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A multilevel Monte Carlo method for asymptotic-preserving particle schemes in the diffusive limit.
Emil Løvbak
Giovanni Samaey
Stefan Vandewalle
Published in:
Numerische Mathematik (2021)
Keyphrases
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monte carlo method
markov chain
monte carlo
bayesian learning
genetic algorithm
posterior distribution
maximum likelihood estimation
model selection
learning machines
maximum likelihood
state space
worst case