On the Acceleration of the Multi-Level Monte Carlo Method.

Kristian Debrabant Andreas Rößler

Published in: J. Appl. Probab. (2015)

Keyphrases

monte carlo method
markov chain
monte carlo
genetic algorithm
bayesian learning
posterior distribution
mathematical models
maximum likelihood estimation
state space
closed form
learning machines
generalized gaussian
support vector
dynamic programming
semi supervised
model selection