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A Koopman framework for rare event simulation in stochastic differential equations.

Benjamin J. ZhangTuhin SahaiYoussef M. Marzouk
Published in: J. Comput. Phys. (2022)
Keyphrases
  • probabilistic model
  • training data
  • machine learning
  • learning algorithm
  • feature extraction
  • support vector
  • support vector machine