Continuous Level Monte Carlo and Sample-Adaptive Model Hierarchies

Gianluca Detommaso, Tim J. Dodwell, Robert Scheichl. Continuous Level Monte Carlo and Sample-Adaptive Model Hierarchies. SIAM/ASA J. Uncertain. Quantification, 7(1):93-116, 2019. [doi]

Authors

Gianluca Detommaso

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Tim J. Dodwell

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Robert Scheichl

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