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]

@article{DetommasoDS19,
  title = {Continuous Level Monte Carlo and Sample-Adaptive Model Hierarchies},
  author = {Gianluca Detommaso and Tim J. Dodwell and Robert Scheichl},
  year = {2019},
  doi = {10.1137/18M1172259},
  url = {https://doi.org/10.1137/18M1172259},
  researchr = {https://researchr.org/publication/DetommasoDS19},
  cites = {0},
  citedby = {0},
  journal = {SIAM/ASA J. Uncertain. Quantification},
  volume = {7},
  number = {1},
  pages = {93-116},
}