Jonathan Spence

Publication Activity (10 Years)

Years Active: 2021-2023
Publications (10 Years): 3

Top Topics

Stochastic Approximation

Monte Carlo Methods

Importance Sampling

Top Venues

SIAM J. Numer. Anal.

Publications

Abdul-Lateef Haji-Ali, Jonathan Spence
Nested Multilevel Monte Carlo with Biased and Antithetic Sampling. CoRR (2023)
Abdul-Lateef Haji-Ali, Jonathan Spence, Aretha L. Teckentrup
Adaptive Multilevel Monte Carlo for Probabilities. SIAM J. Numer. Anal. 60 (4) (2022)
Abdul-Lateef Haji-Ali, Jonathan Spence, Aretha L. Teckentrup
Adaptive Multilevel Monte Carlo for Probabilities. CoRR (2021)