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Estimation of distributions via multilevel Monte Carlo with stratified sampling - MaRDI portal

Estimation of distributions via multilevel Monte Carlo with stratified sampling (Q2125415)

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scientific article; zbMATH DE number 7507220
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English
Estimation of distributions via multilevel Monte Carlo with stratified sampling
scientific article; zbMATH DE number 7507220

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    Estimation of distributions via multilevel Monte Carlo with stratified sampling (English)
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    14 April 2022
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    multilevel Monte Carlo
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    stratified sampling
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    kernel density estimation
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    cumulative distribution function
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