Ghouil, Djoweyda; Ourbih-Tari, Megdouda Bayesian autoregressive adaptive refined descriptive sampling algorithm in the Monte Carlo simulation. (English) Zbl 07740719 Stat. Theory Relat. Fields 7, No. 3, 177-187 (2023). MSC: 62-XX PDF BibTeX XML Cite \textit{D. Ghouil} and \textit{M. Ourbih-Tari}, Stat. Theory Relat. Fields 7, No. 3, 177--187 (2023; Zbl 07740719) Full Text: DOI
Li, Lu; Tan, Kai; Wen, Xuerong Meggie; Yu, Zhou Variable-dependent partial dimension reduction. (English) Zbl 07740656 Test 32, No. 2, 521-541 (2023). MSC: 62G08 62G20 PDF BibTeX XML Cite \textit{L. Li} et al., Test 32, No. 2, 521--541 (2023; Zbl 07740656) Full Text: DOI
Ferré, Grégoire Stochastic viscosity approximations of Hamilton-Jacobi equations and variance reduction. (English) Zbl 07739214 ESAIM, Math. Model. Numer. Anal. 57, No. 4, 2301-2318 (2023). MSC: 35F21 35R60 62-XX 60H30 65C05 PDF BibTeX XML Cite \textit{G. Ferré}, ESAIM, Math. Model. Numer. Anal. 57, No. 4, 2301--2318 (2023; Zbl 07739214) Full Text: DOI arXiv
Wu, Mengmeng; Jia, Ruoxi; Lin, Changle; Huang, Wei; Chang, Xiangyu Variance reduced Shapley value estimation for trustworthy data valuation. (English) Zbl 07736995 Comput. Oper. Res. 159, Article ID 106305, 9 p. (2023). MSC: 62-XX 91-XX PDF BibTeX XML Cite \textit{M. Wu} et al., Comput. Oper. Res. 159, Article ID 106305, 9 p. (2023; Zbl 07736995) Full Text: DOI arXiv
Pavliotis, Grigorios A.; Stoltz, Gabriel; Vaes, Urbain Mobility estimation for Langevin dynamics using control variates. (English) Zbl 07733291 Multiscale Model. Simul. 21, No. 2, 680-715 (2023). MSC: 65C30 35Q84 82C31 82M22 PDF BibTeX XML Cite \textit{G. A. Pavliotis} et al., Multiscale Model. Simul. 21, No. 2, 680--715 (2023; Zbl 07733291) Full Text: DOI arXiv
Fedin, Nikita; Gorbunov, Eduard Byzantine-robust loopless stochastic variance-reduced gradient. (English) Zbl 07730541 Khachay, Michael (ed.) et al., Mathematical optimization theory and operations research. 22nd international conference, MOTOR 2023, Ekaterinburg, Russia, July 2–8, 2023. Proceedings. Cham: Springer. Lect. Notes Comput. Sci. 13930, 39-53 (2023). MSC: 90Cxx 90Bxx PDF BibTeX XML Cite \textit{N. Fedin} and \textit{E. Gorbunov}, Lect. Notes Comput. Sci. 13930, 39--53 (2023; Zbl 07730541) Full Text: DOI arXiv
Demange-Chryst, Julien; Bachoc, François; Morio, Jérôme Efficient estimation of multiple expectations with the same sample by adaptive importance sampling and control variates. (English) Zbl 1517.62013 Stat. Comput. 33, No. 5, Paper No. 103, 15 p. (2023). MSC: 62-08 PDF BibTeX XML Cite \textit{J. Demange-Chryst} et al., Stat. Comput. 33, No. 5, Paper No. 103, 15 p. (2023; Zbl 1517.62013) Full Text: DOI arXiv
Feng, Junkai; Yang, Ruiqi; Zhang, Haibin; Zhang, Zhenning Online non-monotone DR-submodular maximization: 1/4 approximation ratio and sublinear regret. (English) Zbl 07724738 Zhang, Yong (ed.) et al., Computing and combinatorics. 28th international conference, COCOON 2022, Shenzhen, China, October 22–24, 2022. Proceedings. Cham: Springer. Lect. Notes Comput. Sci. 13595, 118-125 (2023). MSC: 68Rxx PDF BibTeX XML Cite \textit{J. Feng} et al., Lect. Notes Comput. Sci. 13595, 118--125 (2023; Zbl 07724738) Full Text: DOI
Pan, Qingquan; Lv, Huanwen; Tang, Songqian; Xiong, Jinbiao; Liu, Xiaojing Pointing probability driven semi-analytic Monte Carlo method (PDMC). I: Global variance reduction for large-scale radiation transport analysis. (English) Zbl 07723521 Comput. Phys. Commun. 291, Article ID 108850, 13 p. (2023). MSC: 82-XX 80-XX PDF BibTeX XML Cite \textit{Q. Pan} et al., Comput. Phys. Commun. 291, Article ID 108850, 13 p. (2023; Zbl 07723521) Full Text: DOI
Berahas, Albert S.; Shi, Jiahao; Yi, Zihong; Zhou, Baoyu Accelerating stochastic sequential quadratic programming for equality constrained optimization using predictive variance reduction. (English) Zbl 07722195 Comput. Optim. Appl. 86, No. 1, 79-116 (2023). MSC: 90Cxx PDF BibTeX XML Cite \textit{A. S. Berahas} et al., Comput. Optim. Appl. 86, No. 1, 79--116 (2023; Zbl 07722195) Full Text: DOI arXiv
Song, Chenxiao; Kawai, Reiichiro Batching adaptive variance reduction. (English) Zbl 1515.65015 ACM Trans. Model. Comput. Simul. 33, No. 1-2, Paper No. 3, 24 p. (2023). MSC: 65C05 62L20 93E35 PDF BibTeX XML Cite \textit{C. Song} and \textit{R. Kawai}, ACM Trans. Model. Comput. Simul. 33, No. 1--2, Paper No. 3, 24 p. (2023; Zbl 1515.65015) Full Text: DOI
Alfonsi, Aurélien; Lapeyre, Bernard; Lelong, Jérôme How many inner simulations to compute conditional expectations with least-square Monte Carlo? (English) Zbl 1517.65005 Methodol. Comput. Appl. Probab. 25, No. 3, Paper No. 71, 25 p. (2023). MSC: 65C05 91G60 PDF BibTeX XML Cite \textit{A. Alfonsi} et al., Methodol. Comput. Appl. Probab. 25, No. 3, Paper No. 71, 25 p. (2023; Zbl 1517.65005) Full Text: DOI arXiv
