Unbiased multi-index Monte Carlo (Q4639168): Difference between revisions

@@ Property / author @@
-Dan Crisan
@@ Property / author: Dan Crisan / rank @@
-Normal rank
@@ Property / author @@
+Dan Crisan
@@ Property / author: Dan Crisan / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W2963412251
@@ Property / OpenAlex ID: W2963412251 / rank @@
+Normal rank
@@ Property / arXiv ID @@
+.03057
@@ Property / arXiv ID: 1702.03057 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3086327
@@ Property / cites work: Q3086327 / rank @@
+Normal rank
@@ Property / cites work @@
+Multilevel Monte Carlo Path Simulation
@@ Property / cites work: Multilevel Monte Carlo Path Simulation / rank @@
+Normal rank
@@ Property / cites work @@
+Multilevel Monte Carlo Methods
@@ Property / cites work: Multilevel Monte Carlo Methods / rank @@
+Normal rank
@@ Property / cites work @@
+Multi-index Monte Carlo: when sparsity meets sampling
+Normal rank
@@ Property / cites work @@
+MCMC METHODS FOR DIFFUSION BRIDGES
@@ Property / cites work: MCMC METHODS FOR DIFFUSION BRIDGES / rank @@
+Normal rank
@@ Property / cites work @@
+A stable particle filter for a class of high-dimensional state-space models
+Normal rank
@@ Property / cites work @@
+Sequential Monte Carlo Methods for High-Dimensional Inverse Problems: A Case Study for the Navier--Stokes Equations
+Normal rank
@@ Property / cites work @@
+Unbiased Estimation with Square Root Convergence for SDE Models
+Normal rank
@@ Property / cites work @@
+The Asymptotic Efficiency of Simulation Estimators
+Normal rank
@@ Property / cites work @@
+Overcoming the order barrier in the numerical approximation of stochastic partial differential equations with additive space–time noise
+Normal rank
@@ Property / cites work @@
+Multilevel sequential Monte Carlo samplers
@@ Property / cites work: Multilevel sequential Monte Carlo samplers / rank @@
+Normal rank