Showing stat.MEShow all
2 papers · 1 filter
stat.ME2026
Sample correlation adjustments for robust Multi-fidelity Monte Carlo under limited pilot sampling
Michael Stanley, Thomas Coons, Geoffrey Bomarito +3
Multi-fidelity Monte Carlo (MFMC) is a variance reduction method that leverages a multi-fidelity ensemble of models of varying cost and accuracy levels. Constructing an MFMC estima…
stat.ME2025
Bayesian Covariance Uncertainty for Adaptive Pilot-Sampling Termination in Multi-fidelity Uncertainty Quantification
Thomas E. Coons, Aniket Jivani, Xun Huan
Monte Carlo integration becomes prohibitively expensive when each sample requires a high-fidelity model evaluation. Multi-fidelity uncertainty quantification methods mitigate this…