Wang, Lei; Liu, Xin A variance-reduced stochastic gradient tracking algorithm for decentralized optimization with orthogonality constraints. (English) Zbl 07715867 J. Ind. Manag. Optim. 19, No. 10, 7753-7776 (2023). MSC: 90C06 90C30 90C15 PDF BibTeX XML Cite \textit{L. Wang} and \textit{X. Liu}, J. Ind. Manag. Optim. 19, No. 10, 7753--7776 (2023; Zbl 07715867) Full Text: DOI arXiv
Fort, Gersende; Moulines, Eric Stochastic variable metric proximal gradient with variance reduction for non-convex composite optimization. (English) Zbl 1517.62017 Stat. Comput. 33, No. 3, Paper No. 65, 30 p. (2023). MSC: 62-08 90C25 PDF BibTeX XML Cite \textit{G. Fort} and \textit{E. Moulines}, Stat. Comput. 33, No. 3, Paper No. 65, 30 p. (2023; Zbl 1517.62017) Full Text: DOI arXiv
Pratiwi, Bunga C.; Dusseldorp, Elise; Karch, Julian D.; de Rooij, Mark Predictive performance of psychological tests: is it better to use items than subscales? (English) Zbl 07711795 Comput. Stat. Data Anal. 185, Article ID 107767, 22 p. (2023). MSC: 62-08 PDF BibTeX XML Cite \textit{B. C. Pratiwi} et al., Comput. Stat. Data Anal. 185, Article ID 107767, 22 p. (2023; Zbl 07711795) Full Text: DOI
Xu, Jiajun; Sen, Suvrajeet Compromise policy for multi-stage stochastic linear programming: variance and bias reduction. (English) Zbl 07706565 Comput. Oper. Res. 153, Article ID 106132, 15 p. (2023). MSC: 90Bxx PDF BibTeX XML Cite \textit{J. Xu} and \textit{S. Sen}, Comput. Oper. Res. 153, Article ID 106132, 15 p. (2023; Zbl 07706565) Full Text: DOI
Ben Alaya, Mohamed; Hajji, Kaouther; Kebaier, Ahmed Adaptive importance sampling for multilevel Monte Carlo Euler method. (English) Zbl 1517.60024 Stochastics 95, No. 2, 303-327 (2023). MSC: 60E07 60G51 60F05 62L20 65C05 60H35 PDF BibTeX XML Cite \textit{M. Ben Alaya} et al., Stochastics 95, No. 2, 303--327 (2023; Zbl 1517.60024) Full Text: DOI
Lykkegaard, M. B.; Dodwell, T. J.; Fox, C.; Mingas, G.; Scheichl, R. Multilevel delayed acceptance MCMC. (English) Zbl 1515.62045 SIAM/ASA J. Uncertain. Quantif. 11, 1-30 (2023). MSC: 62F15 62M05 65C05 65C40 PDF BibTeX XML Cite \textit{M. B. Lykkegaard} et al., SIAM/ASA J. Uncertain. Quantif. 11, 1--30 (2023; Zbl 1515.62045) Full Text: DOI arXiv
Abbaspour, Manijeh; Vajargah, Kianoush Fathi; Azhdari, Parvin An efficient algorithm for pricing reinsurance contract under the regime-switching model. (English) Zbl 07704408 Math. Comput. Simul. 211, 278-300 (2023). MSC: 91-XX 62-XX PDF BibTeX XML Cite \textit{M. Abbaspour} et al., Math. Comput. Simul. 211, 278--300 (2023; Zbl 07704408) Full Text: DOI
Pan, Qingquan; Wang, Lianjie; Cai, Yun; Liu, Xiaojing; Xiong, Jinbiao Density-extrapolation global variance reduction (DeGVR) method for large-scale radiation field calculation. (English) Zbl 07703973 Comput. Math. Appl. 143, 10-22 (2023). MSC: 81-XX 82-XX PDF BibTeX XML Cite \textit{Q. Pan} et al., Comput. Math. Appl. 143, 10--22 (2023; Zbl 07703973) Full Text: DOI
Wang, Qingsong; Cui, Chunfeng; Han, Deren Accelerated doubly stochastic gradient descent for tensor CP decomposition. (English) Zbl 1515.65110 J. Optim. Theory Appl. 197, No. 2, 665-704 (2023). MSC: 65F99 15A69 90C26 90C30 PDF BibTeX XML Cite \textit{Q. Wang} et al., J. Optim. Theory Appl. 197, No. 2, 665--704 (2023; Zbl 1515.65110) Full Text: DOI
Nguyen, Van Dung; Vũ, Băng Công A stochastic variance reduction algorithm with Bregman distances for structured composite problems. (English) Zbl 07702615 Optimization 72, No. 6, 1463-1484 (2023). MSC: 90C15 65K10 65Y20 90C25 PDF BibTeX XML Cite \textit{V. D. Nguyen} and \textit{B. C. Vũ}, Optimization 72, No. 6, 1463--1484 (2023; Zbl 07702615) Full Text: DOI arXiv
Hamedani, Erfan Yazdandoost; Jalilzadeh, Afrooz A stochastic variance-reduced accelerated primal-dual method for finite-sum saddle-point problems. (English) Zbl 07693266 Comput. Optim. Appl. 85, No. 2, 653-679 (2023). MSC: 90C47 PDF BibTeX XML Cite \textit{E. Y. Hamedani} and \textit{A. Jalilzadeh}, Comput. Optim. Appl. 85, No. 2, 653--679 (2023; Zbl 07693266) Full Text: DOI arXiv
Plaskota, Leszek; Przybyłowicz, Paweł; Stȩpień, Łukasz Monte Carlo integration of \(C^r\) functions with adaptive variance reduction: an asymptotic analysis. (English) Zbl 1515.65014 BIT 63, No. 2, Paper No. 32, 24 p. (2023). MSC: 65C05 65D30 PDF BibTeX XML Cite \textit{L. Plaskota} et al., BIT 63, No. 2, Paper No. 32, 24 p. (2023; Zbl 1515.65014) Full Text: DOI arXiv
Li, Gen; Shi, Laixi; Chen, Yuxin; Chi, Yuejie Breaking the sample complexity barrier to regret-optimal model-free reinforcement learning. (English) Zbl 07688060 Inf. Inference 12, No. 2, 969-1043 (2023). MSC: 68Txx 62-XX PDF BibTeX XML Cite \textit{G. Li} et al., Inf. Inference 12, No. 2, 969--1043 (2023; Zbl 07688060) Full Text: DOI arXiv
