Skip to main content
Integrated Intelligent Systems Lab
Integrated Intelligent Systems Lab
Home
People
All People
Principal Investigator
Research Scientists
Research Staff
Postdoctoral Fellows
Students
I2S Projects
Collaborators
Resources and Downloads
Join I2S
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.
