2 citations · 5 across the 7 of their papers we have counts for
Showing math.NAShow all
2 papers · 1 filter
math.NA2021
Multilevel Monte Carlo learning
Thomas Gerstner, Bastian Harrach, Daniel Roth +1
In this work, we study the approximation of expected values of functional quantities on the solution of a stochastic differential equation (SDE), where we replace the Monte Carlo e…
math.NA2015
A Partially Reflecting Random Walk on Spheres Algorithm for Electrical Impedance Tomography
Sylvain Maire, Martin Simon
In this work, we develop a probabilistic estimator for the voltage-to-current map arising in electrical impedance tomography. This novel so-called partially reflecting random walk…