Unbiased multi-index Monte Carlo

Mathematics

• Monte Carlo 100%
• Multi-Index 100%
• Discretization 66%
• Numerical Simulation 33%
• PDE 33%
• Discrete Time 33%
• Random Coefficient 33%
• Computational Effort 33%
• Optimality Criterion 33%
• Stochastic Partial Differential Equation 33%
• Bayesian Inference 33%
• Discrete Space 33%
• Smoothing Problem 33%
• Approximation 33%
• Variance 33%
• Classes 33%
• Random Variable 33%

INIS

• monte carlo method 100%
• applications 66%
• solutions 66%
• partial differential equations 66%
• randomness 66%
• sampling 66%
• grids 33%
• stochastic processes 33%
• signals 33%
• levels 33%
• approximations 33%
• errors 33%
• space 33%
• computerized simulation 33%