116 citations · 352 across the 16 of their papers we have counts for
5 papers · 1 filter
Multifidelity Formulations for Triangular Transport
Owen Davis, Daniel Sharp, Youssef Marzouk +1
We develop multifidelity methods for constructing triangular transport maps from samples, when high-fidelity data are scarce but lower-fidelity data are more abundant. Using this s…
Fast Bayesian Multilevel Quasi-Monte Carlo
Aleksei G. Sorokin, Pieterjan Robbe, Gianluca Geraci +2
Existing multilevel quasi-Monte Carlo (MLQMC) methods often rely on multiple independent randomizations of a low-discrepancy (LD) sequence to estimate statistical errors on each le…
Automated Model Tuning for Multifidelity Uncertainty Propagation in Trajectory Simulation
James E. Warner, Geoffrey F. Bomarito, Gianluca Geraci +1
Multifidelity uncertainty propagation combines the efficiency of low-fidelity models with the accuracy of a high-fidelity model to construct statistical estimators of quantities of…
Multilevel Monte Carlo estimators for derivative-free optimization under uncertainty
Friedrich Menhorn, Gianluca Geraci, D. Thomas Seidl +3
Optimization is a key tool for scientific and engineering applications, however, in the presence of models affected by uncertainty, the optimization formulation needs to be extende…
A Generalized Approximate Control Variate Framework for Multifidelity Uncertainty Quantification
Alex A. Gorodetsky, Gianluca Geraci, Mike Eldred +1
We describe and analyze a variance reduction approach for Monte Carlo (MC) sampling that accelerates the estimation of statistics of computationally expensive simulation models usi…