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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

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Publication:6319766

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DOI10.1016/J.JCP.2020.109572arXiv1906.00126MaRDI QIDQ6319766

Daniel M. Tartakovsky, Søren Taverniers

Publication date: 31 May 2019

Mathematics Subject Classification ID

Statistics (62-XX) Numerical analysis (65-XX)

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