Weak antithetic MLMC estimation of SDEs with the Milstein scheme for low-dimensional Wiener processes.
Kristian DebrabantAzadeh GhasemifardNicky C. MattssonPublished in: Appl. Math. Lett. (2019)
Keyphrases
- low dimensional
- high dimensional
- dimensionality reduction
- principal component analysis
- high dimensional data
- detection scheme
- manifold learning
- computer vision
- data sets
- multiscale
- input space
- estimation algorithm
- classification scheme
- nonlinear dimensionality reduction
- component analysis
- euclidean space
- dimension reduction
- image processing