hankel matrices?
- scientific article; zbMATH DE number 3516003 (Why is no real title available?)
- scientific article; zbMATH DE number 1227077 (Why is no real title available?)
- scientific article; zbMATH DE number 2000348 (Why is no real title available?)
- scientific article; zbMATH DE number 3252891 (Why is no real title available?)
- Inequalities on the Lambert W function and hyperpower function
- Information Theory and Statistical Mechanics
- Kernel density estimation via diffusion
- Multi-level Monte Carlo finite element method for elliptic PDEs with stochastic coefficients
- Multi-level Monte Carlo finite volume methods for nonlinear systems of conservation laws in multi-dimensions
- Multilevel ensemble Kalman filtering
- Multilevel Monte Carlo approximation of distribution functions and densities
- Multilevel Monte Carlo finite element methods for stochastic elliptic variational inequalities
- Multilevel Monte Carlo methods and applications to elliptic PDEs with random coefficients
- Multilevel Monte Carlo Methods for Stochastic Elliptic Multiscale PDEs
- Multilevel Monte Carlo Path Simulation
- Numerical aspects of finite Hausdorff moment problem by maximum entropy approach
- Spectral properties of Hankel matrices and numerical solutions of finite moment problems
- Stochastic finite differences and multilevel Monte Carlo for a class of SPDEs in finance
Cited in
(23)- Convergence analysis of multifidelity Monte Carlo estimation
- Malliavin-based multilevel Monte Carlo estimators for densities of max-stable processes
- Fourier-Legendre approximation of a probability density from discrete data
- A PDF-based performance shift approach for reliability-based design optimization
- A generalized probabilistic learning approach for multi-fidelity uncertainty quantification in complex physical simulations
- Quantify uncertainty by estimating the probability density function of the output of interest using MLMC based Bayes method
- Estimation of distributions via multilevel Monte Carlo with stratified sampling
- Transfer learning based multi-fidelity physics informed deep neural network
- On the optimization of approximate control variates with parametrically defined estimators
- Quantifying uncertainties in contact mechanics of rough surfaces using the Multilevel Monte Carlo method
- Multilevel Monte Carlo approximation of distribution functions and densities
- Multilevel Monte Carlo approximation of functions
- MLMC for nested expectations
- A hybrid alternating least squares-TT-cross algorithm for parametric PDEs
- Efficient numerical approximation of maximum entropy estimates
- Analysis of nested multilevel Monte Carlo using approximate normal random variables
- A Simple, Bias-free Approximation of Covariance Functions by the Multilevel Monte Carlo Method Having Nearly Optimal Complexity
- Multifidelity approaches for uncertainty quantification
- Introducing a microstructure-embedded autoencoder approach for reconstructing high-resolution solution field data from a reduced parametric space
- Multi-level data assimilation for ocean forecasting using the shallow-water equations
- A note on Monte Carlo maximization by the density ratio model
- Special issue: Big data and predictive computational modeling
- Best probability density function for random sampled data
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