On the complexity of computing quadrature formulas for marginal distributions of SDEs.
Thomas Müller-GronbachKlaus RitterLarisa YaroslavtsevaPublished in: J. Complex. (2015)
Keyphrases
- marginal distributions
- joint distribution
- random fields
- marginal probabilities
- probability distribution
- wavelet coefficients
- linear combination
- machine learning
- dependence structure
- data sets
- maximum entropy
- random variables
- maximum likelihood
- least squares
- small number
- computational complexity
- reinforcement learning
- training data
- decision trees