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"Multilevel Monte Carlo for Smoothing via Transport Methods."

Jeremie Houssineau, Ajay Jasra, Sumeetpal S. Singh (2018)

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DOI: 10.1137/17M1156071

access: closed

type: Journal Article

metadata version: 2023-09-30

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  - https://dblp.org/rec/journals/siamsc/HoussineauJS18
Jeremie Houssineau, Ajay Jasra, Sumeetpal S. Singh:
Multilevel Monte Carlo for Smoothing via Transport Methods. SIAM J. Sci. Comput. 40(4): A2315-A2335 (2018)

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