Hillary R. Fairbanks, Alireza Doostan, Christian Ketelsen, Gianluca Iaccarino. A low-rank control variate for multilevel Monte Carlo simulation of high-dimensional uncertain systems. J. Comput. Physics, 341:121-139, 2017. [doi]
@article{FairbanksDKI17,
title = {A low-rank control variate for multilevel Monte Carlo simulation of high-dimensional uncertain systems},
author = {Hillary R. Fairbanks and Alireza Doostan and Christian Ketelsen and Gianluca Iaccarino},
year = {2017},
doi = {10.1016/j.jcp.2017.03.060},
url = {https://doi.org/10.1016/j.jcp.2017.03.060},
researchr = {https://researchr.org/publication/FairbanksDKI17},
cites = {0},
citedby = {0},
journal = {J. Comput. Physics},
volume = {341},
pages = {121-139},
}