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Multi-step Richardson-Romberg Extrapolation: Remarks on Variance Control and Complexity.

Gilles Pagès
Published in: Monte Carlo Methods Appl. (2007)
Keyphrases
  • multi step
  • lower bounding
  • single step
  • knn
  • computational complexity
  • control system
  • neural network
  • np hard
  • small number
  • k nearest neighbor
  • covariance matrix