Algorithms for Solving High Dimensional PDEs: From Nonlinear Monte Carlo to Machine Learning.
Weinan EJiequn HanArnulf JentzenPublished in: CoRR (2020)
Keyphrases
- monte carlo
- machine learning
- monte carlo methods
- stochastic approximation
- learning algorithm
- high dimensional
- monte carlo simulation
- matrix inversion
- data mining
- adaptive sampling
- markovian decision
- monte carlo tree search
- markov chain
- feature space
- decision trees
- monte carlo method
- policy evaluation
- learning tasks
- computational cost