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Michael B. Giles
Michael Bryce Giles – Mike B. Giles
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- affiliation: University of Oxford, UK
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2020 – today
- 2024
- [j44]Michael B. Giles
, Oliver Sheridan-Methven
Rounding Error Using Low Precision Approximate Random Variables. SIAM J. Sci. Comput. 46(4): 502- (2024) - [c19]Michael B. Giles, Casper Beentjes:
Approximation of an Inverse of the Incomplete Beta Function. ICMS 2024: 207-214 - 2023
- [j43]Michael B. Giles
Approximating Inverse Cumulative Distribution Functions to Produce Approximate Random Variables. ACM Trans. Math. Softw. 49(3): 26:1-26:29 (2023) - [i17]Michael B. Giles:
MLMC techniques for discontinuous functions. CoRR abs/2301.02882 (2023) - [i16]Jan Novotný, Karel Adámek, M. A. Clark, Mike B. Giles, Wesley Armour
Accelerating Dedispersion using Many-Core Architectures. CoRR abs/2311.05341 (2023) - 2022
- [j42]Michael B. Giles
Analysis of Nested Multilevel Monte Carlo Using Approximate Normal Random Variables. SIAM/ASA J. Uncertain. Quantification 10(1): 200-226 (2022) - [i15]Michael B. Giles, Abdul-Lateef Haji-Ali
Multilevel Path Branching for Digital Options. CoRR abs/2209.03017 (2022) - 2021
- [j41]Wei Fang
Importance Sampling for Pathwise Sensitivity of Stochastic Chaotic Systems. SIAM/ASA J. Uncertain. Quantification 9(3): 1217-1241 (2021) - [j40]Matteo Croci
Multilevel Quasi Monte Carlo Methods for Elliptic PDEs with Random Field Coefficients via Fast White Noise Sampling. SIAM J. Sci. Comput. 43(4): A2840-A2868 (2021) - [i14]Mike B. Giles, Oliver Sheridan-Methven:
Analysis of nested multilevel Monte Carlo using approximate Normal random variables. CoRR abs/2102.08164 (2021) - 2020
- [j39]Tomohiko Hironaka
Multilevel Monte Carlo Estimation of the Expected Value of Sample Information. SIAM/ASA J. Uncertain. Quantification 8(3): 1236-1259 (2020) - [j38]Michael B. Giles
Multi-level Monte Carlo methods for the approximation of invariant measures of stochastic differential equations. Stat. Comput. 30(3): 507-524 (2020) - [j37]Karel Adámek
GPU Fast Convolution via the Overlap-and-Save Method in Shared Memory. ACM Trans. Archit. Code Optim. 17(3): 18:1-18:20 (2020) - [i13]Wei Fang, Mike B. Giles:
Importance Sampling for Pathwise Sensitivity of Stochastic Chaotic Systems. CoRR abs/2005.12160 (2020) - [i12]Matteo Croci, Michael Bryce Giles:
Effects of round-to-nearest and stochastic rounding in the numerical solution of the heat equation in low precision. CoRR abs/2010.16225 (2020) - [i11]Oliver Sheridan-Methven, Michael B. Giles:
Approximating inverse cumulative distribution functions to produce approximate random variables. CoRR abs/2012.09715 (2020) - [i10]Oliver Sheridan-Methven, Michael B. Giles:
Rounding error using low precision approximate random variables. CoRR abs/2012.09739 (2020)
2010 – 2019
- 2019
- [j36]Michael B. Giles
Random Bit Quadrature and Approximation of Distributions on Hilbert Spaces. Found. Comput. Math. 19(1): 205-238 (2019) - [j35]Michael B. Giles
Random bit multilevel algorithms for stochastic differential equations. J. Complex. 54 (2019) - [j34]I. Z. Reguly
