Optimization of a Monte Carlo variance reduction method based on sensitivity derivatives (Q465089)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimization of a Monte Carlo variance reduction method based on sensitivity derivatives |
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Optimization of a Monte Carlo variance reduction method based on sensitivity derivatives (English)
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31 October 2014
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Monte Carlo methods
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randomized quasi-Monte Carlo methods
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variance reduction techniques
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uncertainty quantification
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sensitivity derivatives
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Monte Carlo sampling
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numerical experiments
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Burgers equation
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Korteweg-de Vries equation
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