Numerical methods for high-dimensional probability density function equations.
Heyrim ChoDaniele VenturiGeorge E. KarniadakisPublished in: J. Comput. Phys. (2016)
Keyphrases
- numerical methods
- probability density function
- high dimensional
- low dimensional
- differential equations
- density function
- probability distribution
- numerical solution
- nearest neighbor
- similarity search
- gaussian mixture model
- high dimensional data
- partial differential equations
- data points
- dimensionality reduction
- expectation maximization
- probability density
- statistical methods
- bayesian framework
- level set method
- mixture model
- distance function
- euclidean space
- em algorithm
- high order
- higher order
- principal component analysis