Beznosikov, A. N.; Gasnikov, A. V.; Zainullina, K. E.; Maslovskii, A. Yu.; Pasechnyuk, D. A. A unified analysis of variational inequality methods: variance reduction, sampling, quantization, and coordinate descent. (English. Russian original) Zbl 07681783 Comput. Math. Math. Phys. 63, No. 2, 147-174 (2023); translation from Zh. Vychisl. Mat. Mat. Fiz. 63, No. 2, 189-217 (2023). MSC: 65-XX 49-XX PDF BibTeX XML Cite \textit{A. N. Beznosikov} et al., Comput. Math. Math. Phys. 63, No. 2, 147--174 (2023; Zbl 07681783); translation from Zh. Vychisl. Mat. Mat. Fiz. 63, No. 2, 189--217 (2023) Full Text: DOI arXiv
He, Lulu; Ye, Jimin; Jianwei, E. Accelerated stochastic variance reduction for a class of convex optimization problems. (English) Zbl 1517.90102 J. Optim. Theory Appl. 196, No. 3, 810-828 (2023). MSC: 90C25 90C15 PDF BibTeX XML Cite \textit{L. He} et al., J. Optim. Theory Appl. 196, No. 3, 810--828 (2023; Zbl 1517.90102) Full Text: DOI
Li, Tianjiao; Lan, Guanghui; Pananjady, Ashwin Accelerated and instance-optimal policy evaluation with linear function approximation. (English) Zbl 07669892 SIAM J. Math. Data Sci. 5, No. 1, 174-200 (2023). MSC: 62M20 68Q25 90C15 90C60 93E10 PDF BibTeX XML Cite \textit{T. Li} et al., SIAM J. Math. Data Sci. 5, No. 1, 174--200 (2023; Zbl 07669892) Full Text: DOI arXiv
Horváth, Samuel; Kovalev, Dmitry; Mishchenko, Konstantin; Richtárik, Peter; Stich, Sebastian Stochastic distributed learning with gradient quantization and double-variance reduction. (English) Zbl 1515.90081 Optim. Methods Softw. 38, No. 1, 91-106 (2023). MSC: 90C15 90C06 PDF BibTeX XML Cite \textit{S. Horváth} et al., Optim. Methods Softw. 38, No. 1, 91--106 (2023; Zbl 1515.90081) Full Text: DOI
Hu, Jia; Han, Congying; Guo, Tiande; Zhao, Tong On inexact stochastic splitting methods for a class of nonconvex composite optimization problems with relative error. (English) Zbl 07663249 Optim. Methods Softw. 38, No. 1, 1-33 (2023). MSC: 47N10 65K10 PDF BibTeX XML Cite \textit{J. Hu} et al., Optim. Methods Softw. 38, No. 1, 1--33 (2023; Zbl 07663249) Full Text: DOI
Davis, Damek Variance reduction for root-finding problems. (English) Zbl 1514.90184 Math. Program. 197, No. 1 (A), 375-410 (2023). MSC: 90C25 90C15 PDF BibTeX XML Cite \textit{D. Davis}, Math. Program. 197, No. 1 (A), 375--410 (2023; Zbl 1514.90184) Full Text: DOI
Hu, Junpeng; Jin, Shi; Li, Jinglai; Zhang, Lei On multilevel Monte Carlo methods for deterministic and uncertain hyperbolic systems. (English) Zbl 07649268 J. Comput. Phys. 475, Article ID 111847, 30 p. (2023). MSC: 65Cxx 65Mxx 60Hxx PDF BibTeX XML Cite \textit{J. Hu} et al., J. Comput. Phys. 475, Article ID 111847, 30 p. (2023; Zbl 07649268) Full Text: DOI arXiv
Zhang, Dewei; Davanloo Tajbakhsh, Sam Riemannian stochastic variance-reduced cubic regularized Newton method for submanifold optimization. (English) Zbl 1511.90419 J. Optim. Theory Appl. 196, No. 1, 324-361 (2023). MSC: 90C48 90C15 90C53 PDF BibTeX XML Cite \textit{D. Zhang} and \textit{S. Davanloo Tajbakhsh}, J. Optim. Theory Appl. 196, No. 1, 324--361 (2023; Zbl 1511.90419) Full Text: DOI arXiv
Xu, Yangyang; Xu, Yibo Momentum-based variance-reduced proximal stochastic gradient method for composite nonconvex stochastic optimization. (English) Zbl 1511.90313 J. Optim. Theory Appl. 196, No. 1, 266-297 (2023). MSC: 90C15 90C26 65K05 68Q25 PDF BibTeX XML Cite \textit{Y. Xu} and \textit{Y. Xu}, J. Optim. Theory Appl. 196, No. 1, 266--297 (2023; Zbl 1511.90313) Full Text: DOI arXiv
Sadr, Mohsen; Hadjiconstantinou, Nicolas G. A variance-reduced direct Monte Carlo simulation method for solving the Boltzmann equation over a wide range of rarefaction. (English) Zbl 07620361 J. Comput. Phys. 472, Article ID 111677, 17 p. (2023). MSC: 76Pxx 82Cxx 76Mxx PDF BibTeX XML Cite \textit{M. Sadr} and \textit{N. G. Hadjiconstantinou}, J. Comput. Phys. 472, Article ID 111677, 17 p. (2023; Zbl 07620361) Full Text: DOI
Long, Xian-Jun; He, Yue-Hong A fast stochastic approximation-based subgradient extragradient algorithm with variance reduction for solving stochastic variational inequality problems. (English) Zbl 1497.65102 J. Comput. Appl. Math. 420, Article ID 114786, 14 p. (2023). MSC: 65K15 90C33 90C15 PDF BibTeX XML Cite \textit{X.-J. Long} and \textit{Y.-H. He}, J. Comput. Appl. Math. 420, Article ID 114786, 14 p. (2023; Zbl 1497.65102) Full Text: DOI
