Michael B. Giles

58 papers A 1C 2Misc 1Journal 45Unranked 9

Year	Rank	Type	Title / Venue / Authors
2025	J	`jnl`	A nested MLMC framework for efficient simulations on FPGAs. CoRR Irina-Beatrice Haas, Michael B. Giles
2025	J	`jnl`	A nested MLMC framework for efficient simulations on FPGAs. Monte Carlo Methods Appl. Irina-Beatrice Haas, Michael B. Giles
2025	J	`jnl`	Multilevel lattice-based kernel approximation for elliptic PDEs with random coefficients. CoRR Alexander D. Gilbert, Michael B. Giles, Frances Y. Kuo, Ian H. Sloan, Abirami Srikumar
2024	—	`conf`	Approximation of an Inverse of the Incomplete Beta Function. ICMS Michael B. Giles, Casper Beentjes
2024	J	`jnl`	Rounding Error Using Low Precision Approximate Random Variables. SIAM J. Sci. Comput. Michael B. Giles, Oliver Sheridan-Methven
2024	J	`jnl`	Strong convergence of path sensitivities. CoRR Michael B. Giles
2023	J	`jnl`	Approximating Inverse Cumulative Distribution Functions to Produce Approximate Random Variables. ACM Trans. Math. Softw. Michael B. Giles, Oliver Sheridan-Methven
2023	J	`jnl`	MLMC techniques for discontinuous functions. CoRR Michael B. Giles
2022	J	`jnl`	Analysis of Nested Multilevel Monte Carlo Using Approximate Normal Random Variables. SIAM/ASA J. Uncertain. Quantification Michael B. Giles, Oliver Sheridan-Methven
2022	J	`jnl`	Multilevel Path Branching for Digital Options. CoRR Michael B. Giles, Abdul-Lateef Haji-Ali
2021	J	`jnl`	Multilevel Quasi Monte Carlo Methods for Elliptic PDEs with Random Field Coefficients via Fast White Noise Sampling. SIAM J. Sci. Comput. Matteo Croci, Michael B. Giles, Patrick E. Farrell
2020	J	`jnl`	Approximating inverse cumulative distribution functions to produce approximate random variables. CoRR Oliver Sheridan-Methven, Michael B. Giles
2020	J	`jnl`	Multi-level Monte Carlo methods for the approximation of invariant measures of stochastic differential equations. Stat. Comput. Michael B. Giles, Mateusz B. Majka, Lukasz Szpruch, Sebastian J. Vollmer, Konstantinos C. Zygalakis
2020	J	`jnl`	Multilevel Monte Carlo Estimation of the Expected Value of Sample Information. SIAM/ASA J. Uncertain. Quantification Tomohiko Hironaka, Michael B. Giles, Takashi Goda, Howard Thom
2020	J	`jnl`	Rounding error using low precision approximate random variables. CoRR Oliver Sheridan-Methven, Michael B. Giles
2019	J	`jnl`	Decision-making under uncertainty: using MLMC for efficient estimation of EVPPI. Stat. Comput. Michael B. Giles, Takashi Goda
2019	J	`jnl`	Generalised multilevel Picard approximations. CoRR Michael B. Giles, Arnulf Jentzen, Timo Welti
2019	J	`jnl`	Large-scale performance of a DSL-based multi-block structured-mesh application for Direct Numerical Simulation. J. Parallel Distributed Comput. Gihan R. Mudalige, I. Z. Reguly, Satya P. Jammy, Christian T. Jacobs, Michael B. Giles, Neil D. Sandham
2019	J	`jnl`	Multilevel Monte Carlo estimation of the expected value of sample information. CoRR Tomohiko Hironaka, Michael B. Giles, Takashi Goda, Howard Thom
2019	J	`jnl`	Multilevel Nested Simulation for Efficient Risk Estimation. SIAM/ASA J. Uncertain. Quantification Michael B. Giles, Abdul-Lateef Haji-Ali
2019	J	`jnl`	Multilevel quasi Monte Carlo methods for elliptic PDEs with random field coefficients via fast white noise sampling. CoRR Matteo Croci, Michael B. Giles, Patrick E. Farrell
