3 citations · 4 across the 2 of their papers we have counts for
2 papers
math.NA2023★ 1 cited
A filtered multilevel Monte Carlo method for estimating the expectation of cell-centered discretized random fields
Jérémy Briant, Paul Mycek, Mayeul Destouches +5
In this paper, we investigate the use of multilevel Monte Carlo (MLMC) methods for estimating the expectation of discretized random fields. Specifically, we consider a setting in w…
math.OC2019★ 3 cited
Minimization of nonsmooth nonconvex functions using inexact evaluations and its worst-case complexity
S. Gratton, E. Simon, Ph. L. Toint
An adaptive regularization algorithm using inexact function and derivatives evaluations is proposed for the solution of composite nonsmooth nonconvex optimization. It is shown that…