Improving resilience of scientific software through a domain-specific approach. J. Parallel Distributed Comput. 128: 99-114 (2019) - [j33]Gihan R. Mudalige
Large-scale performance of a DSL-based multi-block structured-mesh application for Direct Numerical Simulation. J. Parallel Distributed Comput. 131: 130-146 (2019) - [j32]Michael B. Giles
Multilevel Nested Simulation for Efficient Risk Estimation. SIAM/ASA J. Uncertain. Quantification 7(2): 497-525 (2019) - [j31]Moisés Hernández-Fernández, István Zoltan Reguly, Saâd Jbabdi, Michael B. Giles
Using GPUs to accelerate computational diffusion MRI: From microstructure estimation to tractography and connectomes. NeuroImage 188: 598-615 (2019) - [j30]Michael B. Giles
Decision-making under uncertainty: using MLMC for efficient estimation of EVPPI. Stat. Comput. 29(4): 739-751 (2019) - [i9]Tomohiko Hironaka
Multilevel Monte Carlo estimation of the expected value of sample information. CoRR abs/1909.00549 (2019) - [i8]Karel Adámek
GPU Fast Convolution via the Overlap-and-Save Method in Shared Memory. CoRR abs/1910.01972 (2019) - [i7]Michael B. Giles, Arnulf Jentzen, Timo Welti:
Generalised multilevel Picard approximations. CoRR abs/1911.03188 (2019) - [i6]Matteo Croci
Multilevel quasi Monte Carlo methods for elliptic PDEs with random field coefficients via fast white noise sampling. CoRR abs/1911.12099 (2019) - [i5]Michael B. Giles, Abdul-Lateef Haji-Ali:
Sub-sampling and other considerations for efficient risk estimation in large portfolios. CoRR abs/1912.05484 (2019) - 2018
- [j29]Grigoris Katsiolides, Eike Hermann Müller, Robert Scheichl
Multilevel Monte Carlo and improved timestepping methods in atmospheric dispersion modelling. J. Comput. Phys. 354: 320-343 (2018) - [j28]Michael B. Giles
Multilevel Estimation of Expected Exit Times and Other Functionals of Stopped Diffusions. SIAM/ASA J. Uncertain. Quantification 6(4): 1454-1474 (2018) - [j27]Matteo Croci
Efficient White Noise Sampling and Coupling for Multilevel Monte Carlo with Nonnested Meshes. SIAM/ASA J. Uncertain. Quantification 6(4): 1630-1655 (2018) - [j26]István Z. Reguly
Loop Tiling in Large-Scale Stencil Codes at Run-Time with OPS. IEEE Trans. Parallel Distributed Syst. 29(4): 873-886 (2018) - 2017
- [j25]Michael B. Giles
Multilevel Monte Carlo for exponential Lévy models. Finance Stochastics 21(4): 995-1026 (2017) - [c18]István Z. Reguly, Gihan R. Mudalige
Beyond 16GB: Out-of-Core Stencil Computations. MCHPC@SC 2017: 20-29 - [i4]István Z. Reguly, Gihan R. Mudalige, Mike B. Giles:
Loop Tiling in Large-Scale Stencil Codes at Run-time with OPS. CoRR abs/1704.00693 (2017) - [i3]István Z. Reguly, Gihan R. Mudalige, Michael B. Giles:
Beyond 16GB: Out-of-Core Stencil Computations. CoRR abs/1709.02125 (2017) - 2016
- [j24]I. Z. Reguly, Endre László, Gihan R. Mudalige
Vectorizing unstructured mesh computations for many-core architectures. Concurr. Comput. Pract. Exp. 28(2): 557-577 (2016) - [j23]Ferran Vidal-Codina
An Empirical Interpolation and Model-Variance Reduction Method for Computing Statistical Outputs of Parametrized Stochastic Partial Differential Equations. SIAM/ASA J. Uncertain. Quantification 4(1): 244-265 (2016) - [j22]Michael B. Giles
