On the Utility of Graphics Cards to Perform Massively Parallel Simulation of Advanced Monte Carlo Methods
Lee, Anthony, Yau, Christopher, Giles, Michael B., Doucet, Arnaud, Holmes, Christopher C.
Published in Journal of computational and graphical statistics (01.12.2010)
Published in Journal of computational and graphical statistics (01.12.2010)
Get full text
Journal Article
Loop Tiling in Large-Scale Stencil Codes at Run-Time with OPS
Reguly, Istvan Z., Mudalige, Gihan R., Giles, Michael B.
Published in IEEE transactions on parallel and distributed systems (01.04.2018)
Published in IEEE transactions on parallel and distributed systems (01.04.2018)
Get full text
Journal Article
Multilevel and Quasi Monte Carlo Methods for the Calculation of the Expected Value of Partial Perfect Information
Fang, Wei, Wang, Zhenru, Giles, Michael B., Jackson, Chris H., Welton, Nicky J., Andrieu, Christophe, Thom, Howard
Published in Medical decision making (01.02.2022)
Published in Medical decision making (01.02.2022)
Get full text
Journal Article
Random Bit Quadrature and Approximation of Distributions on Hilbert Spaces
Giles, Michael B., Hefter, Mario, Mayer, Lukas, Ritter, Klaus
Published in Foundations of computational mathematics (01.02.2019)
Published in Foundations of computational mathematics (01.02.2019)
Get full text
Journal Article
Extending the Multi-level Method for the Simulation of Stochastic Biological Systems
Lester, Christopher, Baker, Ruth E., Giles, Michael B., Yates, Christian A.
Published in Bulletin of mathematical biology (01.08.2016)
Published in Bulletin of mathematical biology (01.08.2016)
Get full text
Journal Article
Stochastic Finite Differences and Multilevel Monte Carlo for a Class of SPDEs in Finance
Giles, Michael B., Reisinger, Christoph
Published in SIAM journal on financial mathematics (01.01.2012)
Published in SIAM journal on financial mathematics (01.01.2012)
Get full text
Journal Article
Comparison of preparative reversed phase liquid chromatography and countercurrent chromatography for the kilogram scale purification of crude spinetoram insecticide
DeAmicis, Carl, Edwards, Neil A., Giles, Michael B., Harris, Guy H., Hewitson, Peter, Janaway, Lee, Ignatova, Svetlana
Published in Journal of Chromatography A (09.09.2011)
Published in Journal of Chromatography A (09.09.2011)
Get full text
Journal Article
Conference Proceeding
The VOLNA-OP2 tsunami code (version 1.5)
Reguly, Istvan Z., Giles, Daniel, Gopinathan, Devaraj, Quivy, Laure, Beck, Joakim H., Giles, Michael B., Guillas, Serge, Dias, Frederic
Published in Geoscientific Model Development (19.11.2018)
Published in Geoscientific Model Development (19.11.2018)
Get full text
Journal Article
Analysing multi-level Monte Carlo for options with non-globally Lipschitz payoff
Giles, Michael B., Higham, Desmond J., Mao, Xuerong
Published in Finance and stochastics (01.09.2009)
Published in Finance and stochastics (01.09.2009)
Get full text
Journal Article