Continuous Level Monte Carlo and Sample-Adaptive Model Hierarchies (Q4611541): Difference between revisions

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+Robert Scheichl
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+A generic grid interface for parallel and adaptive scientific computing. I: Abstract framework
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+Q3585631
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+Finite Element Error Analysis of Elliptic PDEs with Random Coefficients and Its Application to Multilevel Monte Carlo Methods
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+Multilevel Monte Carlo methods and applications to elliptic PDEs with random coefficients
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+Stochastic Equations in Infinite Dimensions
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+Algorithm 832
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+A Hierarchical Multilevel Markov Chain Monte Carlo Algorithm with  Applications to Uncertainty Quantification in Subsurface Flow
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+An Adaptive Multilevel Monte Carlo Method with Stochastic Bounds for Quantities of Interest with Uncertain Data
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+A Multilevel Monte Carlo Method for Computing Failure Probabilities
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+Multilevel Monte Carlo Path Simulation
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+Multilevel Monte Carlo Methods
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+Multi-index Monte Carlo: when sparsity meets sampling
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+Monte Carlo complexity of global solution of integral equations
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+Adaptive Multilevel Monte Carlo Simulation
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+Adaptive Multilevel Monte Carlo Methods for Stochastic Variational Inequalities
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+A recursive approach to local mesh refinement in two and three dimensions
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+A multilevel approach towards unbiased sampling of random elliptic partial differential equations
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+A general method for debiasing a Monte Carlo estimator
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+Unbiased Estimation with Square Root Convergence for SDE Models
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+Q4828566
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+Further analysis of multilevel Monte Carlo methods for elliptic PDEs with random coefficients
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+Unbiased Estimators and Multilevel Monte Carlo
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