Showing 2026Show all
3 papers · 1 filter
math.NA2026
Multilevel randomized quasi-Monte Carlo estimator for nested integration
Arved Bartuska, André Gustavo Carlon, Luis Espath +2
Nested integration problems arise in various scientific and engineering applications, including Bayesian experimental design, financial risk assessment, and uncertainty quantificat…
math.OC2026
Multi-Iteration Stochastic Optimizers
Andre Carlon, Luis Espath, Rafael Lopez +1
We introduce Multi-Iteration Stochastic Optimizers, a novel class of first-order stochastic methods that control the relative error using successive control variates along th…
math.NA2026
Double-loop randomized quasi-Monte Carlo estimator for nested integration
Arved Bartuska, André Gustavo Carlon, Luis Espath +2
Nested integration of the form $\int f\left(\int g(\bs{y},\bs{x})\di{}\bs{x}\right)\di{}\bs{y}$, characterized by an outer integral connected to an inner integral through a nonline…