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]

@article{QianPOVW18,
  title = {Multifidelity Monte Carlo Estimation of Variance and Sensitivity Indices},
  author = {Elizabeth Qian and Benjamin Peherstorfer and Daniel O'Malley and Velimir V. Vesselinov and Karen Willcox},
  year = {2018},
  doi = {10.1137/17M1151006},
  url = {https://doi.org/10.1137/17M1151006},
  researchr = {https://researchr.org/publication/QianPOVW18},
  cites = {0},
  citedby = {0},
  journal = {SIAM/ASA J. Uncertain. Quantification},
  volume = {6},
  number = {2},
  pages = {683-706},
}