Skip to main content
Secure Next Generation Resilient Systems Lab
Secure Next Generation Resilient Systems Lab
Main navigation
Home
People
All Profiles
Principal Investigators
Research Scientists
Postdoctoral Fellows
Students
Former Members
Events
All Events
Events Calendar
News
Research
Teaching
Join us
Contacts
Monte Carlo sampling
Multi Index Method
Mon, Jun 1 2015
-
Wed, Jun 1 2016
Monte Carlo sampling
Multi index methods are based on Sparse Grid methods and utilize the extra mixed regularity between dimensions (spatial or stochastic) to reduce the work complexity of different methods. In fact, in some cases we may get the rate of work complexity that is independent of the number of dimensions.
