Multifidelity importance sampling

From MaRDI portal
Publication:2414635


DOI10.1016/j.cma.2015.12.002zbMath1426.62087MaRDI QIDQ2414635

Karen Willcox, Tiangang Cui, Benjamin Peherstorfer, Youssef M. Marzouk

Publication date: 17 May 2019

Published in: Computer Methods in Applied Mechanics and Engineering (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cma.2015.12.002


62F10: Point estimation

65C05: Monte Carlo methods


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