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Continuous Level Monte Carlo and Sample-Adaptive Model Hierarchies.

Gianluca DetommasoTim J. DodwellRobert Scheichl
Published in: SIAM/ASA J. Uncertain. Quantification (2019)
Keyphrases
  • monte carlo
  • probabilistic model
  • markov chain
  • monte carlo simulation
  • simulation study
  • probability distribution
  • machine learning
  • learning algorithm
  • objective function
  • bayesian inference
  • monte carlo method