Multi-index Monte Carlo: when sparsity meets sampling

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

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

115 Citations (Scopus)

Original language	English
Pages (from-to)	767-806
Journal	Numerische Mathematik
Volume	132
Issue number	4
DOIs	https://doi.org/10.1007/s00211-015-0734-5
Publication status	Published - 1 Apr 2016

Access to Document

10.1007/s00211-015-0734-5

https://arxiv.org/pdf/1405.3757.pdf

Abdul-Lateef Haji-Ali
- A.HajiAlihw.acuk
- School of Mathematical & Computer Sciences - Associate Professor
- School of Mathematical & Computer Sciences, Actuarial Mathematics & Statistics - Associate Professor
Person: Academic (Research & Teaching)

Cite this

@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 New York",

number = "4",

}