Pages that link to "Item:Q1961049"

The following pages link to Monte Carlo complexity of parametric integration (Q1961049):

Displaying 34 items.

• Multi-index Monte Carlo: when sparsity meets sampling (Q264116) (← links)
• Divergence of the multilevel Monte Carlo Euler method for nonlinear stochastic differential equations (Q373839) (← links)
• Complexity of parametric integration in various smoothness classes (Q457567) (← links)
• Infinite-dimensional integration in weighted Hilbert spaces: anchored decompositions, optimal deterministic algorithms, and higher-order convergence (Q486680) (← links)
• Optimization of mesh hierarchies in multilevel Monte Carlo samplers (Q507015) (← links)
• Infinite-dimensional quadrature and approximation of distributions (Q839653) (← links)
• Chebyshev interpolation for parametric option pricing (Q1650947) (← links)
• Coupling importance sampling and multilevel Monte Carlo using sample average approximation (Q1657808) (← links)
• Quantum complexity of parametric integration (Q1883586) (← links)
• Variance reduction for additive functionals of Markov chains via martingale representations (Q2114045) (← links)
• Overcoming the curse of dimensionality in the numerical approximation of parabolic partial differential equations with gradient-dependent nonlinearities (Q2162115) (← links)
• Complexity of parametric initial value problems for systems of odes (Q2229039) (← links)
• Complexity of parametric initial value problems in Banach spaces (Q2251912) (← links)
• Central limit theorem for the multilevel Monte Carlo Euler method (Q2258530) (← links)
• Explicit error bounds for randomized Smolyak algorithms and an application to infinite-dimensional integration (Q2291479) (← links)
• A continuation multi level Monte Carlo (C-MLMC) method for uncertainty quantification in compressible inviscid aerodynamics (Q2310048) (← links)
• On multilevel Picard numerical approximations for high-dimensional nonlinear parabolic partial differential equations and high-dimensional nonlinear backward stochastic differential equations (Q2316188) (← links)
• A continuation multilevel Monte Carlo algorithm (Q2350720) (← links)
• Complexity of Banach space valued and parametric stochastic Itô integration (Q2396717) (← links)
• Monte Carlo approximation of weakly singular integral operators (Q2489142) (← links)
• Goal-oriented adaptive finite element multilevel Monte Carlo with convergence rates (Q2679328) (← links)
• Overcoming the curse of dimensionality in the numerical approximation of backward stochastic differential equations (Q2694433) (← links)
• An overview on deep learning-based approximation methods for partial differential equations (Q2697278) (← links)
• Complexity of Banach Space Valued and Parametric Integration (Q2926220) (← links)
• Construction of a Mean Square Error Adaptive Euler–Maruyama Method With Applications in Multilevel Monte Carlo (Q2957024) (← links)
• On the Complexity of Parametric ODEs and Related Problems (Q4611817) (← links)
• Multilevel Monte Carlo Covariance Estimation for the Computation of Sobol' Indices (Q4960977) (← links)
• Algorithms for solving high dimensional PDEs: from nonlinear Monte Carlo to machine learning (Q5019943) (← links)
• An Empirical Interpolation and Model-Variance Reduction Method for Computing Statistical Outputs of Parametrized Stochastic Partial Differential Equations (Q5741177) (← links)
• Uncertainty Quantification by Multilevel Monte Carlo and Local Time-Stepping for Wave Propagation (Q5880616) (← links)
• Randomized complexity of parametric integration and the role of adaption. I: Finite dimensional case (Q6154554) (← links)
• Learning the random variables in Monte Carlo simulations with stochastic gradient descent: Machine learning for parametric PDEs and financial derivative pricing (Q6178392) (← links)
• Randomized complexity of parametric integration and the role of adaption. II: Sobolev spaces (Q6193948) (← links)
• Deep learning approximations for non-local nonlinear PDEs with Neumann boundary conditions (Q6204733) (← links)