Variance Reduction for the Equation-Free Simulation of Multiscale Stochastic Systems.
Anastasia PapavasiliouIoannis G. KevrekidisPublished in: Multiscale Model. Simul. (2007)
Keyphrases
- stochastic systems
- variance reduction
- confidence intervals
- multiscale
- sample size
- stochastic models
- monte carlo
- sample path
- wavelet transform
- markov chain
- conditional probabilities
- lower bound
- supervised learning
- machine learning
- image segmentation
- importance sampling
- feature selection
- asymptotic analysis
- learning algorithm