Toeplitz Monte Carlo

Dick, J; Goda, T; Murata, H

Goda, T (corresponding author), Univ Tokyo, Sch Engn, Bunkyo Ku, 7-3-1 Hongo, Tokyo 1138656, Japan.

STATISTICS AND COMPUTING, 2021; 31 (1):

Abstract

Motivated mainly by applications to partial differential equations with random coefficients, we introduce a new class of Monte Carlo estimators, calle......

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