Nonasymptotic Convergence Rate of Quasi-Monte Carlo: Applications to Linear Elliptic PDEs with Lognormal Coefficients and Importance Samplings.
Yang LiuRaúl TemponePublished in: CoRR (2023)
Keyphrases
- convergence rate
- partial differential equations
- convergence speed
- step size
- learning rate
- quasi monte carlo
- monte carlo
- linear combination
- wavelet coefficients
- numerical stability
- basis functions
- gradient method
- image processing
- numerical solution
- level set
- image denoising
- search space
- anisotropic diffusion
- feature space
- linear systems
- multi objective
- graphical models
- variance reduction