Cover Image

Improved multifidelity Monte Carlo estimators based on normalizing flows and dimensionality reduction techniques

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Zanoni, Andrea, Geraci, Gianluca, Salvador, Matteo, Menon, Karthik, Marsden, Alison L., Schiavazzi, Daniele E.
Format:	Preprint
Published:	2023
Subjects:	Methodology
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Neural active manifolds: nonlinear dimensionality reduction for uncertainty quantification
by: Zanoni, Andrea, et al.
Published: (2024)

Enabling stratified sampling in high dimensions via nonlinear dimensionality reduction
by: Geraci, Gianluca, et al.
Published: (2025)

Personalized and uncertainty-aware coronary hemodynamics simulations: From Bayesian estimation to improved multi-fidelity uncertainty quantification
by: Menon, Karthik, et al.
Published: (2024)

On the performance of multi-fidelity and reduced-dimensional neural emulators for inference of physiological boundary conditions
by: Choi, Chloe H., et al.
Published: (2025)

Global sensitivity analysis with multifidelity Monte Carlo and polynomial chaos expansion for carotid artery haemodynamics
by: Schäfer, Friederike, et al.
Published: (2024)

Multivariate Gaussian process emulation for multifidelity computer models with high-dimensional spatial outputs
by: McCrimmon, Cyrus S., et al.
Published: (2026)

Assessing the performance of correlation-based multi-fidelity neural emulators
by: Villatoro, Cristian J., et al.
Published: (2025)

Diffusion piecewise exponential models for survival extrapolation using Piecewise Deterministic Monte Carlo
by: Hardcastle, Luke, et al.
Published: (2025)

Parametric multi-fidelity Monte Carlo estimation with applications to extremes
by: Kim, Minji, et al.
Published: (2024)

Averaging polyhazard models using Piecewise deterministic Monte Carlo with applications to data with long-term survivors
by: Hardcastle, Luke, et al.
Published: (2024)

Warped multifidelity Gaussian processes for data fusion of skewed environmental data
by: Colombo, Pietro, et al.
Published: (2024)

Variance estimation for Sequential Monte Carlo Algorithms: a backward sampling approach
by: idrissi, Yazid Janati El, et al.
Published: (2022)

FalconBC: Flow matching for Amortized inference of Latent-CONditioned physiologic Boundary Conditions
by: Choi, Chloe H., et al.
Published: (2026)

FNETS: Factor-adjusted network estimation and forecasting for high-dimensional time series
by: Barigozzi, Matteo, et al.
Published: (2022)

Nonparametric estimation of homogenized invariant measures from multiscale data via Hermite expansion
by: Borodavka, Jaroslav I., et al.
Published: (2025)

MF-GLaM: A multifidelity stochastic emulator using generalized lambda models
by: Giannoukou, K., et al.
Published: (2025)

Towards a turnkey approach to unbiased Monte Carlo estimation of smooth functions of expectations
by: Chopin, Nicolas, et al.
Published: (2024)

Improving sampling efficacy on high dimensional distributions with thin high density regions using Conservative Hamiltonian Monte Carlo
by: McGregor, Geoffrey, et al.
Published: (2022)

A review of Monte Carlo-based versions of the EM algorithm
by: Ruth, William
Published: (2024)

Sequential Monte-Carlo testing by betting
by: Fischer, Lasse, et al.
Published: (2024)

Learned harmonic mean estimation of the marginal likelihood with normalizing flows
by: Polanska, Alicja, et al.
Published: (2023)

Liquid Fourier Latent Dynamics Networks for fast GPU-based numerical simulations in computational cardiology
by: Salvador, Matteo, et al.
Published: (2024)

On cross-validated estimation of skew normal model
by: Zhang, Jian, et al.
Published: (2024)

On parameter estimation for the truncated skew-normal distribution
by: Seo, Kwangok, et al.
Published: (2026)

Learned harmonic mean estimation of the Bayesian evidence with normalizing flows
by: Polanska, Alicja, et al.
Published: (2024)

Towards Improved Uncertainty Quantification of Stochastic Epidemic Models Using Sequential Monte Carlo
by: Fadikar, Arindam, et al.
Published: (2024)

Entropic Mirror Monte Carlo
by: Cherradi, Anas, et al.
Published: (2026)

Monte Carlo Integration in Simple and Complex Simulation Designs
by: Naimi, Ashley I., et al.
Published: (2024)

Multilevel Monte Carlo Metamodeling for Variance Function Estimation
by: Zhang, Jingtao, et al.
Published: (2025)

Online Semiparametric Regression via Sequential Monte Carlo
by: Menictas, Marianne, et al.
Published: (2023)

Monte Carlo and quasi-Monte Carlo integration for likelihood functions
by: Tang, Yanbo
Published: (2025)

Variational inference based on a subclass of closed skew normals
by: Tan, Linda S. L., et al.
Published: (2023)

Quantile mixed graphical models with an application to mass public shootings in the United States
by: Merlo, Luca, et al.
Published: (2023)

Identification-aware Markov chain Monte Carlo
by: Kitagawa, Toru, et al.
Published: (2025)

Accelerating sequential Monte Carlo with surrogate likelihoods
by: Bon, Joshua J, et al.
Published: (2020)

Bayesian cross-validation by parallel Markov Chain Monte Carlo
by: Cooper, Alex, et al.
Published: (2023)

Unbiased Markov Chain Monte Carlo: what, why, and how
by: Atchadé, Yves F., et al.
Published: (2024)

Multiple testing with anytime-valid Monte Carlo p-values
by: Fischer, Lasse, et al.
Published: (2024)

Modeling nonstationary spatial processes with normalizing flows
by: Nag, Pratik, et al.
Published: (2025)

Empirical Likelihood Test for Common Invariant Subspace of Multilayer Networks based on Monte Carlo Approximation
by: Yao, Qianqian
Published: (2026)