1.5k citations · 2.3k across the 33 of their papers we have counts for
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stat.CO2016★ 54 cited
A Low-rank Control Variate for Multilevel Monte Carlo Simulation of High-dimensional Uncertain Systems
Hillary Fairbanks, Alireza Doostan, Christian Ketelsen +1
Multilevel Monte Carlo (MLMC) is a recently proposed variation of Monte Carlo (MC) simulation that achieves variance reduction by simulating the governing equations on a series of…
math.NA2016★ 10 cited
Many physical laws are ridge functions
Paul G. Constantine, Zachary del Rosario, Gianluca Iaccarino
A ridge function is a function of several variables that is constant along certain directions in its domain. Using classical dimensional analysis, we show that many physical laws a…