Nested multilevel Monte Carlo methods and a modified Euler-Maruyama scheme utilising approximate Gaussian random variables suitable for vectorised hardware and low-precisions. - Oliver Sheridan-Methven (2021)

Analysis of Nested Multilevel Monte Carlo Using Approximate Normal Random Variables. - Michael B. Giles; Oliver Sheridan-Methven (SIAM/ASA J. Uncertain. Quantification, 2022)

Approximating Inverse Cumulative Distribution Functions to Produce Approximate Random Variables. - Michael B. Giles; Oliver Sheridan-Methven (ACM Trans. Math. Softw., 2023)

Multilevel Monte Carlo methods for simulating forward-backward stochastic differential equations using neural networks. - Oliver Sheridan-Methven (CoRR, 2024)

Rounding Error Using Low Precision Approximate Random Variables. - Michael B. Giles; Oliver Sheridan-Methven (SIAM J. Sci. Comput., 2024)