Variance-reduced estimation of Third-order statistics using control variates with splitting
Date Issued
2026-03
Author(s) USM
DOI
10.1016/j.ress.2025.111859
Abstract
This work proposes an approach to improve the estimation accuracy and precision of the first three statistical moments of the response of uncertain systems by leveraging one or more low-fidelity models via Control Variates. The two main contributions are:
