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