Adaptive multilevel subset simulation with selective refinement
DOI10.1137/22M1515240MaRDI QIDQ6645124FDOQ6645124
Authors: Daniel Elfverson, Robert Scheichl, Simon Weissmann, F. A. DiazDelaO 
Publication date: 28 November 2024
Published in: SIAM/ASA Journal on Uncertainty Quantification (Search for Journal in Brave)
Recommendations
Markov chain Monte Carlohigh-dimensional problemsrare event probabilitiesadaptive model hierarchiesshaking transformations
Computational methods in Markov chains (60J22) Monte Carlo methods (65C05) Numerical analysis or methods applied to Markov chains (65C40) Boundary value problems for second-order elliptic equations (35J25) PDEs with randomness, stochastic partial differential equations (35R60) Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs (65N30)
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