Exploiting inexact computations in multilevel Monte Carlo and other sampling methods

DOI10.1137/25M1742795MaRDI QIDQ6839515zbMATH OpenFDO

Authors Josef Martínek, Erin Carson, Robert Scheichl

Publication date 24 March 2026

Published in SIAM Journal on Scientific Computing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/25M1742795

zbMATH Keywords

energy-efficient computingiterative refinementmixed precisionMonte Carlomultilevel

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Algorithms with automatic result verification (65G20)

Cited in

(1)

• Mixed-Precision Computing for Scientific Discovery: Formats, Co-Design, and Responsible Approximation

This page was built for publication: Exploiting inexact computations in multilevel Monte Carlo and other sampling methods

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6839515)