Algorithm 955: Approximation of the Inverse Poisson Cumulative Distribution Function. ACM Trans. Math. Softw. 42(1): 7:1-7:22 (2016) - [j21]Endre László, Michael B. Giles
Manycore Algorithms for Batch Scalar and Block Tridiagonal Solvers. ACM Trans. Math. Softw. 42(4): 31:1-31:36 (2016) - [j20]István Z. Reguly
Acceleration of a Full-Scale Industrial CFD Application with OP2. IEEE Trans. Parallel Distributed Syst. 27(5): 1265-1278 (2016) - [c17]Gihan R. Mudalige
Auto-vectorizing a large-scale production unstructured-mesh CFD application. WPMVP@PPoPP 2016: 5:1-5:8 - [c16]István Z. Reguly, Abdoul-Kader Keita, Rafik Zurob, Michael B. Giles
High Performance Computing on the IBM Power8 Platform. ISC Workshops 2016: 235-254 - 2015
- [j19]Michael B. Giles
Multilevel Monte Carlo methods. Acta Numer. 24: 259-328 (2015) - [j18]I. Z. Reguly, Michael B. Giles
Finite Element Algorithms and Data Structures on Graphical Processing Units. Int. J. Parallel Program. 43(2): 203-239 (2015) - [j17]Ferran Vidal-Codina
A model and variance reduction method for computing statistical outputs of stochastic elliptic partial differential equations. J. Comput. Phys. 297: 700-720 (2015) - [j16]Michael B. Giles
Multilevel Monte Carlo Approximation of Distribution Functions and Densities. SIAM/ASA J. Uncertain. Quantification 3(1): 267-295 (2015) - [c15]István Z. Reguly, Abdoul-Kader Keita, Michael B. Giles:
Benchmarking the IBM Power8 processor. CASCON 2015: 61-69 - [c14]István Zoltan Reguly, Gihan R. Mudalige
Design and Development of Domain Specific Active Libraries with Proxy Applications. CLUSTER 2015: 738-745 - [c13]Endre László, Zoltán Nagy, Michael B. Giles
Analysis of parallel processor architectures for the solution of the Black-Scholes PDE. ISCAS 2015: 1977-1980 - 2014
- [c12]Michael B. Giles
Non-nested Adaptive Timesteps in Multilevel Monte Carlo Computations. MCQMC 2014: 303-314 - [c11]I. Z. Reguly, Endre László, Gihan R. Mudalige
Vectorizing Unstructured Mesh Computations for Many-core Architectures. PMAM 2014: 39 - [c10]Mike B. Giles
GPU implementation of finite difference solvers. WHPCF@SC 2014: 1-8 - [c9]István Z. Reguly, Gihan R. Mudalige
The OPS domain specific abstraction for multi-block structured grid computations. WOLFHPC@SC 2014: 58-67 - [c8]Gihan R. Mudalige
Performance Analysis of a High-Level Abstractions-Based Hydrocode on Future Computing Systems. PMBS@SC 2014: 85-104 - [i2]István Z. Reguly, Gihan R. Mudalige, Carlo Bertolli, Michael B. Giles, Adam Betts, Paul H. J. Kelly, David Radford:
Acceleration of a Full-scale Industrial CFD Application with OP2. CoRR abs/1403.7209 (2014) - [i1]Nicolas R. Gauger, Michael B. Giles, Max D. Gunzburger, Uwe Naumann:
Adjoint Methods in Computational Science, Engineering, and Finance (Dagstuhl Seminar 14371). Dagstuhl Reports 4(9): 1-29 (2014) - 2013
- [j15]Mike B. Giles
Designing OP2 for GPU architectures. J. Parallel Distributed Comput. 73(11): 1451-1460 (2013) - [j14]Aretha L. Teckentrup
Further analysis of multilevel Monte Carlo methods for elliptic PDEs with random coefficients. Numerische Mathematik 125(3): 569-600 (2013) - [j13]Gihan R. Mudalige
Design and initial performance of a high-level unstructured mesh framework on heterogeneous parallel systems. Parallel Comput. 39(11): 669-692 (2013) - 2012
- [j12]Mike B. Giles