2019	J	`jnl`	Random Bit Quadrature and Approximation of Distributions on Hilbert Spaces. Found. Comput. Math. Michael B. Giles, Mario Hefter, Lukas Mayer, Klaus Ritter
2019	J	`jnl`	Random bit multilevel algorithms for stochastic differential equations. J. Complex. Michael B. Giles, Mario Hefter, Lukas Mayer, Klaus Ritter
2019	J	`jnl`	Sub-sampling and other considerations for efficient risk estimation in large portfolios. CoRR Michael B. Giles, Abdul-Lateef Haji-Ali
2019	J	`jnl`	Using GPUs to accelerate computational diffusion MRI: From microstructure estimation to tractography and connectomes. NeuroImage Moisés Hernández-Fernández, István Zoltan Reguly, Saâd Jbabdi, Michael B. Giles, Stephen M. Smith, Stamatios N. Sotiropoulos
2018	J	`jnl`	Efficient White Noise Sampling and Coupling for Multilevel Monte Carlo with Nonnested Meshes. SIAM/ASA J. Uncertain. Quantification Matteo Croci, Michael B. Giles, Marie E. Rognes, Patrick E. Farrell
2018	J	`jnl`	Loop Tiling in Large-Scale Stencil Codes at Run-Time with OPS. IEEE Trans. Parallel Distributed Syst. István Z. Reguly, Gihan R. Mudalige, Michael B. Giles
2018	J	`jnl`	Multilevel Estimation of Expected Exit Times and Other Functionals of Stopped Diffusions. SIAM/ASA J. Uncertain. Quantification Michael B. Giles, Francisco Bernal
2018	J	`jnl`	Multilevel Monte Carlo and improved timestepping methods in atmospheric dispersion modelling. J. Comput. Phys. Grigoris Katsiolides, Eike Hermann Müller, Robert Scheichl, Tony Shardlow, Michael B. Giles, David J. Thomson
2017	—	`conf`	Beyond 16GB: Out-of-Core Stencil Computations. MCHPC@SC István Z. Reguly, Gihan R. Mudalige, Michael B. Giles
2017	J	`jnl`	Beyond 16GB: Out-of-Core Stencil Computations. CoRR István Z. Reguly, Gihan R. Mudalige, Michael B. Giles
2017	J	`jnl`	Multilevel Monte Carlo for exponential Lévy models. Finance Stochastics Michael B. Giles, Yuan Xia
2016	J	`jnl`	Acceleration of a Full-Scale Industrial CFD Application with OP2. IEEE Trans. Parallel Distributed Syst. István Z. Reguly, Gihan R. Mudalige, Carlo Bertolli, Michael B. Giles, Adam Betts, Paul H. J. Kelly, David Radford
2016	J	`jnl`	Algorithm 955: Approximation of the Inverse Poisson Cumulative Distribution Function. ACM Trans. Math. Softw. Michael B. Giles
2016	J	`jnl`	An Empirical Interpolation and Model-Variance Reduction Method for Computing Statistical Outputs of Parametrized Stochastic Partial Differential Equations. SIAM/ASA J. Uncertain. Quantification Ferran Vidal-Codina, Ngoc Cuong Nguyen, Michael B. Giles, Jaime Peraire
2016	—	`conf`	Auto-vectorizing a large-scale production unstructured-mesh CFD application. WPMVP@PPoPP Gihan R. Mudalige, I. Z. Reguly, Michael B. Giles
2016	—	`conf`	High Performance Computing on the IBM Power8 Platform. ISC Workshops István Z. Reguly, Abdoul-Kader Keita, Rafik Zurob, Michael B. Giles
2016	J	`jnl`	Manycore Algorithms for Batch Scalar and Block Tridiagonal Solvers. ACM Trans. Math. Softw. Endre László, Michael B. Giles, Jeremy Appleyard
2015	J	`jnl`	A model and variance reduction method for computing statistical outputs of stochastic elliptic partial differential equations. J. Comput. Phys. Ferran Vidal-Codina, Ngoc Cuong Nguyen, Michael B. Giles, Jaime Peraire
