{"id":"https://openalex.org/W4210435328","doi":"https://doi.org/10.1109/wsc.2013.6721446","title":"Multilevel Monte Carlo metamodeling","display_name":"Multilevel Monte Carlo metamodeling","publication_year":2013,"publication_date":"2013-12-01","ids":{"openalex":"https://openalex.org/W4210435328","doi":"https://doi.org/10.1109/wsc.2013.6721446"},"language":"en","primary_location":{"id":"doi:10.1109/wsc.2013.6721446","is_oa":false,"landing_page_url":"https://doi.org/10.1109/wsc.2013.6721446","pdf_url":null,"source":{"id":"https://openalex.org/S4363607809","display_name":"2013 Winter Simulations Conference (WSC)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"conference"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"2013 Winter Simulations Conference (WSC)","raw_type":"proceedings-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5046571815","display_name":"Imry Rosenbaum","orcid":null},"institutions":[{"id":"https://openalex.org/I111979921","display_name":"Northwestern University","ror":"https://ror.org/000e0be47","country_code":"US","type":"education","lineage":["https://openalex.org/I111979921"]}],"countries":["US"],"is_corresponding":true,"raw_author_name":"Imry Rosenbaum","raw_affiliation_strings":["Department of Industrial Engineering and Management Sciences, Northwestern University, Evanston, IL, USA"],"affiliations":[{"raw_affiliation_string":"Department of Industrial Engineering and Management Sciences, Northwestern University, Evanston, IL, USA","institution_ids":["https://openalex.org/I111979921"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5058771477","display_name":"Jeremy Staum","orcid":"https://orcid.org/0000-0001-6163-2624"},"institutions":[{"id":"https://openalex.org/I111979921","display_name":"Northwestern University","ror":"https://ror.org/000e0be47","country_code":"US","type":"education","lineage":["https://openalex.org/I111979921"]}],"countries":["US"],"is_corresponding":false,"raw_author_name":"Jeremy Staum","raw_affiliation_strings":["Department of Industrial Engineering and Management Sciences, Northwestern University, Evanston, IL, USA"],"affiliations":[{"raw_affiliation_string":"Department of Industrial Engineering and Management Sciences, Northwestern University, Evanston, IL, USA","institution_ids":["https://openalex.org/I111979921"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":2,"corresponding_author_ids":["https://openalex.org/A5046571815"],"corresponding_institution_ids":["https://openalex.org/I111979921"],"apc_list":null,"apc_paid":null,"fwci":0.0,"has_fulltext":false,"cited_by_count":1,"citation_normalized_percentile":{"value":0.55805243,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":90,"max":94},"biblio":{"volume":"53","issue":null,"first_page":"509","last_page":"520"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11159","display_name":"Manufacturing Process and Optimization","score":0.9742000102996826,"subfield":{"id":"https://openalex.org/subfields/2209","display_name":"Industrial and Manufacturing Engineering"},"field":{"id":"https://openalex.org/fields/22","display_name":"Engineering"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},"topics":[{"id":"https://openalex.org/T11159","display_name":"Manufacturing Process and Optimization","score":0.9742000102996826,"subfield":{"id":"https://openalex.org/subfields/2209","display_name":"Industrial and Manufacturing Engineering"},"field":{"id":"https://openalex.org/fields/22","display_name":"Engineering"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T11195","display_name":"Simulation Techniques and Applications","score":0.9336000084877014,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/metamodeling","display_name":"Metamodeling","score":0.877672553062439},{"id":"https://openalex.org/keywords/monte-carlo-method","display_name":"Monte Carlo method","score":0.7516002655029297},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.6080493927001953},{"id":"https://openalex.org/keywords/mathematical-optimization","display_name":"Mathematical optimization","score":0.571928858757019},{"id":"https://openalex.org/keywords/differentiable-function","display_name":"Differentiable