Multilevel Monte Carlo metamodeling for variance function estimation

DOI10.1137/24M1689740MaRDI QIDQ6922531zbMATH OpenFDO

Authors Jingtao Zhang, Xi Chen

Publication date 30 September 2025

Published in SIAM/ASA Journal on Uncertainty Quantification (Search for Journal in Brave)

zbMATH Keywords

central limit theoremmultilevel Monte Carlosimulation metamodelingdesign of simulation experiment

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Central limit and other weak theorems (60F05) Response surface designs (62K20) Sequential estimation (62L12) Analysis of algorithms and problem complexity (68Q25)

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