2 papers
math.NA2018
Multilevel Double Loop Monte Carlo and Stochastic Collocation Methods with Importance Sampling for Bayesian Optimal Experimental Design
Joakim Beck, Ben Mansour Dia, Luis F. R. Espath +1
An optimal experimental set-up maximizes the value of data for statistical inferences and predictions. The efficiency of strategies for finding optimal experimental set-ups is part…
math.NA2018
Multilevel Monte Carlo Acceleration of Seismic Wave Propagation under Uncertainty
Marco Ballesio, Joakim Beck, Anamika Pandey +3
We interpret uncertainty in a model for seismic wave propagation by treating the model parameters as random variables, and apply the Multilevel Monte Carlo (MLMC) method to reduce…