Oliver Sheridan-Methven | DeepAI

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Featured Co-authors

Mike Giles
4 publications
Michael Giles
2 publications

research

∙ 02/16/2021

Analysis of nested multilevel Monte Carlo using approximate Normal random variables

The multilevel Monte Carlo (MLMC) method has been used for a wide variet...

0 Mike Giles, et al. ∙

research

∙ 12/17/2020

Rounding error using low precision approximate random variables

For numerical approximations to stochastic differential equations using ...

0 Oliver Sheridan-Methven, et al. ∙

research

∙ 12/17/2020

Approximating inverse cumulative distribution functions to produce approximate random variables

For random variables produced through the inverse transform method, appr...

0 Oliver Sheridan-Methven, et al. ∙