Multilevel Markov Chain Monte Carlo

Tim J. Dodwell, Christian Ketelsen, Robert Scheichl, Aretha L. Teckentrup. Multilevel Markov Chain Monte Carlo. SIAM Review, 61(3):509-545, 2019. [doi]

@article{DodwellKST19,
  title = {Multilevel Markov Chain Monte Carlo},
  author = {Tim J. Dodwell and Christian Ketelsen and Robert Scheichl and Aretha L. Teckentrup},
  year = {2019},
  doi = {10.1137/19M126966X},
  url = {https://doi.org/10.1137/19M126966X},
  researchr = {https://researchr.org/publication/DodwellKST19},
  cites = {0},
  citedby = {0},
  journal = {SIAM Review},
  volume = {61},
  number = {3},
  pages = {509-545},
}