The following pages link to Multilevel Monte Carlo Methods (Q2926211):
Displaying 50 items.
- Application of quasi-Monte Carlo methods to elliptic PDEs with random diffusion coefficients: a survey of analysis and implementation (Q506617) (← links)
- Limit theorems for weighted and regular multilevel estimators (Q515540) (← links)
- Parallel tensor sampling in the hierarchical Tucker format (Q519080) (← links)
- Multilevel sequential Monte Carlo for Bayesian inverse problems (Q725440) (← links)
- Multilevel Monte Carlo simulation of Coulomb collisions (Q728652) (← links)
- Unbiased estimation of the solution to Zakai's equation (Q777905) (← links)
- Multilevel Monte Carlo methods and lower-upper bounds in initial margin computations (Q777908) (← links)
- Numerical analysis of lognormal diffusions on the sphere (Q1617250) (← links)
- Uncertainty quantification in littoral erosion (Q1648124) (← links)
- Chebyshev interpolation for parametric option pricing (Q1650947) (← links)
- Strong convergence rates for Cox-Ingersoll-Ross processes -- full parameter range (Q1684814) (← links)
- A low-rank control variate for multilevel Monte Carlo simulation of high-dimensional uncertain systems (Q1686578) (← links)
- Coupling sample paths to the thermodynamic limit in Monte Carlo estimators with applications to gene expression (Q1691859) (← links)
- Multilevel Monte Carlo and improved timestepping methods in atmospheric dispersion modelling (Q1700739) (← links)
- On coupling particle filter trajectories (Q1702025) (← links)
- Multilevel particle filters: normalizing constant estimation (Q1702280) (← links)
- Multilevel and multi-index Monte Carlo methods for the McKean-Vlasov equation (Q1704027) (← links)
- Random bit quadrature and approximation of distributions on Hilbert spaces (Q1727983) (← links)
- An FEM-MLMC algorithm for a moving shutter diffraction in time stochastic model (Q1756989) (← links)
- Decision-theoretic sensitivity analysis for reservoir development under uncertainty using multilevel quasi-Monte Carlo methods (Q1787647) (← links)
- A blackbox yield estimation workflow with Gaussian process regression applied to the design of electromagnetic devices (Q1980858) (← links)
- Multi-fidelity uncertainty quantification method with application to nonlinear structural response analysis (Q1985164) (← links)
- Goal-oriented error estimation and adaptivity for elliptic PDEs with parametric or uncertain inputs (Q1986838) (← links)
- A data-driven framework for sparsity-enhanced surrogates with arbitrary mutually dependent randomness (Q1987969) (← links)
- General multilevel adaptations for stochastic approximation algorithms. II: CLTs (Q1994904) (← links)
- M-PCM-OFFD: an effective output statistics estimation method for systems of high dimensional uncertainties subject to low-order parameter interactions (Q1997513) (← links)
- Analysis and computation of the elastic wave equation with random coefficients (Q2006526) (← links)
- Determining optimal multilevel Monte Carlo parameters with application to fault tolerance (Q2006545) (← links)
- A two-stage surrogate model for neo-Hookean problems based on adaptive proper orthogonal decomposition and hierarchical tensor approximation (Q2020966) (← links)
- Data fusion for uncertainty quantification with non-intrusive polynomial chaos (Q2021255) (← links)
- A multilevel Monte Carlo method for asymptotic-preserving particle schemes in the diffusive limit (Q2038421) (← links)
- Uncertainty quantification of spatially uncorrelated loads with a reduced-order stochastic isogeometric method (Q2039065) (← links)
- Multilevel Monte Carlo method for topology optimization of flexoelectric composites with uncertain material properties (Q2058138) (← links)
- Isogeometric multilevel quadrature for forward and inverse random acoustic scattering (Q2060153) (← links)
- On the optimal design of the randomized unbiased Monte Carlo estimators (Q2060580) (← links)
- A multigrid multilevel Monte Carlo method for Stokes-Darcy model with random hydraulic conductivity and Beavers-Joseph condition (Q2067300) (← links)
- Markov chain simulation for multilevel Monte Carlo (Q2069944) (← links)
- A multilevel approach to stochastic trace estimation (Q2074958) (← links)
- A generalized probabilistic learning approach for multi-fidelity uncertainty quantification in complex physical simulations (Q2083198) (← links)
- Optimized parametric inference for the inner loop of the multigrid ensemble Kalman filter (Q2088341) (← links)
- Solving BSDEs based on novel multi-step schemes and multilevel Monte Carlo (Q2088763) (← links)
- Well-posedness and tamed schemes for McKean-Vlasov equations with common noise (Q2094568) (← links)
- Constructing unbiased gradient estimators with finite variance for conditional stochastic optimization (Q2095692) (← links)
- A variance-reduced direct Monte Carlo simulation method for solving the Boltzmann equation over a wide range of rarefaction (Q2099729) (← links)
- Multilevel Monte Carlo estimators for elliptic PDEs with Lévy-type diffusion coefficient (Q2100538) (← links)
- Improved efficiency of multilevel Monte Carlo for stochastic PDE through strong pairwise coupling (Q2103434) (← links)
- An MLMCE-HDG method for the convection diffusion equation with random diffusivity (Q2107163) (← links)
- Bayesian parameter inference for partially observed stochastic differential equations driven by fractional Brownian motion (Q2110194) (← links)
- Bi-fidelity reduced polynomial chaos expansion for uncertainty quantification (Q2115584) (← links)
- Space-time multilevel Monte Carlo methods and their application to cardiac electrophysiology (Q2120754) (← links)
