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Sampling-Based Uncertainty Quantification: Monte Carlo and Beyond

  • Ryan G. McClarren
Chapter

Abstract

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

Supplementary material

430401_1_En_7_MOESM1_ESM.zip (11 kb)
Chapter 7 (zip 12 KB).

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Copyright information

© Springer Nature Switzerland AG 2018

Authors and Affiliations

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

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