Multi-index Monte Carlo: when sparsity meets sampling

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

Research output: Contribution to journal › Article › peer-review

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@article{c9cfaefa14724c09bc08b8be8045fe9d,

title = "Multi-index Monte Carlo: when sparsity meets sampling",

author = "Abdul-Lateef Haji-Ali and Fabio Nobile and Ra{\'u}l Tempone",

year = "2016",

month = apr,

day = "1",

doi = "10.1007/s00211-015-0734-5",

language = "English",

volume = "132",

pages = "767--806",

journal = "Numerische Mathematik",

issn = "0029-599X",

publisher = "Springer",

number = "4",

}