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Extreme event probability estimation using PDE-constrained optimization and large deviation theory, with application to tsunamis.
Shanyin Tong
Eric Vanden-Eijnden
Georg Stadler
Published in:
CoRR (2020)
Keyphrases
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constrained optimization
probability estimation
large deviations
naive bayes
multi class classification
objective function
data sets
decision trees
classification accuracy
partial differential equations
heavy tailed