Open AccessBook
Deterministic and Stochastic Error Bounds in Numerical Analysis
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The article was published on 1988-10-26 and is currently open access. It has received 387 citations till now. The article focuses on the topics: Round-off error & Approximation error.read more
Citations
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Journal ArticleDOI
Bayesian Calibration of computer models
Marc C. Kennedy,Anthony O'Hagan +1 more
TL;DR: A Bayesian calibration technique which improves on this traditional approach in two respects and attempts to correct for any inadequacy of the model which is revealed by a discrepancy between the observed data and the model predictions from even the best‐fitting parameter values is presented.
Book ChapterDOI
Multilevel Monte Carlo Methods
TL;DR: Applications to stochastic solution of integral equations are given for the case where an approximation of the full solution function or a family of functionals of the solution depending on a parameter of a certain dimension is sought.
Journal ArticleDOI
Information-based complexity
Edward W. Packel,Joseph F. Traub +1 more
TL;DR: Information-based complexity seeks to develop general results about the intrinsic difficulty of solving problems where available information is partial or approximate and to apply these results to specific problems.
MonographDOI
Tractability of Multivariate Problems
TL;DR: The main purpose of this book is to study weighted spaces and to obtain conditions on the weights that are necessary and sufficient to achieve various notions of tractability, depending on how to measure the lack of exponential dependence.
Journal ArticleDOI
Packing and Covering. By C. A. Rogers. Pp. viii, 111. 30s. 1964. (Cambridge)
TL;DR: The existence of reasonably dense lattice coverings and reasonably economical lattice covers has been studied in this paper, where the authors show that simplices cannot be very dense and coverings with spheres cannot have very economical coverings.
References
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Journal ArticleDOI
Non-Uniform Random Variate Generation.
B. J. T. Morgan,Luc Devroye +1 more
TL;DR: This chapter reviews the main methods for generating random variables, vectors and processes in non-uniform random variate generation, and provides information on the expected time complexity of various algorithms before addressing modern topics such as indirectly specified distributions, random processes, and Markov chain methods.
Book
Non-uniform random variate generation
TL;DR: A survey of the main methods in non-uniform random variate generation can be found in this article, where the authors provide information on the expected time complexity of various algorithms, before addressing modern topics such as indirectly specified distributions, random processes and Markov chain methods.
Journal ArticleDOI
Methods of Numerical Integration.
Book
Probability measures on metric spaces
TL;DR: The Borel subsets of a metric space Probability measures in the metric space and probability measures in a metric group Probability measure in locally compact abelian groups The Kolmogorov consistency theorem and conditional probability probabilistic probability measures on $C[0, 1]$ and $D[0-1]$ Bibliographical notes Bibliography List of symbols Author index Subject index as mentioned in this paper