Approximation of the invariant distribution for a class of ergodic SPDEs using an explicit tamed exponential Euler scheme.
Charles-Edouard BréhierPublished in: CoRR (2020)
Keyphrases
- polynomial time approximation
- laplace transform
- approximation algorithms
- independent and identically distributed
- expected error
- approximation schemes
- mild assumptions
- randomized approximation
- training data
- probability distribution
- d objects
- spatial distribution
- uniformly distributed
- stationary distribution
- class membership
- heavy tails