A low-rank control variate for multilevel Monte Carlo simulation of high-dimensional uncertain systems

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@article{Fairbanks2017ALC, title={A low-rank control variate for multilevel Monte Carlo simulation of high-dimensional uncertain systems}, author={Hillary R. Fairbanks and Alireza Doostan and Christian Ketelsen and Gianluca Iaccarino}, journal={J. Comput. Physics}, year={2017}, volume={341}, pages={121-139} }