Estimation of distributions via multilevel Monte Carlo with stratified sampling
Søren Taverniers, Daniel M. Tartakovsky
Topics & Concepts
Monte Carlo methodStatistical physicsStratified samplingSampling (signal processing)Markov chain Monte CarloMonte Carlo method in statistical physicsHybrid Monte CarloMathematicsStatisticsComputer sciencePhysicsFilter (signal processing)Computer visionStatistical Methods and InferenceProbabilistic and Robust Engineering DesignGaussian Processes and Bayesian Inference