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20072026
most citedOn adaptive resampling strategies for sequential Monte Carlo methods

181 citations · 755 across the 107 of their papers we have counts for

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math.NA2024

Antithetic Multilevel Methods for Elliptic and Hypo-Elliptic Diffusions with Applications

Yuga Iguchi, Ajay Jasra, Mohamed Maama +1

We present a new antithetic multilevel Monte Carlo (MLMC) method for the estimation of expectations with respect to laws of diffusion processes that can be elliptic or hypo-ellipti…