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Asymptotic Analysis of Multilevel Best Linear Unbiased Estimators - MaRDI portal

Asymptotic Analysis of Multilevel Best Linear Unbiased Estimators (Q5010086)

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scientific article; zbMATH DE number 7384778
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Asymptotic Analysis of Multilevel Best Linear Unbiased Estimators
scientific article; zbMATH DE number 7384778

    Statements

    title
    Asymptotic Analysis of Multilevel Best Linear Unbiased Estimators (English)
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    DOI
    10.1137/20M1321607
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    author
    Daniel Schaden
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    Elisabeth Ullmann
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    publication date
    24 August 2021
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    Mathematics Subject Classification ID
    65N30
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    65N75
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    65C05
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    65B05
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    62J05
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    62F12
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    35B40
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    35R60
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    zbMATH DE Number
    7384778
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    zbMATH Keywords
    uncertainty quantification
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    partial differential equation
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    Richardson extrapolation
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    Monte Carlo
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    multilevel Monte Carlo
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    arXiv ID
    2012.03658
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    cites work
    Q4821526
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    Q5850076
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    OpenAlex ID
    W3175058368
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