Xiong, Meixin; Chen, Liuhong; Ming, Ju Quantify uncertainty by estimating the probability density function of the output of interest using MLMC based Bayes method. (English) Zbl 07599034 Discrete Contin. Dyn. Syst., Ser. B 28, No. 1, 707-721 (2023). MSC: 62F15 62G07 65C05 35R60 PDF BibTeX XML Cite \textit{M. Xiong} et al., Discrete Contin. Dyn. Syst., Ser. B 28, No. 1, 707--721 (2023; Zbl 07599034) Full Text: DOI
Dunn, William L.; Shultis, J. Kenneth Exploring Monte Carlo methods. 2nd edition. (English) Zbl 1491.65002 Amsterdam: Elsevier/Academic Press (ISBN 978-0-12-819739-4/pbk; 978-0-12-819745-5/ebook). xxii, 570 p. (2023). MSC: 65-01 65C05 65C10 65C40 65J10 PDF BibTeX XML Cite \textit{W. L. Dunn} and \textit{J. K. Shultis}, Exploring Monte Carlo methods. 2nd edition. Amsterdam: Elsevier/Academic Press (2023; Zbl 1491.65002) Full Text: DOI
Li, Wenjie; Wang, Zhanyu; Zhang, Yichen; Cheng, Guang Variance reduction on general adaptive stochastic mirror descent. (English) Zbl 07694475 Mach. Learn. 111, No. 12, 4639-4677 (2022). MSC: 68T05 PDF BibTeX XML Cite \textit{W. Li} et al., Mach. Learn. 111, No. 12, 4639--4677 (2022; Zbl 07694475) Full Text: DOI arXiv
Dubois-Taine, Benjamin; Vaswani, Sharan; Babanezhad, Reza; Schmidt, Mark; Lacoste-Julien, Simon SVRG meets AdaGrad: painless variance reduction. (English) Zbl 07694467 Mach. Learn. 111, No. 12, 4359-4409 (2022). MSC: 68T05 PDF BibTeX XML Cite \textit{B. Dubois-Taine} et al., Mach. Learn. 111, No. 12, 4359--4409 (2022; Zbl 07694467) Full Text: DOI arXiv
He, Yue-Hong; Long, Xian-Jun A variance-based proximal backward-forward algorithm with line search for stochastic mixed variational inequalities. (English) Zbl 1504.65137 Pac. J. Optim. 18, No. 4, 713-735 (2022). MSC: 65K15 90C33 90C15 PDF BibTeX XML Cite \textit{Y.-H. He} and \textit{X.-J. Long}, Pac. J. Optim. 18, No. 4, 713--735 (2022; Zbl 1504.65137) Full Text: Link
Wang, Bingcan; Zhang, Baoxue; Yan, Haibo Functional sufficient dimension reduction based on weighted method. (English) Zbl 07632244 Commun. Stat., Simulation Comput. 51, No. 11, 6902-6923 (2022). MSC: 62-XX PDF BibTeX XML Cite \textit{B. Wang} et al., Commun. Stat., Simulation Comput. 51, No. 11, 6902--6923 (2022; Zbl 07632244) Full Text: DOI
Driggs, Derek; Liang, Jingwei; Schönlieb, Carola-Bibiane On biased stochastic gradient estimation. (English) Zbl 07625177 J. Mach. Learn. Res. 23, Paper No. 24, 43 p. (2022). MSC: 68T05 PDF BibTeX XML Cite \textit{D. Driggs} et al., J. Mach. Learn. Res. 23, Paper No. 24, 43 p. (2022; Zbl 07625177) Full Text: arXiv Link
Ghosh, Tomojit; Kirby, Michael Supervised dimensionality reduction and visualization using centroid-encoder. (English) Zbl 07625173 J. Mach. Learn. Res. 23, Paper No. 20, 34 p. (2022). MSC: 68T05 PDF BibTeX XML Cite \textit{T. Ghosh} and \textit{M. Kirby}, J. Mach. Learn. Res. 23, Paper No. 20, 34 p. (2022; Zbl 07625173) Full Text: arXiv Link
Verma, Bhisham Dev; Pratap, Rameshwar; Thakur, Manoj Variance reduction in feature hashing using MLE and control variate method. (English) Zbl 07624251 Mach. Learn. 111, No. 7, 2631-2662 (2022). MSC: 68T05 PDF BibTeX XML Cite \textit{B. D. Verma} et al., Mach. Learn. 111, No. 7, 2631--2662 (2022; Zbl 07624251) Full Text: DOI
Freidel, Laurent; Teh, Nicholas J. Substantive general covariance and the Einstein-Klein dispute: a Noetherian approach. (English) Zbl 1517.83018 Read, James (ed.) et al., The philosophy and physics of Noether’s theorems. A centenary volume. Cambridge: Cambridge University Press. 274-295 (2022). MSC: 83C40 70H33 62J10 70S15 PDF BibTeX XML Cite \textit{L. Freidel} and \textit{N. J. Teh}, in: The philosophy and physics of Noether's theorems. A centenary volume. Cambridge: Cambridge University Press. 274--295 (2022; Zbl 1517.83018) Full Text: DOI arXiv Link
Zhang, Junyu; Xiao, Lin Stochastic variance-reduced prox-linear algorithms for nonconvex composite optimization. (English) Zbl 07606027 Math. Program. 195, No. 1-2 (A), 649-691 (2022). MSC: 68Q25 68W20 90C26 PDF BibTeX XML Cite \textit{J. Zhang} and \textit{L. Xiao}, Math. Program. 195, No. 1--2 (A), 649--691 (2022; Zbl 07606027) Full Text: DOI arXiv
Hu, Wenjuan; Guo, Jiaxian; Wang, Guochang; Zhang, Baoxue Weight fused functional sliced average variance estimation. (English) Zbl 07603798 Commun. Stat., Simulation Comput. 51, No. 9, 5000-5008 (2022). MSC: 62-XX PDF BibTeX XML Cite \textit{W. Hu} et al., Commun. Stat., Simulation Comput. 51, No. 9, 5000--5008 (2022; Zbl 07603798) Full Text: DOI
Cui, Shisheng; Shanbhag, Uday; Staudigl, Mathias; Vuong, Phan Stochastic relaxed inertial forward-backward-forward splitting for monotone inclusions in Hilbert spaces. (English) Zbl 1503.47068 Comput. Optim. Appl. 83, No. 2, 465-524 (2022). Reviewer: K. C. Sivakumar (Chennai) MSC: 47H05 PDF BibTeX XML Cite \textit{S. Cui} et al., Comput. Optim. Appl. 83, No. 2, 465--524 (2022; Zbl 1503.47068) Full Text: DOI arXiv
