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Multilevel and Multi-index Monte Carlo methods for the McKean-Vlasov equation.

Abdul-Lateef Haji-AliRaúl Tempone
Published in: Stat. Comput. (2018)
Keyphrases
  • monte carlo methods
  • monte carlo
  • bayesian networks
  • markov chain
  • monte carlo method
  • machine learning
  • state space
  • neural network
  • probabilistic model
  • wavelet transform
  • mathematical model
  • latent variables