A Simple, Bias-free Approximation of Covariance Functions by the Multilevel Monte Carlo Method Having Nearly Optimal Complexity - researchr publication

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Alexey Chernov, Erik Marc Schetzke. A Simple, Bias-free Approximation of Covariance Functions by the Multilevel Monte Carlo Method Having Nearly Optimal Complexity. SIAM/ASA J. Uncertain. Quantification, 11(3):941-969, September 2023. [doi]

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