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Importance sampling for a robust and efficient multilevel Monte Carlo estimator for stochastic reaction networks
Ben Hammouda, Chiheb, Ben Rached, Nadhir, Tempone, RaúlJournal:
Statistics and Computing
DOI:
10.1007/s11222-020-09965-3
Date:
August, 2020
File:
PDF, 1.61 MB
2020