scientific article; zbMATH DE number 2000348
From MaRDI portal
Publication:4433869
Recommendations
Cited in
(only showing first 100 items - show all)- Simulation of the drawdown and its duration in Lévy models via stick-breaking Gaussian approximation
- Drift-preserving numerical integrators for stochastic Hamiltonian systems
- A data-driven framework for sparsity-enhanced surrogates with arbitrary mutually dependent randomness
- (Non)-penalized multilevel methods for non-uniformly log-concave distributions
- Uncertainty quantification for the BGK model of the Boltzmann equation using multilevel variance reduced Monte Carlo methods
- Decision-making under uncertainty: using MLMC for efficient estimation of EVPPI
- Efficient derivative-free Bayesian inference for large-scale inverse problems
- Improved efficiency of multilevel Monte Carlo for stochastic PDE through strong pairwise coupling
- On multilevel Picard numerical approximations for high-dimensional nonlinear parabolic partial differential equations and high-dimensional nonlinear backward stochastic differential equations
- Multilevel control variates for uncertainty quantification in simulations of cloud cavitation
- Multi-level arc combination with stochastic parameters.
- Unbiased inference for discretely observed hidden Markov model diffusions
- Multilevel Monte Carlo methods and applications to elliptic PDEs with random coefficients
- Multi-level Monte Carlo finite volume methods for nonlinear systems of conservation laws in multi-dimensions
- Quantification of uncertain macroscopic material properties resulting from variations of microstructure morphology based on statistically similar volume elements: application to dual-phase steel microstructures
- Complexity of Banach space valued and parametric stochastic Itô integration
- Divide and conquer: an incremental sparsity promoting compressive sampling approach for polynomial chaos expansions
- Unbiased filtering of a class of partially observed diffusions
- Multilevel bootstrap particle filter
- Bayesian parameter inference for partially observed stochastic differential equations driven by fractional Brownian motion
- Chebyshev interpolation for parametric option pricing
- Multi-level Monte Carlo finite element method for elliptic PDEs with stochastic coefficients
- On Large Lag Smoothing for Hidden Markov Models
- General multilevel adaptations for stochastic approximation algorithms of Robbins-Monro and Polyak-Ruppert type
- Multilevel Hierarchical Decomposition of Finite Element White Noise with Application to Multilevel Markov Chain Monte Carlo
- Multilevel Quasi Monte Carlo Methods for Elliptic PDEs with Random Field Coefficients via Fast White Noise Sampling
- A multilevel adaptive reaction-splitting simulation method for stochastic reaction networks
- Multilevel Monte Carlo Metamodeling
- A multilevel Monte Carlo method for asymptotic-preserving particle schemes in the diffusive limit
- Multilevel Monte Carlo approximation of functions
- Unbiased estimators and multilevel Monte Carlo
- Infinite-dimensional quadrature and approximation of distributions
- Multilevel Monte Carlo front-tracking for random scalar conservation laws
- Bi-fidelity approximation for uncertainty quantification and sensitivity analysis of irradiated particle-laden turbulence
- Analysis of nested multilevel Monte Carlo using approximate normal random variables
- Accelerated Simulation of Boltzmann-BGK Equations near the Diffusive Limit with Asymptotic-Preserving Multilevel Monte Carlo
- A Proof that Artificial Neural Networks Overcome the Curse of Dimensionality in the Numerical Approximation of Black–Scholes Partial Differential Equations
- Markov chain simulation for multilevel Monte Carlo
- Numerical analysis of lognormal diffusions on the sphere
- On explicit tamed Milstein-type scheme for stochastic differential equation with Markovian switching
- Strong convergence analysis of iterative solvers for random operator equations
- An introduction to multilevel Monte Carlo methods
- Complexity of Multilevel Monte Carlo Tau-Leaping
- Weighted essentially non-oscillatory stochastic Galerkin approximation for hyperbolic conservation laws
- Multilevel Delayed Acceptance MCMC
- Multilevel particle filters for a class of partially observed piecewise deterministic Markov processes
- On a perturbation theory and on strong convergence rates for stochastic ordinary and partial differential equations with nonglobally monotone coefficients
- Sub-representative elementary volume homogenization of flow in porous media with isolated embedded fractures
- An overview on deep learning-based approximation methods for partial differential equations
- A Simple, Bias-free Approximation of Covariance Functions by the Multilevel Monte Carlo Method Having Nearly Optimal Complexity
- A note on the importance of weak convergence rates for SPDE approximations in multilevel Monte Carlo schemes
- Sparse approximation of multilinear problems with applications to kernel-based methods in UQ
- A fully adaptive multilevel stochastic collocation strategy for solving elliptic PDEs with random data
- Strong convergence rate of Euler-Maruyama approximations in temporal-spatial Hölder-norms
- Multi-level stochastic approximation algorithms
- Multilevel Monte Carlo for Lévy-driven SDEs: central limit theorems for adaptive Euler schemes
- Practical error bounds for a non-intrusive bi-fidelity approach to parametric/stochastic model reduction
- Solving some stochastic partial differential equations driven by Lévy noise using two SDEs*
- scientific article; zbMATH DE number 1532004 (Why is no real title available?)
