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Revision as of 12:06, 5 March 2024

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Variable Subspace Sampling and Multi-level Algorithms
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    Variable Subspace Sampling and Multi-level Algorithms (English)
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    15 February 2010
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    numerical integration
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    Gaussian measures
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    diffusion processes
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    multi-level Monte Carlo algorithms
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    variable subspace sampling
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    Lipschitz functionals
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    quadrature
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    randomized algorithms
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    Kolmogorov widths
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    quantization numbers
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