Quasi-Monte Carlo Methods in Financial Engineering: An Equivalence Principle and Dimension Reduction.
Xiaoqun WangIan H. SloanPublished in: Oper. Res. (2011)
Keyphrases
- dimension reduction
- monte carlo methods
- monte carlo
- principal component analysis
- feature extraction
- high dimensional
- high dimensional problems
- low dimensional
- singular value decomposition
- bayesian networks
- unsupervised learning
- cluster analysis
- feature space
- high dimensional data
- monte carlo method
- feature selection
- manifold learning
- simulated annealing
- dimensionality reduction
- preprocessing
- linear discriminant analysis
- high dimensionality
- markov chain
- evolutionary algorithm
- data sets