Solving high-dimensional eigenvalue problems using deep neural networks: A diffusion Monte Carlo like approach.
Jiequn HanJianfeng LuMo ZhouPublished in: J. Comput. Phys. (2020)
Keyphrases
- monte carlo
- eigenvalue problems
- neural network
- high dimensional
- markov chain
- monte carlo simulation
- polynomial equations
- monte carlo tree search
- monte carlo methods
- low dimensional
- dimensionality reduction
- high dimensional data
- nearest neighbor
- importance sampling
- particle filter
- adaptive sampling
- feature space
- markovian decision
- point processes
- input space
- temporal difference
- maximum likelihood
- principal component analysis
- optimal solution
- decision trees