Multilevel Monte Carlo for uncertainty quantification in structural engineering.
Philippe BlondeelPieterjan RobbeCédric van hoorickxGeert LombaertStefan VandewallePublished in: CoRR (2018)
Keyphrases
- monte carlo
- structural engineering
- artificial intelligence
- civil engineering
- monte carlo simulation
- markov chain
- importance sampling
- monte carlo methods
- confidence intervals
- adaptive sampling
- monte carlo tree search
- markovian decision
- stochastic approximation
- particle filter
- monte carlo method
- variance reduction
- matrix inversion
- reinforcement learning
- data mining
- game tree search
- policy evaluation
- optimal strategy
- biologically inspired
- complex systems
- point processes
- quasi monte carlo