Optimal Model Management for Multifidelity Monte Carlo Estimation

DOI10.1137/15M1046472zbMath1351.65009OpenAlexW2529348500MaRDI QIDQ2827043

Benjamin Peherstorfer, Karen Willcox, Max D. Gunzburger

Publication date: 12 October 2016

Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/15m1046472

zbMATH Keywords

numerical experimentsMonte Carlo simulationmodel reductionmultifidelitysurrogate modelingmodel management optimization

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Point estimation (62F10) Monte Carlo methods (65C05) Management decision making, including multiple objectives (90B50)

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Uses Software

• Matlab
• LIBSVM

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