A-Posteriori QMC-FEM Error Estimation for Bayesian Inversion and Optimal Control with Entropic Risk Measure
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Publisher
Springer International Publishing
Link
https://link.springer.com/content/pdf/10.1007/978-3-031-59762-6_21
Reference22 articles.
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2. Dick, J., Gantner, R.N., Gia, Q.T.L., Schwab, Ch.: Multilevel higher-order quasi-Monte Carlo Bayesian estimation. Math. Mod. Meth. Appl. Sci. 27(5), 953–995 (2017)
3. Dick, J., Goda, T., Yoshiki, T.: Richardson extrapolation of polynomial lattice rules. SIAM J. Numer. Anal. 57(1), 44–69 (2019)
4. Dick, J., Le Gia, Q.T., Schwab, Ch.: Higher order quasi-Monte Carlo integration for holomorphic, parametric operator equations. SIAM/ASA J. Uncertain. Quantif. 4(1), 48–79 (2016)
5. Dick, J., Longo, M., Schwab, Ch.: Extrapolated polynomial lattice rule integration in computational uncertainty quantification. SIAM/ASA J. Uncertain. Quantif. 10(2), 651–686 (2022)
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