116 citations · 352 across the 16 of their papers we have counts for
3 papers · 1 filter
Improved multifidelity Monte Carlo estimators based on normalizing flows and dimensionality reduction techniques
Andrea Zanoni, Gianluca Geraci, Matteo Salvador +3
We study the problem of multifidelity uncertainty propagation for computationally expensive models. In particular, we consider the general setting where the high-fidelity and low-f…
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…
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…