A Machine Learning Based Hybrid Multi-Fidelity Multi-Level Monte Carlo Method for Uncertainty Quantification

This paper focuses on reducing the computational cost of the Monte Carlo method for uncertainty propagation. Recently, Multi-Fidelity Monte Carlo (MFMC) method (Ng, 2013; Peherstorfer et al., 2016) and Multi-Level Monte Carlo (MLMC) method (Müller et al., 2013; Giles, 2015) were introduced to reduce...

Full description

Bibliographic Details

Published in:	Frontiers in Environmental Science
Main Authors:	Nagoor Kani Jabarullah Khan, Ahmed H. Elsheikh
Format:	Article
Language:	English
Published:	Frontiers Media S.A. 2019-08-01
Subjects:	uncertainty quantification POD multi-fidelity Monte Carlo method multi-level Monte Carlo method machine learning
Online Access:	https://www.frontiersin.org/article/10.3389/fenvs.2019.00105/full