Multifidelity Monte Carlo Estimation with Adaptive Low-Fidelity Models.

Benjamin Peherstorfer

Published in: SIAM/ASA J. Uncertain. Quantification (2019)

Keyphrases

monte carlo
monte carlo simulation
importance sampling
adaptive sampling
markov chain
monte carlo methods
point processes
particle filter
probabilistic model
parameter estimation
monte carlo tree search
bayesian networks
density estimation
optimal strategy
markov chain monte carlo
model construction