On the effective dimension and multilevel Monte Carlo
Year of publication: |
2022
|
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Authors: | Kahalé, Nabil |
Published in: |
Operations research letters. - Amsterdam [u.a.] : Elsevier, ISSN 0167-6377, ZDB-ID 720735-9. - Vol. 50.2022, 4, p. 415-421
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Subject: | Effective dimension | Multilevel Monte Carlo | Quasi-Monte Carlo | Time-varying Markov chains | Truncation dimension | Variance reduction | Theorie | Theory | Monte-Carlo-Simulation | Monte Carlo simulation | Markov-Kette | Markov chain |
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