An Adaptive Multilevel Monte Carlo Method with Stochastic Bounds for Quantities of Interest with Uncertain Data.
Martin EigelChristian MerdonJohannes NeumannPublished in: SIAM/ASA J. Uncertain. Quantification (2016)
Keyphrases
- uncertain data
- monte carlo method
- monte carlo
- markov chain
- learning machines
- uncertain databases
- posterior distribution
- genetic algorithm
- bayesian learning
- probabilistic xml
- upper bound
- lower bound
- knowledge discovery
- maximum likelihood estimation
- state space
- data streams
- frequent patterns
- probability distribution
- particle filter
- markov chain monte carlo
- databases
- bayesian networks
- machine learning