June 01, 2008 article Multilevel Monte Carlo Path Simulation Operations Research DOI: 10.1287/opre.1070.0496 OpenAlex Authors 0 Author list not loaded yet. Cited by 25 stored of 1,501 Search Sort Most cited Newest Oldest Patent citations Title Any typearticle review book-chapter conference-paper preprint dissertation book dataset other Any fieldAgricultural and Biological Sciences Arts and Humanities Biochemistry, Genetics and Molecular Biology Business, Management and Accounting Chemical Engineering Chemistry Computer Science Decision Sciences Dentistry Earth and Planetary Sciences Economics, Econometrics and Finance Energy Engineering Environmental Science Health Professions Immunology and Microbiology Materials Science Mathematics Medicine Neuroscience Nursing Pharmacology, Toxicology and Pharmaceutics Physics and Astronomy Psychology Social Sciences Veterinary Open access Importance sampling for a robust and efficient multilevel Monte Carlo estimator for stochastic reaction networks 2020 Statistics and Computing article Mathematics Markov Chains and Monte Carlo Methods Open access 1 citations Quantifying uncertain system outputs via the multilevel Monte Carlo method — Part I: Central moment estimation 2020 Journal of Computational Physics article Decision Sciences Probabilistic and Robust Engineering Design Open access 38 citations Multilevel double loop Monte Carlo and stochastic collocation methods with importance sampling for Bayesian optimal experimental design 2020 International Journal for Numerical Methods in Engineering article Decision Sciences Optimal Experimental Design Methods Open access 28 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 21–25 of 25 ← Previous Page 2 / 2 References 0