Random Bit Quadrature and Approximation of Distributions on Hilbert Spaces
Giles, M Hefter, M Mayer, L Ritter, K (18 Jul 2017) doi:10.48550/arxiv.1707.05723
Combining sparse grids, multilevel MC and QMC for elliptic PDEs with random coefficients
Giles, M Kuo, F Sloan, I (07 Nov 2017) doi:10.48550/arxiv.1711.02437
Efficient white noise sampling and coupling for multilevel Monte Carlo with non-nested meshes
Croci, M Giles, M Rognes, M Farrell, P (13 Mar 2018) doi:10.48550/arxiv.1803.04857
Random Bit Multilevel Algorithms for Stochastic Differential Equations
Giles, M Hefter, M Mayer, L Ritter, K (31 Aug 2018) doi:10.48550/arxiv.1808.10623
Multilevel Monte Carlo estimation of the expected value of sample information
Hironaka, T Giles, M Goda, T Thom, H (02 Sep 2019) doi:10.48550/arxiv.1909.00549
Multilevel quasi Monte Carlo methods for elliptic PDEs with random field coefficients via fast white noise sampling
Croci, M Giles, M Farrell, P (27 Nov 2019) doi:10.48550/arxiv.1911.12099
Unsteady Flow Phenomena in Turbomachines
Greitzer, E Epstein, A Giles, M McCune, J Tan, C (24 Jan 1990) doi:10.21236/ada218370
2. An adaptive random bit multilevel algorithm for SDEs
Giles, M Hefter, M Mayer, L Ritter, K Multivariate Algorithms and Information-Based Complexity 15-32 (18 May 2020) doi:10.1515/9783110635461-002
Approximating inverse cumulative distribution functions to produce approximate random variables
Sheridan-Methven, O Giles, M (17 Dec 2020) doi:10.48550/arxiv.2012.09715
Multilevel and Quasi Monte Carlo methods for the calculation of the Expected Value of Partial Perfect Information
Fang, W Wang, Z Giles, M Jackson, C Welton, N Andrieu, C Thom, H doi:10.1101/2021.03.30.21254626
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