Performance Analysis and Optimization of the OP2 Framework on Many-Core Architectures. Comput. J. 55(2): 168-180 (2012) - [j11]Michael B. Giles
Stochastic Finite Differences and Multilevel Monte Carlo for a Class of SPDEs in Finance. SIAM J. Financial Math. 3(1): 572-592 (2012) - [j10]Gihan R. Mudalige, Mike B. Giles, Carlo Bertolli, Paul H. J. Kelly:
Predictive modeling and analysis of OP2 on distributed memory GPU clusters. SIGMETRICS Perform. Evaluation Rev. 40(2): 61-67 (2012) - [j9]Guido Klingbeil, Radek Erban, Mike B. Giles
Fat versus Thin Threading Approach on GPUs: Application to Stochastic Simulation of Chemical Reactions. IEEE Trans. Parallel Distributed Syst. 23(2): 280-287 (2012) - [c7]Carlo Bertolli, Adam Betts, Paul H. J. Kelly, Gihan R. Mudalige
Mesh independent loop fusion for unstructured mesh applications. Conf. Computing Frontiers 2012: 43-52 - [c6]Carlo Bertolli, Adam Betts, Nicolas Loriant, Gihan R. Mudalige
Compiler Optimizations for Industrial Unstructured Mesh CFD Applications on GPUs. LCPC 2012: 112-126 - [c5]Mike B. Giles
An Analytical Study of Loop Tiling for a Large-Scale Unstructured Mesh Application. SC Companion 2012: 477-482 - 2011
- [j8]Guido Klingbeil, Radek Erban, Mike B. Giles
STOCHSIMGPU: parallel stochastic simulation for the Systems Biology Toolbox 2 for MATLAB. Bioinform. 27(8): 1170-1171 (2011) - [j7]K. Andrew Cliffe, Mike B. Giles
Multilevel Monte Carlo methods and applications to elliptic PDEs with random coefficients. Comput. Vis. Sci. 14(1): 3-15 (2011) - [j6]Mike B. Giles, Gihan R. Mudalige
Performance analysis of the OP2 framework on many-core architectures. SIGMETRICS Perform. Evaluation Rev. 38(4): 9-15 (2011) - [c4]Carlo Bertolli, Adam Betts, Gihan R. Mudalige
Design and Performance of the OP2 Library for Unstructured Mesh Applications. Euro-Par Workshops (1) 2011: 191-200 - 2010
- [j5]Mike B. Giles
Convergence of Linearized and Adjoint Approximations for Discontinuous Solutions of Conservation Laws. Part 1: Linearized Approximations and Linearized Output Functionals. SIAM J. Numer. Anal. 48(3): 882-904 (2010) - [j4]Mike B. Giles
Convergence of Linearized and Adjoint Approximations for Discontinuous Solutions of Conservation Laws. Part 2: Adjoint Approximations and Extensions. SIAM J. Numer. Anal. 48(3): 905-921 (2010)
2000 – 2009
- 2009
- [j3]Michael B. Giles
Analysing multi-level Monte Carlo for options with non-globally Lipschitz payoff. Finance Stochastics 13(3): 403-413 (2009) - [c3]Michael B. Giles
Multilevel Monte Carlo for Basket Options. WSC 2009: 1283-1290 - 2008
- [j2]Michael B. Giles
Multilevel Monte Carlo Path Simulation. Oper. Res. 56(3): 607-617 (2008) - 2002
- [c2]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:
XML for Visualization. EuroWeb 2002 - [c1]Simon J. Cox, Richard P. Boardman, Liming Chen
Grid Services in Action: Grid Enabled Optimisation and Design Search. HPDC 2002: 413 - 2000
- [j1]Niles A. Pierce, Michael B. Giles:
Adjoint Recovery of Superconvergent Functionals from PDE Approximations. SIAM Rev. 42(2): 247-264 (2000)
Coauthor Index
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last updated on 2024-10-07 22:08 CEST by the dblp team
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