A fast Monte-Carlo method with a reduced basis of control variates applied to uncertainty propagation and Bayesian estimation

Computer Methods in Applied Mechanics and Engineering

Volumn 241-244, Issue , 2012, Pages 190-205

  Boyaval, Sébastien ^a,b  

^a EDF R AND D   (France)

^b INRIA   (France)

Author keywords

Bayes MMSE estimation; Monte Carlo method; Partial Differential Equations with stochastic coefficients; Reduced basis method; Uncertainty Quantification; Variance reduction

Indexed keywords

MMSE ESTIMATION; REDUCED BASIS METHODS; STOCHASTIC COEFFICIENTS; UNCERTAINTY QUANTIFICATIONS; VARIANCE REDUCTIONS;

BAYESIAN NETWORKS; ESTIMATION; PARTIAL DIFFERENTIAL EQUATIONS; STOCHASTIC MODELS;

PARAMETER ESTIMATION;

EID: 84864032182     PISSN: 00457825     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.cma.2012.05.003     Document Type: Article

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