A Simple, Bias-free Approximation of Covariance Functions by the Multilevel Monte Carlo Method Having Nearly Optimal Complexity (Q6062233)

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scientific article; zbMATH DE number 7772680
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A Simple, Bias-free Approximation of Covariance Functions by the Multilevel Monte Carlo Method Having Nearly Optimal Complexity
scientific article; zbMATH DE number 7772680

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    A Simple, Bias-free Approximation of Covariance Functions by the Multilevel Monte Carlo Method Having Nearly Optimal Complexity (English)
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    30 November 2023
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    covariance functions
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    sparse tensor product
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    multilevel Monte Carlo
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