Multi-index Monte Carlo: when sparsity meets sampling

Abdul-Lateef Haji-Ali, Fabio Nobile, Raúl Tempone

Research output: Contribution to journalArticle

42 Citations (Scopus)
Original languageEnglish
Pages (from-to)767-806
JournalNumerische Mathematik
Volume132
Issue number4
DOIs
Publication statusPublished - 1 Apr 2016

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