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walks with absorbing barriers and sequential Monte Carlo methods 2018-05-03 Paper Unbiased multi-index Monte Carlo 2018-05-03 Paper Biased online parameter...

Optimization of randomized Monte Carlo algorithms for solving problems with random parameters 2019-01-15 Paper New Monte Carlo algorithm for evaluation of outgoing...

derivative 2021-03-11 Paper Controlled sequential Monte Carlo 2020-12-14 Paper Unbiased Markov chain Monte Carlo for intractable target distributions 2020-08-17...

2022-05-04 Paper MG/OPT and multilevel Monte Carlo for robust optimization of PDEs 2021-07-20 Paper A multilevel Monte Carlo method for asymptotic-preserving...

Brownian motion and complexity of the ALPS algorithm 2022-09-21 Paper Quasi-Stationary Monte Carlo and The Scale Algorithm 2022-07-08 Paper Regeneration-enriched...

aquifers using the multilevel Monte Carlo method 2023-02-12 Paper Goal-oriented adaptive finite element multilevel Monte Carlo with convergence rates Computer...

Convergence of the Monte Carlo expectation maximization for curved exponential families. 2004-07-01 Paper On the Convergence of the Monte Carlo Maximum Likelihood...

Paper Multilevel Quasi-Monte Carlo methods for lognormal diffusion problems 2017-07-03 Paper Quasi-Monte Carlo and multilevel Monte Carlo methods for computing...

optimal order quasi Monte Carlo integration schemes on the sphere 2014-09-10 Paper High-dimensional integration: The quasi-Monte Carlo way 2014-06-11 Paper...

2013-08-28 Paper Parallel random number generators in Monte Carlo derivative pricing: an application-based test 2012-07-13 Paper Monte Carlo methods for computing...

Generalized Wang–Landau Algorithm for Monte Carlo Computation 2007-08-20 Paper A theory on flat histogram Monte Carlo algorithms 2006-06-14 Paper Evidence...

Paper Advanced Multilevel Monte Carlo Methods International Statistical Review 2023-12-12 Paper Advanced Multilevel Monte Carlo Methods International Statistical...

2005-02-28 Paper Parallel flux sweep algorithm for neutron transport on unstructured grid 2005-01-17 Paper Parallel adaptive multigrid algorithm for 2-d 3-t...

de/entity/Q3716814 1985-01-01 Paper A fast parallel algorithm for the maximal independent set problem 1985-01-01 Paper Monte-Carlo algorithms for the planar multiterminal...

Computational Science and Engineering 2018-02-05 Paper A combined collocation and Monte Carlo method for advection-diffusion equation of a solute in random porous media...

median quasi-Monte Carlo rules for function spaces with unspecified smoothness and general weights 2022-09-02 Paper Monte Carlo and Quasi–Monte Carlo Density...

conquer sequential Monte Carlo approach to high dimensional filtering 2024-06-12 Paper The divide-and-conquer sequential Monte Carlo algorithm: theoretical properties...

hybrid Monte Carlo methods and computing the dominant generalized eigenvalue 2011-11-29 Paper Matrix balancing and robust Monte Carlo algorithm for evaluating...

optimization problems 2025-01-14 Paper Improved error estimates of ensemble Monte Carlo methods for random transient heat equations with uncertain inputs 2025-01-09...

random effects structure 2018-08-17 Paper Embarrassingly parallel sequential Markov-chain Monte Carlo for large sets of time series 2018-05-08 Paper Contributed...