Total result(s) found:
Keywords:
Multi-index Monte Carlo, Multilevel Monte Carlo, Monte Carlo Particle systems, McKean–Vlasov Mean-field, Stochastic differential equations, Weak approximation, Sparse approximation, Combination technique.
Keywords:
Monte Carlo, multilevel, filtering, Kalman filter, ensemble Kalman filter, partial differential equations (PDE)
Keywords:
Fourier transform, low-rank tensor approximation, geostatistical optimal design, kriging, Matern covariance, Hilbert tensor, Kalman filter, Bayesian update, loglikelihood surrogate.
Keywords:
Bi-disperse flows, Particle-laden gravity currents, Direct numerical simulation, Energy budget
Keywords:
Phase-field, Gradient theory, Thermodynamics of continua, Swift–Hohenberg theory
Keywords:
HLIBPro, HLIBCov, parallel hierarchical matrices, approximating large covariance matrice, parameter estimation, Gaussian likelihood
Keywords:
Smolyak algorithm, sparse grids, hyperbolic cross approximation, combination technique, multilevel methods
Keywords:
Multilevel methods, least squares approximation, multivariate approximation, polynomial approximation, error analysis
Keywords:
On the Efficient Simulation of the Left-Tail of the Sum of Correlated Log-normal Variates
Keywords:
On the Efficient Simulation of Outage Probability in a Log-normal Fading Environment
Keywords:
A hierarchical Bayesian setting for an inverse problem in linear parabolic PDEs with noisy boundary conditions
Keywords:
ℋ‐matrix techniques for approximating large covariance matrices and estimating its parameters
Keywords:
Bayesian Parameter Estimation via Filtering and Functional Approximations
Keywords:
Implied Stopping Rules for American Basket Options from Markovian Projection
Keywords:
Multilevel and Multi-index Monte Carlo methods for the McKean-Vlasov equation