A Low-rank Control Variate for Multilevel Monte Carlo Simulation of High-dimensional Uncertain Systems

1 November 2016

Papers citing "A Low-rank Control Variate for Multilevel Monte Carlo Simulation of High-dimensional Uncertain Systems"

8 / 8 papers shown

Title
Structure and asymptotic preserving deep neural surrogates for uncertainty quantification in multiscale kinetic equations Wei Chen Giacomo Dimarco Lorenzo Pareschi 109 0 0 12 Jun 2025
Bi-fidelity Variational Auto-encoder for Uncertainty Quantification Nuojin Cheng Osman Asif Malik Subhayan De Stephen Becker Alireza Doostan 68 9 0 25 May 2023
Multilevel Monte Carlo estimators for derivative-free optimization under uncertainty F. Menhorn Gianluca Geraci D. Seidl Youssef M. Marzouk M. Eldred H. Bungartz 50 1 0 04 May 2023
GenMod: A generative modeling approach for spectral representation of PDEs with random inputs Jacqueline Wentz Alireza Doostan 60 1 0 31 Jan 2022
Bi-fidelity Reduced Polynomial Chaos Expansion for Uncertainty Quantification F. Newberry Jerrad Hampton K. Jansen Alireza Doostan 27 5 0 15 Apr 2021
Modern Monte Carlo Methods for Efficient Uncertainty Quantification and Propagation: A Survey Jiaxin Zhang 70 114 0 02 Nov 2020
When Bifidelity Meets CoKriging: An Efficient Physics-Informed Multifidelity Method Xiu Yang Xueyu Zhu Jing Li 69 15 0 07 Dec 2018
A Generalized Approximate Control Variate Framework for Multifidelity Uncertainty Quantification Alex A. Gorodetsky Gianluca Geraci M. Eldred J. Jakeman 74 90 0 12 Nov 2018