Efficient White Noise Sampling and Coupling for Multilevel Monte Carlo with Nonnested Meshes.
Matteo CrociMichael B. GilesMarie E. RognesPatrick E. FarrellPublished in: SIAM/ASA J. Uncertain. Quantification (2018)
Keyphrases
- monte carlo
- white noise
- importance sampling
- adaptive sampling
- markov chain
- monte carlo simulation
- markov chain monte carlo
- monte carlo methods
- multiresolution
- particle filter
- non stationary
- matrix inversion
- noise reduction
- noise model
- bandpass
- edge detection
- variance reduction
- color images
- monte carlo tree search
- objective function
- point processes