Multifidelity importance sampling

Multifidelity importance sampling

Estimating statistics of model outputs with the Monte Carlo method often requires a large number of model evaluations. This leads to long runtimes if the model is expensive to evaluate. Importance sampling is one approach that can lead to a reduction in the number of model evaluations. Importance sa...

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Bibliographic Details
Main Authors: Peherstorfer, Benjamin (Contributor), Cui, Tiangang (Contributor), Marzouk, Youssef M (Contributor), Willcox, Karen E (Contributor)
Other Authors: Massachusetts Institute of Technology. Department of Aeronautics and Astronautics (Contributor), Massachusetts Institute of Technology. Department of Mechanical Engineering (Contributor)
Format: Article
Language:English
Published: Elsevier BV, 2018-09-17T16:59:36Z.
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