Mike Giles | DeepAI

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Featured Co-authors

Wei Fang
21 publications
Lukasz Szpruch
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Sebastian Vollmer
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Konstantinos Zygalakis
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Karel Adámek
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Oliver Sheridan-Methven
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Wesley Armour
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Tigran Nagapetyan
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Sofia Dimoudi
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research

∙ 02/16/2021

Analysis of nested multilevel Monte Carlo using approximate Normal random variables

The multilevel Monte Carlo (MLMC) method has been used for a wide variet...

0 Mike Giles, et al. ∙

research

∙ 05/25/2020

Importance Sampling for Pathwise Sensitivity of Stochastic Chaotic Systems

This paper proposes a new pathwise sensitivity estimator for chaotic SDE...

0 Wei Fang, et al. ∙

research

∙ 10/04/2019

GPU Fast Convolution via the Overlap-and-Save Method in Shared Memory

We present an implementation of the overlap-and-save method, a method fo...

0 Karel Adámek, et al. ∙

research

∙ 09/15/2016

Multilevel Monte Carlo for Scalable Bayesian Computations

Markov chain Monte Carlo (MCMC) algorithms are ubiquitous in Bayesian co...

0 Mike Giles, et al. ∙