2015	C	`conf`	Analysis of parallel processor architectures for the solution of the Black-Scholes PDE. ISCAS Endre László, Zoltán Nagy, Michael B. Giles, István Z. Reguly, Jeremy Appleyard, Péter Szolgay
2015	—	`conf`	Benchmarking the IBM Power8 processor. CASCON István Z. Reguly, Abdoul-Kader Keita, Michael B. Giles
2015	C	`conf`	Design and Development of Domain Specific Active Libraries with Proxy Applications. CLUSTER István Zoltan Reguly, Gihan R. Mudalige, Michael B. Giles
2015	J	`jnl`	Finite Element Algorithms and Data Structures on Graphical Processing Units. Int. J. Parallel Program. I. Z. Reguly, Michael B. Giles
2015	J	`jnl`	Multilevel Monte Carlo Approximation of Distribution Functions and Densities. SIAM/ASA J. Uncertain. Quantification Michael B. Giles, Tigran Nagapetyan, Klaus Ritter
2015	J	`jnl`	Multilevel Monte Carlo methods. Acta Numer. Michael B. Giles
2014	J	`jnl`	Acceleration of a Full-scale Industrial CFD Application with OP2. CoRR István Z. Reguly, Gihan R. Mudalige, Carlo Bertolli, Michael B. Giles, Adam Betts, Paul H. J. Kelly, David Radford
2014	J	`jnl`	Adjoint Methods in Computational Science, Engineering, and Finance (Dagstuhl Seminar 14371). Dagstuhl Reports Nicolas R. Gauger, Michael B. Giles, Max D. Gunzburger, Uwe Naumann
2014	—	`conf`	Non-nested Adaptive Timesteps in Multilevel Monte Carlo Computations. MCQMC Michael B. Giles, Christopher Lester, James Whittle
2014	—	`conf`	Performance Analysis of a High-Level Abstractions-Based Hydrocode on Future Computing Systems. PMBS@SC Gihan R. Mudalige, I. Z. Reguly, Michael B. Giles, A. C. Mallinson, W. P. Gaudin, J. A. Herdman
2014	—	`conf`	The OPS domain specific abstraction for multi-block structured grid computations. WOLFHPC@SC István Z. Reguly, Gihan R. Mudalige, Michael B. Giles, Dan Curran, Simon McIntosh-Smith
2013	J	`jnl`	Further analysis of multilevel Monte Carlo methods for elliptic PDEs with random coefficients. Numerische Mathematik Aretha L. Teckentrup, Robert Scheichl, Michael B. Giles, Elisabeth Ullmann
2012	J	`jnl`	Stochastic Finite Differences and Multilevel Monte Carlo for a Class of SPDEs in Finance. SIAM J. Financial Math. Michael B. Giles, Christoph Reisinger
2009	J	`jnl`	Analysing multi-level Monte Carlo for options with non-globally Lipschitz payoff. Finance Stochastics Michael B. Giles, Desmond J. Higham, Xuerong Mao
2009	Misc	`conf`	Multilevel Monte Carlo for Basket Options. WSC Michael B. Giles
2008	J	`jnl`	Multilevel Monte Carlo Path Simulation. Oper. Res. Michael B. Giles
2002	A	`conf`	Grid Services in Action: Grid Enabled Optimisation and Design Search. HPDC Simon J. Cox, Richard P. Boardman, Liming Chen, Mihai C. Duta, Murat Hakki Eres, Matt J. Fairman, Zhuoan Jiao, Michael B. Giles, Carole A. Goble, Graeme E. Pound, Andy J. Keane, Mark Scott, Nigel Shadbolt, Barry Tao, Jasmin L. Wason, Gang Xue
2002	—	`conf`	XML for Visualization. EuroWeb Ken W. Brodlie, Jason D. Wood, David A. Duce, Julian R. Gallop, David Gavaghan, Michael B. Giles, S. Hague, Jeremy Walton, M. Rudgyard, Brian Collins, J. Ibbotson, Alan Knox
2000	J	`jnl`	Adjoint Recovery of Superconvergent Functionals from PDE Approximations. SIAM Rev. Niles A. Pierce, Michael B. Giles