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M. R. E. Amri

1 paper hereh-index 332 citations6 works total

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  • first author1

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  • math.ST1

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1 paper

math.ST2024

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…

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