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"A low-rank control variate for multilevel Monte Carlo simulation of ..."
Hillary R. Fairbanks et al. (2017)
- Hillary R. Fairbanks, Alireza Doostan, Christian Ketelsen, Gianluca Iaccarino:
A low-rank control variate for multilevel Monte Carlo simulation of high-dimensional uncertain systems. J. Comput. Phys. 341: 121-139 (2017)
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