207 citations · 416 across the 27 of their papers we have counts for
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math.NA2020★ 3 cited
Rounding error using low precision approximate random variables
Oliver Sheridan-Methven, Michael Giles
For numerical approximations to stochastic differential equations using the Euler-Maruyama scheme, we propose incorporating approximate random variables computed using low precisio…
math.NA2020★ 13 cited
Approximating inverse cumulative distribution functions to produce approximate random variables
Oliver Sheridan-Methven, Michael Giles
For random variables produced through the inverse transform method, approximate random variables are introduced, which are produced by approximations to a distribution's inverse cu…
math.NA2020★ 12 cited
Effects of round-to-nearest and stochastic rounding in the numerical solution of the heat equation in low precision
Matteo Croci, Michael B. Giles
Motivated by the advent of machine learning, the last few years have seen the return of hardware-supported low-precision computing. Computations with fewer digits are faster and mo…