
A simple algorithm for global sensitivity analysis with Shapley effects
Global sensitivity analysis aims at measuring the relative importance of...
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Unbiased MLMC stochastic gradientbased optimization of Bayesian experimental designs
In this paper we propose an efficient stochastic optimization algorithm ...
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Toeplitz Monte Carlo
Motivated mainly by applications to partial differential equations with ...
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Efficient Debiased Variational Bayes by Multilevel Monte Carlo Methods
Variational Bayes is a method to find a good approximation of the poster...
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Stability of lattice rules and polynomial lattice rules constructed by the componentbycomponent algorithm
We study quasiMonte Carlo (QMC) methods for numerical integration of mu...
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Multilevel Monte Carlo estimation of log marginal likelihood
In this short note we provide an unbiased multilevel Monte Carlo estimat...
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Multilevel Monte Carlo estimation of the expected value of sample information
We study Monte Carlo estimation of the expected value of sample informat...
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Multilevel Monte Carlo estimation of expected information gains
In this paper we develop an efficient Monte Carlo algorithm for estimati...
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Takashi Goda
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