Lasso Monte Carlo, a Variation on Multi Fidelity Methods for High
Dimensional Uncertainty Quantification

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Lasso Monte Carlo, a Variation on Multi Fidelity Methods for High Dimensional Uncertainty Quantification

7 October 2022

Andreas Adelmann

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Papers citing "Lasso Monte Carlo, a Variation on Multi Fidelity Methods for High Dimensional Uncertainty Quantification"

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Title
Multilevel Monte Carlo with Surrogate Models for Resource Adequacy Assessment Ensieh Sharifnia Simon Tindemans 26 5 0 07 Mar 2022
Context-aware surrogate modeling for balancing approximation and sampling costs in multi-fidelity importance sampling and Bayesian inverse problems Terrence Alsup Benjamin Peherstorfer 63 11 0 22 Oct 2020
Sparse Polynomial Chaos Expansions: Literature Survey and Benchmark Nora Lüthen S. Marelli Bruno Sudret 76 155 0 04 Feb 2020
Principal component analysis and sparse polynomial chaos expansions for global sensitivity analysis and model calibration: application to urban drainage simulation J. Nagel J. Rieckermann Bruno Sudret 37 65 0 11 Sep 2017
The Lasso Problem and Uniqueness Robert Tibshirani 201 553 0 01 Jun 2012
Complexity Analysis of the Lasso Regularization Path Julien Mairal Bin Yu 226 129 0 01 May 2012
Piecewise linear regularized solution paths Saharon Rosset Ji Zhu 538 522 0 16 Aug 2007