Randomized Milstein algorithm for approximation of solutions of jump-diffusion SDEs.
Pawel PrzybylowiczVerena SchwarzMichaela SzölgyenyiPublished in: CoRR (2022)
Keyphrases
- benchmark problems
- detection algorithm
- optimal solution
- high accuracy
- computational complexity
- theoretical analysis
- preprocessing
- experimental evaluation
- dynamic programming
- expectation maximization
- improved algorithm
- k means
- global solution
- computational efficiency
- neural network
- optimization algorithm
- clustering method
- times faster
- closed form
- search space
- feature selection
- learning algorithm
- combinatorial optimization
- recognition algorithm
- optimal or near optimal
- polynomial time approximation
- data sets
- approximation schemes
- ant colony optimization
- probabilistic model
- computational cost
- np hard
- significant improvement
- evolutionary algorithm
- objective function
- bayesian networks
- genetic algorithm