Morin, Martin; Giselsson, Pontus Cocoercivity, smoothness and bias in variance-reduced stochastic gradient methods. (English) Zbl 1500.65030 Numer. Algorithms 91, No. 2, 749-772 (2022). MSC: 65K05 90C15 90C25 PDF BibTeX XML Cite \textit{M. Morin} and \textit{P. Giselsson}, Numer. Algorithms 91, No. 2, 749--772 (2022; Zbl 1500.65030) Full Text: DOI arXiv
Park, Yujin; Kim, Kyongwon; Yoo, Jae Keun On cross-distance selection algorithm for hybrid sufficient dimension reduction. (English) Zbl 07584297 Comput. Stat. Data Anal. 176, Article ID 107562, 10 p. (2022). MSC: 62-XX PDF BibTeX XML Cite \textit{Y. Park} et al., Comput. Stat. Data Anal. 176, Article ID 107562, 10 p. (2022; Zbl 07584297) Full Text: DOI
Liu, Bingjie; Yue, Xubo; Byon, Eunshin; Al Kontar, Raed Parameter calibration in wake effect simulation model with stochastic gradient descent and stratified sampling. (English) Zbl 1498.62333 Ann. Appl. Stat. 16, No. 3, 1795-1821 (2022). MSC: 62P30 PDF BibTeX XML Cite \textit{B. Liu} et al., Ann. Appl. Stat. 16, No. 3, 1795--1821 (2022; Zbl 1498.62333) Full Text: DOI
Dhulipala, Somayajulu L. N.; Shields, Michael D.; Spencer, Benjamin W.; Bolisetti, Chandrakanth; Slaughter, Andrew E.; Labouré, Vincent M.; Chakroborty, Promit Active learning with multifidelity modeling for efficient rare event simulation. (English) Zbl 07578913 J. Comput. Phys. 468, Article ID 111506, 24 p. (2022). MSC: 65Cxx 65Nxx 62Fxx PDF BibTeX XML Cite \textit{S. L. N. Dhulipala} et al., J. Comput. Phys. 468, Article ID 111506, 24 p. (2022; Zbl 07578913) Full Text: DOI arXiv
Frommer, Andreas; Khalil, Mostafa Nasr; Ramirez-Hidalgo, Gustavo A multilevel approach to variance reduction in the stochastic estimation of the trace of a matrix. (English) Zbl 1507.65088 SIAM J. Sci. Comput. 44, No. 4, A2536-A2556 (2022). Reviewer: Jaromír Antoch (Praha) MSC: 65F60 65C05 15A15 PDF BibTeX XML Cite \textit{A. Frommer} et al., SIAM J. Sci. Comput. 44, No. 4, A2536--A2556 (2022; Zbl 1507.65088) Full Text: DOI arXiv
Li, Lu; Zhou, Niwen; Zhu, Lixing Outcome regression-based estimation of conditional average treatment effect. (English) Zbl 07572409 Ann. Inst. Stat. Math. 74, No. 5, 987-1041 (2022). MSC: 62-XX PDF BibTeX XML Cite \textit{L. Li} et al., Ann. Inst. Stat. Math. 74, No. 5, 987--1041 (2022; Zbl 07572409) Full Text: DOI arXiv
Laguzet, Laetitia; Turinici, Gabriel A cell-based population control of Monte Carlo particles for the global variance reduction for transport equations. (English) Zbl 07568531 J. Comput. Phys. 467, Article ID 111373, 26 p. (2022). MSC: 65Cxx 65Rxx 82Cxx PDF BibTeX XML Cite \textit{L. Laguzet} and \textit{G. Turinici}, J. Comput. Phys. 467, Article ID 111373, 26 p. (2022; Zbl 07568531) Full Text: DOI
Kahalé, Nabil On the effective dimension and multilevel Monte Carlo. (English) Zbl 07562334 Oper. Res. Lett. 50, No. 4, 415-421 (2022). MSC: 90-XX PDF BibTeX XML Cite \textit{N. Kahalé}, Oper. Res. Lett. 50, No. 4, 415--421 (2022; Zbl 07562334) Full Text: DOI arXiv
Pan, Qing; Zhao, Xiaobing Multi-index additive model and its application in medical cost forecast. (Chinese. English summary) Zbl 1499.62391 Chin. J. Appl. Probab. Stat. 38, No. 1, 43-52 (2022). MSC: 62P05 62N02 PDF BibTeX XML Cite \textit{Q. Pan} and \textit{X. Zhao}, Chin. J. Appl. Probab. Stat. 38, No. 1, 43--52 (2022; Zbl 1499.62391) Full Text: Link
Teng, Huei-Wen; Kang, Ming-Hsuan On accelerating Monte Carlo integration using orthogonal projections. (English) Zbl 1490.65004 Methodol. Comput. Appl. Probab. 24, No. 2, 1143-1168 (2022). MSC: 65C05 91G60 PDF BibTeX XML Cite \textit{H.-W. Teng} and \textit{M.-H. Kang}, Methodol. Comput. Appl. Probab. 24, No. 2, 1143--1168 (2022; Zbl 1490.65004) Full Text: DOI
Nguyen, Lam M.; van Dijk, Marten; Phan, Dzung T.; Nguyen, Phuong Ha; Weng, Tsui-Wei; Kalagnanam, Jayant R. Finite-sum smooth optimization with SARAH. (English) Zbl 1494.90087 Comput. Optim. Appl. 82, No. 3, 561-593 (2022). MSC: 90C26 PDF BibTeX XML Cite \textit{L. M. Nguyen} et al., Comput. Optim. Appl. 82, No. 3, 561--593 (2022; Zbl 1494.90087) Full Text: DOI arXiv
South, L. F.; Karvonen, T.; Nemeth, C.; Girolami, M.; Oates, C. J. Semi-exact control functionals from Sard’s method. (English) Zbl 07543328 Biometrika 109, No. 2, 351-367 (2022). MSC: 62-XX PDF BibTeX XML Cite \textit{L. F. South} et al., Biometrika 109, No. 2, 351--367 (2022; Zbl 07543328) Full Text: DOI arXiv Link
Cherabli, Meriem; Ourbih-Tari, Megdouda; Boubalou, Meriem Refined descriptive sampling simulated annealing algorithm for solving the traveling salesman problem. (English) Zbl 1493.65008 Monte Carlo Methods Appl. 28, No. 2, 175-188 (2022). MSC: 65C05 65C10 90C27 90C59 PDF BibTeX XML Cite \textit{M. Cherabli} et al., Monte Carlo Methods Appl. 28, No. 2, 175--188 (2022; Zbl 1493.65008) Full Text: DOI
