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A variational Crank-Nicolson ensemble Monte Carlo algorithm for a heat equation under uncertainty.

Changlun YeTingfu YaoHai BiXianbing Luo
Published in: J. Comput. Appl. Math. (2024)
Keyphrases
  • monte carlo
  • learning algorithm
  • search space
  • k means
  • distance metric
  • training data
  • optimal solution
  • particle filter
  • expectation maximization
  • dynamic programming
  • probabilistic model
  • monte carlo tree search