Modern Monte Carlo methods for efficient uncertainty quantification and propagation: A survey-Reference-Cited by-同舟云学术

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Modern Monte Carlo methods for efficient uncertainty quantification and propagation: A survey

Published:2020-12-02 Issue:5 Volume:13 Page:
ISSN:1939-5108
Container-title:WIREs Computational Statistics
language:en
Short-container-title:WIREs Comp Stat

Author:

Zhang Jiaxin¹^ORCID

Affiliation:

1. Computer Science and Mathematics Division Oak Ridge National Laboratory Oak Ridge Tennessee USA

Funder

Oak Ridge National Laboratory

U.S. Department of Energy

Publisher

Wiley

Subject

Statistics and Probability

Link

https://onlinelibrary.wiley.com/doi/pdf/10.1002/wics.1539

Reference136 articles.

1. A new look at the statistical model identification

2. Multilevel Monte Carlo Analysis for Optimal Control of Elliptic PDEs with Random Coefficients

3. Introduction to Imprecise Probabilities

4. A Stochastic Collocation Method for Elliptic Partial Differential Equations with Random Input Data

5. Epistemic uncertainty quantification techniques including evidence theory for large-scale structures

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