Variable Subspace Sampling and Multi-level Algorithms (Q3405430)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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