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20182026
most citedReversible and non-reversible Markov Chain Monte Carlo algorithms for reservoir simulation problems

1 citations · 1 across the 4 of their papers we have counts for

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math.PR2019

Uniform in time estimates for the weak error of the Euler method for SDEs and a Pathwise Approach to Derivative Estimates for Diffusion Semigroups

D. Crisan, P. Dobson, M. Ottobre

We present a criterion for uniform in time convergence of the weak error of the Euler scheme for Stochastic Differential equations (SDEs). The criterion requires i) exponential dec…

stat.AP2019★ 1 cited

Reversible and non-reversible Markov Chain Monte Carlo algorithms for reservoir simulation problems

P. Dobson, I. Fursov, G. Lord +1

We compare numerically the performance of reversible and non-reversible Markov Chain Monte Carlo algorithms for high dimensional oil reservoir problems; because of the nature of th…