Solving high-dimensional Kolmogorov backward equations with functional hierarchical tensor operators.
Xun TangLeah CollisLexing YingPublished in: CoRR (2024)
Keyphrases
- high dimensional
- nonlinear equations
- dimensionality reduction
- bi directional
- algebraic equations
- forward and backward
- gauss seidel method
- set of linear equations
- linear equations
- coarse to fine
- high order
- low dimensional
- combinatorial optimization
- high dimensionality
- higher order
- high dimensional data
- numerical solution
- feature space
- polynomial equations
- data points
- variable selection
- differential equations
- mathematical model
- linear systems
- sparse data
- morphological operators
- multi dimensional
- convex optimization
- parameter space
- search space
- hierarchical structure