Markov chain simulation for multilevel Monte Carlo
type: Item
instance of: scholarly article
title: Markov chain simulation for multilevel Monte Carlo
zbMATH Open document ID: 1478.65006
author: Ajay Jasra
author: K. J. H. Law
author: Yaxian Xu
published in: Foundations of Data Science
publication date: 2022-01-21T00:00:00Z
full work available at URL: https://arxiv.org/abs/1806.09754
Mathematics Subject Classification ID: 65C05
Mathematics Subject Classification ID: 65C30
Mathematics Subject Classification ID: 62F15
Mathematics Subject Classification ID: 60J22
Mathematics Subject Classification ID: 65C40
zbMATH DE Number: 7461381
zbMATH Keywords: multilevel Monte Carlo
zbMATH Keywords: Markov chain Monte Carlo
zbMATH Keywords: Bayesian inverse problems
MaRDI profile type: Publication
OpenAlex ID: W3128651587
arXiv ID: 1806.09754
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DOI: 10.3934/FODS.2021004
description: scientific article