A Measure-Theoretic Interpretation of Sample Based Numerical Integration with Applications to Inverse and Prediction Problems under Uncertainty
DOI10.1137/16M1063289zbMath1373.65003OpenAlexW2758243431WikidataQ126243147 ScholiaQ126243147MaRDI QIDQ5358962
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Publication date: 22 September 2017
Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/16m1063289
algorithmnumerical integrationinverse problemserror analysisMonte Carlo methodserror bounduncertainty quantificationadaptive sampling
Inference from stochastic processes and prediction (62M20) Monte Carlo methods (65C05) Measures and integrals in product spaces (28A35) Inverse problems in optimal control (49N45)
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