Multifidelity Covariance Estimation Three Ways
In this thesis we develop a suite of three methods for multifidelity covariance estimation. We begin with a straightforward extension of scalar multifidelity Monte Carlo to matrices, obtaining what we refer to as the Euclidean or linear control variate mutifidelity covariance estimator. The mean squ...
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| Format: | Thesis |
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Massachusetts Institute of Technology
2022
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| Online Access: | https://hdl.handle.net/1721.1/144812 |