- Multilevel Picard approximations for McKean-Vlasov stochastic differential equations
- Convergence rate of strong approximations of compound random maps, application to SPDEs
- Multi-level Monte Carlo algorithms for infinite-dimensional integration on \(\mathbb R^{\mathbb N}\)
- Multi-level Monte Carlo finite volume method for shallow water equations with uncertain parameters applied to landslides-generated tsunamis
- Geometrically convergent simulation of the extrema of Lévy processes
- Enhancing Accuracy of Deep Learning Algorithms by Training with Low-Discrepancy Sequences
- Multilevel Monte Carlo simulation of Coulomb collisions
- Multi-level Monte Carlo finite volume methods for uncertainty quantification of acoustic wave propagation in random heterogeneous layered medium
- A multi-level procedure for enhancing accuracy of machine learning algorithms
- Multilevel ensemble Kalman filtering for spatio-temporal processes
- A multilevel Monte Carlo ensemble scheme for random parabolic PDEs
- Multilevel Monte Carlo FEM for elliptic PDEs with Besov random tree priors
- Computational solution of stochastic differential equations
- Multilevel particle filters for the non-linear filtering problem in continuous time
- Toeplitz Monte Carlo
- A Study of Elliptic Partial Differential Equations with Jump Diffusion Coefficients
- A multilevel stochastic collocation method for partial differential equations with random input data
- Multilevel Monte Carlo implementation for SDEs driven by truncated stable processes
- Optimal multilevel randomized quasi-Monte-Carlo method for the stochastic drift-diffusion-Poisson system
- The optimal multilevel Monte-Carlo approximation of the stochastic drift-diffusion-Poisson system
- Monte Carlo complexity of parametric integration
- Learning the random variables in Monte Carlo simulations with stochastic gradient descent: Machine learning for parametric PDEs and financial derivative pricing
- Multilevel accelerated quadrature for PDEs with log-normally distributed diffusion coefficient
- Collocation methods and beyond in non-linear mechanics
- Divergence of the multilevel Monte Carlo Euler method for nonlinear stochastic differential equations
- scientific article; zbMATH DE number 7626793 (Why is no real title available?)
- Convergence analysis of multifidelity Monte Carlo estimation
- Multilevel approximation of parametric and stochastic PDES
- Convergence of tamed Euler schemes for a class of stochastic evolution equations
- Multilevel Monte Carlo acceleration of seismic wave propagation under uncertainty
- Multi-index stochastic collocation convergence rates for random PDEs with parametric regularity
- Models and numerical methods for XVA pricing under mean reversion spreads in a multicurrency framework
- Monte Carlo convergence rates for \(k\)th moments in Banach spaces
- Unbiased optimal stopping via the MUSE
- A low-rank control variate for multilevel Monte Carlo simulation of high-dimensional uncertain systems
- Central limit theorem for the multilevel Monte Carlo Euler method
- Coupling importance sampling and multilevel Monte Carlo using sample average approximation
- Multi-index stochastic collocation for random PDEs
- Central limit theorems for coupled particle filters
- A continuation multilevel Monte Carlo algorithm
- Multi-level Monte Carlo finite volume methods for uncertainty quantification in nonlinear systems of balance laws
This page was built for publication:
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4433869)
