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...
| Main Authors: | , , , |
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| Format: | Article |
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Elsevier BV
2018
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| Online Access: | http://hdl.handle.net/1721.1/118111 https://orcid.org/0000-0002-5045-046X https://orcid.org/0000-0002-4840-8545 https://orcid.org/0000-0001-8242-3290 https://orcid.org/0000-0003-2156-9338 |