Hertrich, Johannes; Steidl, Gabriele Inertial stochastic PALM and applications in machine learning. (English) Zbl 1487.65065 Sampl. Theory Signal Process. Data Anal. 20, No. 1, Paper No. 4, 33 p. (2022). MSC: 65K05 60H25 90C15 90C26 68T07 PDF BibTeX XML Cite \textit{J. Hertrich} and \textit{G. Steidl}, Sampl. Theory Signal Process. Data Anal. 20, No. 1, Paper No. 4, 33 p. (2022; Zbl 1487.65065) Full Text: DOI arXiv
Xing, Yue; Sit, Tony; Ying Wong, Hoi Variance reduction for risk measures with importance sampling in nested simulation. (English) Zbl 1489.91311 Quant. Finance 22, No. 4, 657-673 (2022). MSC: 91G60 65C05 91G70 91G20 60G40 PDF BibTeX XML Cite \textit{Y. Xing} et al., Quant. Finance 22, No. 4, 657--673 (2022; Zbl 1489.91311) Full Text: DOI
Auster, Johan; Mathys, Ludovic; Maeder, Fabio JDOI variance reduction method and the pricing of American-style options. (English) Zbl 1486.91091 Quant. Finance 22, No. 4, 639-656 (2022). MSC: 91G60 65R20 65C05 91G20 60G40 PDF BibTeX XML Cite \textit{J. Auster} et al., Quant. Finance 22, No. 4, 639--656 (2022; Zbl 1486.91091) Full Text: DOI arXiv
Fertl, Lukas; Bura, Efstathia Conditional variance estimator for sufficient dimension reduction. (English) Zbl 07526609 Bernoulli 28, No. 3, 1862-1891 (2022). MSC: 62Gxx 62Hxx 62Jxx PDF BibTeX XML Cite \textit{L. Fertl} and \textit{E. Bura}, Bernoulli 28, No. 3, 1862--1891 (2022; Zbl 07526609) Full Text: DOI arXiv Link
Belomestny, Denis; Iosipoi, Leonid; Paris, Quentin; Zhivotovskiy, Nikita Empirical variance minimization with applications in variance reduction and optimal control. (English) Zbl 07526588 Bernoulli 28, No. 2, 1382-1407 (2022). MSC: 62Gxx 62Hxx 60Gxx PDF BibTeX XML Cite \textit{D. Belomestny} et al., Bernoulli 28, No. 2, 1382--1407 (2022; Zbl 07526588) Full Text: DOI arXiv Link
Bomarito, G. F.; Leser, P. E.; Warner, J. E.; Leser, W. P. On the optimization of approximate control variates with parametrically defined estimators. (English) Zbl 07517168 J. Comput. Phys. 451, Article ID 110882, 20 p. (2022). MSC: 65Cxx 62Fxx 62Hxx PDF BibTeX XML Cite \textit{G. F. Bomarito} et al., J. Comput. Phys. 451, Article ID 110882, 20 p. (2022; Zbl 07517168) Full Text: DOI arXiv
Zakrad, Az-eddine; Nasroallah, Abdelaziz Estimation of steady-state quantities of an HMM with some rarely generated emissions. (English) Zbl 1483.62145 Monte Carlo Methods Appl. 28, No. 1, 27-44 (2022). MSC: 62M05 62G05 65C05 PDF BibTeX XML Cite \textit{A.-e. Zakrad} and \textit{A. Nasroallah}, Monte Carlo Methods Appl. 28, No. 1, 27--44 (2022; Zbl 1483.62145) Full Text: DOI
Tran-Dinh, Quoc; Pham, Nhan H.; Phan, Dzung T.; Nguyen, Lam M. A hybrid stochastic optimization framework for composite nonconvex optimization. (English) Zbl 1489.90143 Math. Program. 191, No. 2 (A), 1005-1071 (2022). MSC: 90C26 90-08 PDF BibTeX XML Cite \textit{Q. Tran-Dinh} et al., Math. Program. 191, No. 2 (A), 1005--1071 (2022; Zbl 1489.90143) Full Text: DOI arXiv
Driggs, Derek; Ehrhardt, Matthias J.; Schönlieb, Carola-Bibiane Accelerating variance-reduced stochastic gradient methods. (English) Zbl 1489.90113 Math. Program. 191, No. 2 (A), 671-715 (2022). MSC: 90C25 90C15 90C60 68Q25 90C06 PDF BibTeX XML Cite \textit{D. Driggs} et al., Math. Program. 191, No. 2 (A), 671--715 (2022; Zbl 1489.90113) Full Text: DOI arXiv
Fries, Christian P. Stochastic algorithmic differentiation of (expectations of) discontinuous functions (indicator functions). (English) Zbl 1499.65005 Int. J. Comput. Math. 99, No. 2, 204-226 (2022). MSC: 65C05 65D25 PDF BibTeX XML Cite \textit{C. P. Fries}, Int. J. Comput. Math. 99, No. 2, 204--226 (2022; Zbl 1499.65005) Full Text: DOI arXiv
Dupuis, Paul; Wu, Guo-Jhen Analysis and optimization of certain parallel Monte Carlo methods in the low temperature limit. (English) Zbl 1484.60030 Multiscale Model. Simul. 20, No. 1, 220-249 (2022). MSC: 60F10 65C05 PDF BibTeX XML Cite \textit{P. Dupuis} and \textit{G.-J. Wu}, Multiscale Model. Simul. 20, No. 1, 220--249 (2022; Zbl 1484.60030) Full Text: DOI arXiv
Belomestny, D.; Moulines, E.; Samsonov, S. Variance reduction for additive functionals of Markov chains via martingale representations. (English) Zbl 1482.62003 Stat. Comput. 32, No. 1, Paper No. 16, 22 p. (2022). MSC: 62-08 PDF BibTeX XML Cite \textit{D. Belomestny} et al., Stat. Comput. 32, No. 1, Paper No. 16, 22 p. (2022; Zbl 1482.62003) Full Text: DOI arXiv
Yang, Zhen-Ping; Lin, Gui-Hua Two fast variance-reduced proximal gradient algorithms for SMVIPs – stochastic mixed variational inequality problems with suitable applications to stochastic network games and traffic assignment problems. (English) Zbl 1484.90128 J. Comput. Appl. Math. 408, Article ID 114132, 25 p. (2022). MSC: 90C33 90C15 PDF BibTeX XML Cite \textit{Z.-P. Yang} and \textit{G.-H. Lin}, J. Comput. Appl. Math. 408, Article ID 114132, 25 p. (2022; Zbl 1484.90128) Full Text: DOI
