Sampling-Based Uncertainty Quantification: Monte Carlo and Beyond

  • Ryan G. McClarren


This chapter covers sampling methods beginning with Monte Carlo sampling and before proceeding to more sophisticated sampling procedures. In Sect. 7.1 the basic Monte Carlo methods are detailed and how to use the samples from a quantity of interest (QoI) is discussed, including maximum likelihood estimation, and the method of moments. Section 7.2 uses design of experiments techniques to produce Monte Carlo estimates based on stratified sampling, space-filling designs, and orthogonal arrays. Monte Carlo based on pseudo-random numbers is discussed in Sect. 7.3. The different methods are compared in Sect. 7.4

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Authors and Affiliations

  • Ryan G. McClarren
    • 1
  1. 1.Department of Aerospace and Mechanical EngineeringUniversity of Notre DameNotre DameUSA

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