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Analysis of Nested Multilevel Monte Carlo Using Approximate Normal Random Variables (2022)

First Author: Giles M

Attributed to: Inference, COmputation and Numerics for Insights into Cities (ICONIC) funded by EPSRC

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.1137/21m1399385

Publication URI: http://dx.doi.org/10.1137/21m1399385

Type: Journal Article/Review

Parent Publication: SIAM/ASA Journal on Uncertainty Quantification

Issue: 1