Song, Yuping; Hou, Weijie; Lin, Zhengyan Double smoothed volatility estimation of potentially non-stationary jump-diffusion model of Shibor. (English) Zbl 1493.62591 J. Time Ser. Anal. 43, No. 1, 53-82 (2022). MSC: 62P05 62M05 62G20 91G30 PDF BibTeX XML Cite \textit{Y. Song} et al., J. Time Ser. Anal. 43, No. 1, 53--82 (2022; Zbl 1493.62591) Full Text: DOI
Xin, Ran; Khan, Usman A.; Kar, Soummya Fast decentralized nonconvex finite-sum optimization with recursive variance reduction. (English) Zbl 1484.90090 SIAM J. Optim. 32, No. 1, 1-28 (2022). MSC: 90C26 90C15 93A16 PDF BibTeX XML Cite \textit{R. Xin} et al., SIAM J. Optim. 32, No. 1, 1--28 (2022; Zbl 1484.90090) Full Text: DOI arXiv
Kuntz, Juan; Crucinio, Francesca R.; Johansen, Adam M. Product-form estimators: exploiting independence to scale up Monte Carlo. (English) Zbl 1477.62011 Stat. Comput. 32, No. 1, Paper No. 12, 22 p. (2022). MSC: 62-08 65C05 PDF BibTeX XML Cite \textit{J. Kuntz} et al., Stat. Comput. 32, No. 1, Paper No. 12, 22 p. (2022; Zbl 1477.62011) Full Text: DOI arXiv
Wang, Xiaodi; Chen, Xueping; Lin, Dennis K. J. Sliced symmetrical Latin hypercube designs. (English) Zbl 1476.62169 J. Stat. Plann. Inference 218, 59-72 (2022). MSC: 62K99 05B15 62K15 PDF BibTeX XML Cite \textit{X. Wang} et al., J. Stat. Plann. Inference 218, 59--72 (2022; Zbl 1476.62169) Full Text: DOI
Schuster, C. U.; Johnson, T.; Papp, G.; Bilato, R.; Sipilä, S.; Varje, J.; Hasenöhrl, M. Moment-preserving and mesh-adaptive reweighting method for rare-event sampling in Monte-Carlo algorithms. (English) Zbl 07695794 Comput. Phys. Commun. 267, Article ID 108041, 12 p. (2021). MSC: 82-XX 62-XX PDF BibTeX XML Cite \textit{C. U. Schuster} et al., Comput. Phys. Commun. 267, Article ID 108041, 12 p. (2021; Zbl 07695794) Full Text: DOI arXiv
Champciaux, Valentin; Garcia Hernandez, Juan Carlos; Agelou, Mathieu A breakdown of the pseudo-deterministic transport variance reduction method: formalization and usage considerations. (English) Zbl 07692463 Comput. Phys. Commun. 264, Article ID 107979, 5 p. (2021). MSC: 81-XX 82-XX PDF BibTeX XML Cite \textit{V. Champciaux} et al., Comput. Phys. Commun. 264, Article ID 107979, 5 p. (2021; Zbl 07692463) Full Text: DOI
Fujisawa, Masahiro; Sato, Issei Multilevel Monte Carlo variational inference. (English) Zbl 07626793 J. Mach. Learn. Res. 22, Paper No. 278, 44 p. (2021). MSC: 68T05 PDF BibTeX XML Cite \textit{M. Fujisawa} and \textit{I. Sato}, J. Mach. Learn. Res. 22, Paper No. 278, 44 p. (2021; Zbl 07626793) Full Text: arXiv Link
Ding, Zhiyan; Li, Qin Langevin Monte Carlo: random coordinate descent and variance reduction. (English) Zbl 07626720 J. Mach. Learn. Res. 22, Paper No. 205, 51 p. (2021). MSC: 68T05 PDF BibTeX XML Cite \textit{Z. Ding} and \textit{Q. Li}, J. Mach. Learn. Res. 22, Paper No. 205, 51 p. (2021; Zbl 07626720) Full Text: arXiv Link
Yun, Sangwoon; Sun, Xiang; Choi, Jung-Il Stochastic gradient methods for \(L^2\)-Wasserstein least squares problem of Gaussian measures. (English) Zbl 1492.90112 J. Korean Soc. Ind. Appl. Math. 25, No. 4, 162-172 (2021). MSC: 90C15 90C25 90C30 PDF BibTeX XML Cite \textit{S. Yun} et al., J. Korean Soc. Ind. Appl. Math. 25, No. 4, 162--172 (2021; Zbl 1492.90112) Full Text: DOI
Zhang, Suhua; A, Chunxiang; Lai, Yongzeng Efficient multiple control variate method with applications to exotic option pricing. (English) Zbl 07532948 Commun. Stat., Theory Methods 50, No. 6, 1275-1294 (2021). MSC: 62-XX PDF BibTeX XML Cite \textit{S. Zhang} et al., Commun. Stat., Theory Methods 50, No. 6, 1275--1294 (2021; Zbl 07532948) Full Text: DOI
Kebaili, Siham; Ourbih-Tari, Megdouda; Aloui, Abdelouhab; Guebli, Sofia Adaptive refined descriptive sampling algorithm for dependent variables using Iman and Conover method in Monte Carlo simulation. (English) Zbl 07531005 Commun. Stat., Theory Methods 50, No. 15, 3632-3644 (2021). MSC: 62-XX PDF BibTeX XML Cite \textit{S. Kebaili} et al., Commun. Stat., Theory Methods 50, No. 15, 3632--3644 (2021; Zbl 07531005) Full Text: DOI
Xue, Wei; Wan, Pengcheng; Li, Qiao; Zhong, Ping; Yu, Gaohang; Tao, Tao An online conjugate gradient algorithm for large-scale data analysis in machine learning. (English) Zbl 1485.65062 AIMS Math. 6, No. 2, 1515-1537 (2021). MSC: 65K05 68W27 PDF BibTeX XML Cite \textit{W. Xue} et al., AIMS Math. 6, No. 2, 1515--1537 (2021; Zbl 1485.65062) Full Text: DOI
