Optimized Multilevel Sampling Methods under Resource Constraints (Q7285205)
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Optimized Multilevel Sampling Methods under Resource Constraints (English)
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26 August 2026
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math.NA
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Niklas Baumgarten
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We present algorithms to optimize multilevel methods under resource constraints, specifically budgeted MLMC and MLSGD, which can be used for UQ and OC under uncertainty on HPC systems.
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Multilevel Methods
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Sampling
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Resource Constraints
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Uncertainty Quantification
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