A fast Monte-Carlo method with a reduced basis of control variates applied to uncertainty propagation and Bayesian estimation (Q503308)
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scientific article; zbMATH DE number 6673959
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| English | A fast Monte-Carlo method with a reduced basis of control variates applied to uncertainty propagation and Bayesian estimation |
scientific article; zbMATH DE number 6673959 |
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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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0.7912669777870178
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0.7802456021308899
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0.7780890464782715
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