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20112020
most citedConsistency of Markov chain quasi-Monte Carlo on continuous state spaces

39 citations · 71 across the 6 of their papers we have counts for

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math.NA2018

Improved Efficiency of a Multi-Index FEM for Computational Uncertainty Quantification

Josef Dick, Michael Feischl, Christoph Schwab

We propose a multi-index algorithm for the Monte Carlo (MC) discretization of a linear, elliptic PDE with affine-parametric input. We prove an error vs. work analysis which allows…