A fast Monte–Carlo method with a reduced basis of control variates applied to uncertainty propagation and Bayesian estimation

Theory of Point Estimation

Eric R. Ziegel, E. L. Lehmann, George Casella · Technometrics · 1999 · 4.3K citations

Natural Sciences, Mathematics, Optimization +14

Numerical approximation of partial differential equations

Alfio Quarteroni, Alberto Valli · Mathematics and Computers in Simulation · 1987 · 1.9K citations · Full text

Natural Sciences, Mathematics, Physics +14

A Stochastic Collocation Method for Elliptic Partial Differential Equations with Random Input Data

Ivo Babuška, Fabio Nobile, Raúl Tempone · SIAM Journal on Numerical Analysis · 2007 · 1.4K citations · Full text

Computing, Computational Engineering, Probability Theory +16

Reduced Basis Approximation and a Posteriori Error Estimation for Affinely Parametrized Elliptic Coercive Partial Differential Equations

Gianluigi Rozza, D.B.P. Huynh, A.T. Patera · Archives of Computational Methods in Engineering · 2008 · 1.1K citations · Full text

Computing, Computer Science, Mathematics +16

n-Widths in Approximation Theory.

Klaus Höllig, Allan Pinkus · Mathematics of Computation · 1986 · 747 citations

Computing, Computer Science, Mathematics +17