Multilevel double loop Monte Carlo and stochastic collocation methods with importance sampling for Bayesian optimal experimental design

Beck, Joakim; Mansour Dia, Ben; Espath, Luis (Corresponding author); Tempone, Raul

Chichester [u.a.] : Wiley (2020)
Journal Article

In: International journal for numerical methods in engineering
Volume: 121
Issue: 15
Page(s)/Article-Nr.: 3482-3503

Institutions

• Department of Mathematics [110000]
• Mathematik [113410]
• Chair of Mathematics for Uncertainty Quantification [118110]