function","score":0.5141627788543701},{"id":"https://openalex.org/keywords/parametric-statistics","display_name":"Parametric statistics","score":0.4743313193321228},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.18323951959609985}],"concepts":[{"id":"https://openalex.org/C86610423","wikidata":"https://www.wikidata.org/wiki/Q1925081","display_name":"Metamodeling","level":2,"score":0.877672553062439},{"id":"https://openalex.org/C19499675","wikidata":"https://www.wikidata.org/wiki/Q232207","display_name":"Monte Carlo method","level":2,"score":0.7516002655029297},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.6080493927001953},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.571928858757019},{"id":"https://openalex.org/C202615002","wikidata":"https://www.wikidata.org/wiki/Q783507","display_name":"Differentiable function","level":2,"score":0.5141627788543701},{"id":"https://openalex.org/C117251300","wikidata":"https://www.wikidata.org/wiki/Q1849855","display_name":"Parametric statistics","level":2,"score":0.4743313193321228},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.18323951959609985},{"id":"https://openalex.org/C134306372","wikidata":"https://www.wikidata.org/wiki/Q7754","display_name":"Mathematical analysis","level":1,"score":0.0},{"id":"https://openalex.org/C199360897","wikidata":"https://www.wikidata.org/wiki/Q9143","display_name":"Programming language","level":1,"score":0.0},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1109/wsc.2013.6721446","is_oa":false,"landing_page_url":"https://doi.org/10.1109/wsc.2013.6721446","pdf_url":null,"source":{"id":"https://openalex.org/S4363607809","display_name":"2013 Winter Simulations Conference (WSC)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"conference"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"2013 Winter Simulations Conference (WSC)","raw_type":"proceedings-article"}],"best_oa_location":null,"sustainable_development_goals":[{"score":0.5899999737739563,"display_name":"Industry, innovation and infrastructure","id":"https://metadata.un.org/sdg/9"}],"awards":[],"funders":[{"id":"https://openalex.org/F4320306076","display_name":"National Science Foundation","ror":"https://ror.org/021nxhr62"}],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":8,"referenced_works":["https://openalex.org/W155909673","https://openalex.org/W1529267578","https://openalex.org/W1602773783","https://openalex.org/W1972676371","https://openalex.org/W2135459060","https://openalex.org/W2163286960","https://openalex.org/W2163715525","https://openalex.org/W4254114241"],"related_works":["https://openalex.org/W3126085313","https://openalex.org/W3125688777","https://openalex.org/W1981417332","https://openalex.org/W2158519240","https://openalex.org/W4210435328","https://openalex.org/W2091190076","https://openalex.org/W2011615419","https://openalex.org/W2959031563","https://openalex.org/W2045447719","https://openalex.org/W2160235401"],"abstract_inverted_index":{"Multilevel":[0],"Monte":[1],"Carlo":[2],"(MLMC)":[3],"methods":[4],"have":[5],"been":[6],"used":[7],"by":[8,27],"the":[9,17,29,34,38,41,44,48,95],"information-based":[10],"complexity":[11],"community":[12],"in":[13,59,77,94],"order":[14,78],"to":[15,54,79],"improve":[16],"computational":[18],"efficiency":[19,85],"of":[20,33,43,91],"parametric":[21],"integration.":[22],"We":[23],"extend":[24],"this":[25],"approach":[26],"relaxing":[28],"assumptions":[30],"on":[31,40,88],"differentiability":[32,42],"simulation":[35,45,56],"output.":[36],"Relaxing":[37],"assumption":[39],"output":[46],"makes":[47],"MLMC":[49],"method":[50],"more":[51],"widely":[52],"applicable":[53],"stochastic":[55],"metamodeling":[57],"problems":[58],"industrial":[60],"engineering.":[61],"The":[62,83],"proposed":[63],"scheme":[64],"uses":[65],"a":[66],"sequential":[67],"experiment":[68],"design":[69,75],"which":[70],"allocates":[71],"effort":[72],"unevenly":[73],"among":[74],"points":[76],"increase":[80],"its":[81],"efficiency.":[82],"procedure's":[84],"is":[86],"tested":[87],"an":[89],"example":[90],"option":[92],"pricing":[93],"Black-Scholes":[96],"model.":[97]},"counts_by_year":[{"year":2017,"cited_by_count":1}],"updated_date":"2025-11-06T03:46:38.306776","created_date":"2025-10-10T00:00:00"}
