Prof. Raul Tempone is an invited speaker at the Workshop: "Uncertainty Quantification for Multiscale Stochastic Systems and Applications", UCLA, IPAM, Los Angeles, California. Jan. 19-22, 2016

19 January, 2016

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Multi-Index Monte Carlo (MIMC) and Multi-Index Stochastic Collocation (MISC)
When sparsity meets sampling  (video & .pdf file)