Variational Monte Carlo - bridging concepts of machine learning and high-dimensional partial differential equations.
Martin EigelReinhold SchneiderPhilipp TrunschkeSebastian WolfPublished in: Adv. Comput. Math. (2019)
Keyphrases
- monte carlo
- partial differential equations
- machine learning
- high dimensional
- numerical algorithms
- anisotropic diffusion
- level set
- image denoising
- image processing
- numerical solution
- markov chain
- importance sampling
- monte carlo tree search
- numerical methods
- energy functional
- monte carlo simulation
- evolution equation
- image enhancement
- monte carlo methods
- particle filter
- multiscale
- image segmentation
- adaptive sampling
- fourth order
- pattern recognition
- matrix inversion
- diffusion equation
- computer vision
- curve evolution
- reinforcement learning
- conditional density estimation
- markovian decision
- variational framework
- similarity measure
- feature selection