Michael Giles

University of Oxford

United Kingdom

Research Interests

Explore related searches

Professors in United Kingdom Professors in Statistics Statistics professors in United Kingdom

Contact this professor

Get a free first email built on one of their papers, ready for you to edit and send yourself.

Articles (10)

Year:

2023

Year:

2022

Year:

2022

Year:

2022

Year:

2022

Year:

2021

Year:

2021

Year:

2020

Year:

2020

Year:

2020

Collaborators (5)

Wes Armour

University of Oxford

UNITED KINGDOM

View details

Konstantinos C. Zygalakis

University of Edinburgh

UNITED KINGDOM

View details

Oliver Sheridan-Methven

University of Oxford

UNITED KINGDOM

View details

Mateusz Majka

Assistant Professor

Heriot-Watt University

UNITED KINGDOM

View details

Karel Adámek

Senior Researcher and Departmental Lecturer

University of Oxford

UNITED KINGDOM

View details

ApplyKite TwinLearns as you apply

Make your next move.

Prepare your application

Review drafts before you send them.

Michael Giles

Research Interests

Explore related searches

Contact this professor

Articles (10)

Approximating Inverse Cumulative Distribution Functions to Produce Approximate Random Variables

Subsampling and other considerations for efficient risk estimation in large portfolios

Effects of round-to-nearest and stochastic rounding in the numerical solution of the heat equation in low precision

Analysis of Nested Multilevel Monte Carlo Using Approximate Normal Random Variables

Multilevel and Quasi Monte Carlo Methods for the Calculation of the Expected Value of Partial Perfect Information

Importance Sampling for Pathwise Sensitivity of Stochastic Chaotic Systems

Multilevel Quasi Monte Carlo Methods for Elliptic PDEs with Random Field Coefficients via Fast White Noise Sampling

GPU Fast Convolution via the Overlap-and-Save Method in Shared Memory

Multi-level Monte Carlo methods for the approximation of invariant measures of stochastic differential equations

Adaptive Euler–Maruyama method for SDEs with nonglobally Lipschitz drift

Collaborators (5)

Wes Armour

Konstantinos C. Zygalakis

Oliver Sheridan-Methven

Mateusz Majka

Karel Adámek

Make your next move.