MATHICSE Technical Report : Quantifying uncertain system outputs via the multilevel Monte Carlo method – Part I: Central moment estimation
Publications associées (32)
Graph Chatbot
Chattez avec Graph Search
Posez n’importe quelle question sur les cours, conférences, exercices, recherches, actualités, etc. de l’EPFL ou essayez les exemples de questions ci-dessous.
AVERTISSEMENT : Le chatbot Graph n'est pas programmé pour fournir des réponses explicites ou catégoriques à vos questions. Il transforme plutôt vos questions en demandes API qui sont distribuées aux différents services informatiques officiellement administrés par l'EPFL. Son but est uniquement de collecter et de recommander des références pertinentes à des contenus que vous pouvez explorer pour vous aider à répondre à vos questions.
The spatially resolved reflectance of turbid media is studied at short source–detector separations (approximately one transport mean free path) with Monte Carlo simulations. For such distances we found that the first and second moments of the phase functio ...
We perform a general optimization of the parameters in the Multilevel Monte Carlo (MLMC) discretization hierarchy based on uniform discretization methods with general approximation orders and computational costs. Moreover, we discuss extensions to non-unif ...
Drainage density (D-d), defined as the total length of channels per unit area, is a fundamental property of natural terrain that reflects local climate, relief, geology, and other factors. Accurate measurement of D-d is important for numerous geomorphic an ...
In this work and the supporting Parts II and III of this paper, also in the current issue, we provide a rather detailed analysis of the stability and performance of asynchronous strategies for solving distributed optimization and adaptation problems over n ...
Institute of Electrical and Electronics Engineers2015
Recently, new sampling schemes were presented for signals with finite rate of innovation (FRI) using sampling kernels reproducing polynomials or exponentials. In this paper, we extend those sampling schemes to a distributed acquisition architecture in which ...
This work proposes and analyzes a Smolyak-type sparse grid stochastic collocation method for the approximation of statistical quantities related to the solution of partial differential equations with random coeffcients and forcing terms ( input data of the ...
Society for Industrial and Applied Mathematics2008
We develop a principled way of identifying probability distributions whose independent and identically distributed realizations are compressible, i.e., can be well approximated as sparse. We focus on Gaussian compressed sensing, an example of underdetermin ...
Using Monte Carlo simulations for a semi-infinite medium representing a skeletal muscle tissue, it is demonstrated that the zero- and first-order moments of the power spectrum for a representative pixel of a full-field laser-Doppler imager behave different ...
In this study, we derive a fast, novel time-domain algorithm to compute the nth-order moment of the power spectral density of the photoelectric current as measured in laser-Doppler flowmetry (LDF). It is well established that in the LDF literature these mo ...
Independent component analysis (ICA) is a powerful method to decouple signals. Most of the algorithms performing ICA do not consider the temporal correlations of the signal, but only higher moments of its amplitude distribution. Moreover, they require some ...