Multi-index Monte Carlo: when sparsity meets sampling

2015/06/26 by Abdul-Lateef Haji-Ali, Fabio Nobile, Raúl Tempone · 11 citations
Mathematics · Decision Sciences · #Mathematical Approximation and Integration #Probabilistic and Robust Engineering Design #Statistical Methods and Inference

paper · doi:10.1007/s00211-015-0734-5

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