Open AccessQuantify uncertainty by estimating the probability density function of the output of interest using MLMC based Bayes method
Author(s) -
Meixin Xiong,
Liuhong Chen,
Ming Ju
Publication year - 2023
Publication title -
discrete and continuous dynamical systems. series b
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.864
H-Index - 53
eISSN - 1553-524X
pISSN - 1531-3492
DOI - 10.3934/dcdsb.2022095
Subject(s) - variance reduction , uncertainty quantification , monte carlo method , latin hypercube sampling , probability density function , bayes' theorem , estimator , mathematics , numerical integration , mathematical optimization , bayesian probability , algorithm , computer science , statistics , mathematical analysis