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James Whittle
Publication Activity (10 Years)
Years Active: 2014-2014
Publications (10 Years): 0
Top Topics
Markov Chain
Variance Reduction
Monte Carlo Methods
Markovian Decision
Top Venues
MCQMC
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Publications
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Michael B. Giles
,
Christopher Lester
,
James Whittle
Non-nested Adaptive Timesteps in Multilevel Monte Carlo Computations.
MCQMC
(2014)