output
20232026
most citedMultivariate extensions of the Multilevel Best Linear Unbiased Estimator for ensemble-variational data assimilation

8 citations

researchers with a paper here

Counting papers with at most 25 authors, so collaboration author lists do not stand in for the people here.

collaborating institutions
Showing 2023Show all

2 papers · 1 filter

math.ST2023★ 1 cited

Multilevel Surrogate-based Control Variates

Mohamed Reda El Amri, Paul Mycek, Sophie Ricci +1

Monte Carlo (MC) sampling is a popular method for estimating the statistics (e.g. expectation and variance) of a random variable. Its slow convergence has led to the emergence of a…

stat.ME2023★ 8 cited

Multivariate extensions of the Multilevel Best Linear Unbiased Estimator for ensemble-variational data assimilation

Mayeul Destouches, Paul Mycek, Selime Gürol

Multilevel estimators aim at reducing the variance of Monte Carlo statistical estimators, by combining samples generated with simulators of different costs and accuracies. In parti…