A multi-level dimension reduction Monte-Carlo method for jump-diffusion models.
Duy-Minh DangPublished in: J. Comput. Appl. Math. (2017)
Keyphrases
- dimension reduction
- monte carlo method
- diffusion models
- markov chain
- diffusion model
- information diffusion
- monte carlo
- feature extraction
- principal component analysis
- high dimensional
- social networks
- linear discriminant analysis
- low dimensional
- high dimensional data
- unsupervised learning
- state space
- singular value decomposition
- dimensionality reduction
- high dimensionality
- cluster analysis
- feature selection
- feature space
- image processing
- viral marketing
- genetic algorithm
- least squares
- objective function
- decision trees
- probabilistic model