116 citations · 294 across the 24 of their papers we have counts for
3 papers · 1 filter
Covariance Expressions for Multi-Fidelity Sampling with Multi-Output, Multi-Statistic Estimators: Application to Approximate Control Variates
Thomas O. Dixon, James E. Warner, Geoffrey F. Bomarito +1
We provide a collection of results on covariance expressions between Monte Carlo based multi-output mean, variance, and Sobol main effect variance estimators from an ensemble of mo…
Multifidelity uncertainty quantification with models based on dissimilar parameters
Xiaoshu Zeng, Gianluca Geraci, Michael S. Eldred +3
Multifidelity uncertainty quantification (MF UQ) sampling approaches have been shown to significantly reduce the variance of statistical estimators while preserving the bias of the…
Likelihood-based generalization of Markov parameter estimation and multiple shooting objectives in system identification
Nicholas Galioto, Alex Arkady Gorodetsky
This paper considers the problem of system identification (ID) of linear and nonlinear non-autonomous systems from noisy and sparse data. We propose and analyze an objective functi…