Yang, Zhuang; Chen, Zengping; Wang, Cheng Accelerating mini-batch SARAH by step size rules. (English) Zbl 1484.90060 Inf. Sci. 558, 157-173 (2021). MSC: 90C15 PDF BibTeX XML Cite \textit{Z. Yang} et al., Inf. Sci. 558, 157--173 (2021; Zbl 1484.90060) Full Text: DOI arXiv
Wang, Ting; Knap, Jaroslaw Stochastic gradient descent for semilinear elliptic equations with uncertainties. (English) Zbl 07510059 J. Comput. Phys. 426, Article ID 109945, 21 p. (2021). MSC: 65-XX 60-XX PDF BibTeX XML Cite \textit{T. Wang} and \textit{J. Knap}, J. Comput. Phys. 426, Article ID 109945, 21 p. (2021; Zbl 07510059) Full Text: DOI arXiv
Kulesza, Joel A.; Solomon, Clell J.; Kiedrowski, Brian C. Discrete ordinates analysis of the forced-flight variance reduction technique in Monte Carlo neutral particle transport simulations. (English) Zbl 07500733 J. Comput. Phys. 429, Article ID 109997, 36 p. (2021). MSC: 82-XX 65-XX PDF BibTeX XML Cite \textit{J. A. Kulesza} et al., J. Comput. Phys. 429, Article ID 109997, 36 p. (2021; Zbl 07500733) Full Text: DOI
Ghosal, Indrayudh; Hooker, Giles Boosting random forests to reduce bias; one-step boosted forest and its variance estimate. (English) Zbl 07499870 J. Comput. Graph. Stat. 30, No. 2, 493-502 (2021). MSC: 62-XX PDF BibTeX XML Cite \textit{I. Ghosal} and \textit{G. Hooker}, J. Comput. Graph. Stat. 30, No. 2, 493--502 (2021; Zbl 07499870) Full Text: DOI arXiv
Schuster, Ingmar; Klebanov, Ilja Markov chain importance sampling – a highly efficient estimator for MCMC. (English) Zbl 07499858 J. Comput. Graph. Stat. 30, No. 2, 260-268 (2021). MSC: 62-XX PDF BibTeX XML Cite \textit{I. Schuster} and \textit{I. Klebanov}, J. Comput. Graph. Stat. 30, No. 2, 260--268 (2021; Zbl 07499858) Full Text: DOI
Zhou, Tingyou; Dong, Yuexiao; Zhu, Liping Testing the linear mean and constant variance conditions in sufficient dimension reduction. (English) Zbl 07484104 Stat. Sin. 31, No. 4, 2179-2194 (2021). MSC: 62-XX PDF BibTeX XML Cite \textit{T. Zhou} et al., Stat. Sin. 31, No. 4, 2179--2194 (2021; Zbl 07484104) Full Text: DOI
Li, Shuoran; Ko, Young Myoung; Byon, Eunshin Nonparametric importance sampling for wind turbine reliability analysis with stochastic computer models. (English) Zbl 1498.62332 Ann. Appl. Stat. 15, No. 4, 1850-1871 (2021). MSC: 62P30 62G07 90B25 PDF BibTeX XML Cite \textit{S. Li} et al., Ann. Appl. Stat. 15, No. 4, 1850--1871 (2021; Zbl 1498.62332) Full Text: DOI
Borovykh, A.; Kantas, N.; Parpas, P.; Pavliotis, G. A. On stochastic mirror descent with interacting particles: convergence properties and variance reduction. (English) Zbl 1498.90155 Physica D 418, Article ID 132844, 21 p. (2021). Reviewer: Samir Kumar Neogy (New Delhi) MSC: 90C25 PDF BibTeX XML Cite \textit{A. Borovykh} et al., Physica D 418, Article ID 132844, 21 p. (2021; Zbl 1498.90155) Full Text: DOI arXiv
Gotoh, Jun-ya; Kim, Michael Jong; Lim, Andrew E. B. Calibration of distributionally robust empirical optimization models. (English) Zbl 1485.90080 Oper. Res. 69, No. 5, 1630-1650 (2021). MSC: 90C17 PDF BibTeX XML Cite \textit{J.-y. Gotoh} et al., Oper. Res. 69, No. 5, 1630--1650 (2021; Zbl 1485.90080) Full Text: DOI arXiv
Driggs, Derek; Tang, Junqi; Liang, Jingwei; Davies, Mike; Schönlieb, Carola-Bibiane A stochastic proximal alternating minimization for nonsmooth and nonconvex optimization. (English) Zbl 1479.90166 SIAM J. Imaging Sci. 14, No. 4, 1932-1970 (2021). MSC: 90C26 90C15 90C30 49M27 PDF BibTeX XML Cite \textit{D. Driggs} et al., SIAM J. Imaging Sci. 14, No. 4, 1932--1970 (2021; Zbl 1479.90166) Full Text: DOI
Gladin, E.; Alkousa, M.; Gasnikov, A. Solving convex min-min problems with smoothness and strong convexity in one group of variables and low dimension in the other. (English. Russian original) Zbl 1483.90111 Autom. Remote Control 82, No. 10, 1679-1691 (2021); translation from Avtom. Telemekh. 2021, No. 10, 60-75 (2021). MSC: 90C25 PDF BibTeX XML Cite \textit{E. Gladin} et al., Autom. Remote Control 82, No. 10, 1679--1691 (2021; Zbl 1483.90111); translation from Avtom. Telemekh. 2021, No. 10, 60--75 (2021) Full Text: DOI arXiv
Leluc, Rémi; Portier, François; Segers, Johan Control variate selection for Monte Carlo integration. (English) Zbl 1475.62046 Stat. Comput. 31, No. 4, Paper No. 50, 27 p. (2021). MSC: 62-08 62J07 65C05 PDF BibTeX XML Cite \textit{R. Leluc} et al., Stat. Comput. 31, No. 4, Paper No. 50, 27 p. (2021; Zbl 1475.62046) Full Text: DOI arXiv
Lye, Kjetil O.; Mishra, Siddhartha; Molinaro, Roberto A multi-level procedure for enhancing accuracy of machine learning algorithms. (English) Zbl 1482.65149 Eur. J. Appl. Math. 32, No. 3, 436-469 (2021). MSC: 65M06 65M08 65M75 68T07 62F15 62C10 PDF BibTeX XML Cite \textit{K. O. Lye} et al., Eur. J. Appl. Math. 32, No. 3, 436--469 (2021; Zbl 1482.65149) Full Text: DOI arXiv