Multilevel Monte Carlo for smoothing via transport methods (Q4580285)
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scientific article; zbMATH DE number 6917646
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Multilevel Monte Carlo for smoothing via transport methods |
scientific article; zbMATH DE number 6917646 |
Statements
Multilevel Monte Carlo for Smoothing via Transport Methods (English)
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14 August 2018
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transport map
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stochastic differential equation
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multilevel Monte Carlo
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0.805854320526123
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0.7901991009712219
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0.7876156568527222
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0.7741795182228088
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0.7605045437812805
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