Multilevel Monte Carlo Methods

• Multi-iteration Stochastic Optimizers

  2026 Applied Mathematics & Optimization article Computer Science Stochastic Gradient Optimization Techniques Open access

  3

  citations
• QUANTIFYING UNCERTAIN SYSTEM OUTPUTS VIA THE MULTI-LEVEL MONTE CARLO METHOD-DISTRIBUTION AND ROBUSTNESS MEASURES

  2023 International Journal for Uncertainty Quantification article Decision Sciences Probabilistic and Robust Engineering Design Open access

  9

  citations
• A Wasserstein coupled particle filter for multilevel estimation

  2022 Stochastic Analysis and Applications article Mathematics Markov Chains and Monte Carlo Methods Open access

  9

  citations
• MULTILEVEL ENSEMBLE KALMAN FILTERING FOR SPATIO-TEMPORAL PROCESSES

  2020 Research Explorer (The University of Manchester) article Computer Science Target Tracking and Data Fusion in Sensor Networks Open access

  25

  citations
• Multilevel ensemble Kalman filtering for spatio-temporal processes

  2020 Numerische Mathematik article Computer Science Target Tracking and Data Fusion in Sensor Networks Open access

  2

  citations
• Multilevel weighted least squares polynomial approximation

  2020 ESAIM Mathematical Modelling and Numerical Analysis article Mathematics Mathematical Approximation and Integration Open access

  11

  citations
• Multilevel Ensemble Kalman Filtering based on a sample average of independent EnKF estimators

  2020 Foundations of Data Science article Computer Science Target Tracking and Data Fusion in Sensor Networks Open access

  14

  citations

7 results