Adaptive multilevel monte carlo for probabilities
AL Haji-Ali, J Spence, AL Teckentrup - SIAM Journal on Numerical Analysis, 2022 - SIAM
We consider the numerical approximation of PG∈Ω, where the d-dimensional random
variable G cannot be sampled directly, but there is a hierarchy of increasingly accurate …
variable G cannot be sampled directly, but there is a hierarchy of increasingly accurate …
Adaptive Multilevel Monte Carlo for Probabilities
AL Haji-Ali, J Spence, A Teckentrup - arXiv e-prints, 2021 - ui.adsabs.harvard.edu
We consider the numerical approximation of $\mathbb {P}[G\in\Omega] $ where the $ d $-
dimensional random variable $ G $ cannot be sampled directly, but there is a hierarchy of …
dimensional random variable $ G $ cannot be sampled directly, but there is a hierarchy of …
Adaptive Multilevel Monte Carlo for Probabilities
AL Haji-Ali, J Spence… - Siam journal on numerical …, 2022 - research.ed.ac.uk
We consider the numerical approximation of P [G∈ Ω] where the d-dimensional random
variable G cannot be sampled directly, but there is a hierarchy of increasingly accurate …
variable G cannot be sampled directly, but there is a hierarchy of increasingly accurate …
Adaptive Multilevel Monte Carlo for Probabilities
AL Haji-Ali, J Spence, A Teckentrup - 2021 - ideas.repec.org
We consider the numerical approximation of $\mathbb {P}[G\in\Omega] $ where the $ d $-
dimensional random variable $ G $ cannot be sampled directly, but there is a hierarchy of …
dimensional random variable $ G $ cannot be sampled directly, but there is a hierarchy of …
Adaptive Multilevel Monte Carlo for Probabilities
AL Haji-Ali, J Spence, A Teckentrup - arXiv preprint arXiv:2107.09148, 2021 - arxiv.org
We consider the numerical approximation of $\mathbb {P}[G\in\Omega] $ where the $ d $-
dimensional random variable $ G $ cannot be sampled directly, but there is a hierarchy of …
dimensional random variable $ G $ cannot be sampled directly, but there is a hierarchy of …
Adaptive Multilevel Monte Carlo for Probabilities
AL Haji-Ali, J Spence, AL Teckentrup - SIAM Journal on Numerical …, 2022 - dl.acm.org
We consider the numerical approximation of PG∈Ω, where the d-dimensional random
variable G cannot be sampled directly, but there is a hierarchy of increasingly accurate …
variable G cannot be sampled directly, but there is a hierarchy of increasingly accurate …
Adaptive Multilevel Monte Carlo for Probabilities
AL Haji-Ali, J Spence… - SIAM Journal on …, 2022 - researchportal.hw.ac.uk
We consider the numerical approximation of P [G∊ Ω], where the d-dimensional random
variable G cannot be sampled directly, but there is a hierarchy of increasingly accurate …
variable G cannot be sampled directly, but there is a hierarchy of increasingly accurate …
Adaptive Multilevel Monte Carlo for Probabilities
AL Haji-Ali, J Spence, A Teckentrup - 2021 - econpapers.repec.org
We consider the numerical approximation of $\mathbb {P}[G\in\Omega] $ where the $ d $-
dimensional random variable $ G $ cannot be sampled directly, but there is a hierarchy of …
dimensional random variable $ G $ cannot be sampled directly, but there is a hierarchy of …