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Approximation of probability density functions by the Multilevel Monte Carlo Maximum Entropy method
Journal of Computational Physics, 2016Alexey Chernov
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Multilevel Monte Carlo Methods for Stochastic Elliptic Multiscale PDEs
Multiscale Modeling and Simulation, 2013Assyr Abdulle +2 more
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Multilevel Monte Carlo for noise estimation in stochastic multiscale systems
Chemical Engineering Research and Design, 2018Grigoriy Kimaev +1 more
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Multilevel sequential Monte Carlo: Mean square error bounds under verifiable conditions
Stochastic Analysis and Applications, 2017Pierre Del Moral +2 more
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AN INTRODUCTION TO MULTILEVEL MONTE CARLO METHODS
Proceedings of the International Congress of Mathematicians (ICM 2018), 2019openaire +1 more source