Robust Optimization of PDEs with Random Coefficients Using a Multilevel Monte Carlo Method.
Andreas Van BarelStefan VandewallePublished in: CoRR (2017)
Keyphrases
- monte carlo method
- robust optimization
- markov chain
- monte carlo
- posterior distribution
- mathematical programming
- genetic algorithm
- generalized gaussian
- bayesian learning
- wavelet coefficients
- maximum likelihood estimation
- linear combination
- lot sizing
- image denoising
- learning machines
- mathematical models
- state space
- neural network
- level set
- probability distribution
- multiscale
- machine learning
- decision theory
- feature selection
- support vector machine
- reinforcement learning