Multifidelity Monte Carlo Estimation of Variance and Sensitivity Indices

Elizabeth Qian, Benjamin Peherstorfer, Daniel O'Malley, Velimir V. Vesselinov, Karen Willcox. Multifidelity Monte Carlo Estimation of Variance and Sensitivity Indices. SIAM/ASA J. Uncertain. Quantification, 6(2):683-706, 2018. [doi]

Abstract

Abstract is missing.