Variational Monte Carlo -- bridging concepts of machine learning and high-dimensional partial differential equations (Q2305540): Difference between revisions

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English	Variational Monte Carlo -- bridging concepts of machine learning and high-dimensional partial differential equations	scientific article

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scholarly article

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Variational Monte Carlo -- bridging concepts of machine learning and high-dimensional partial differential equations (English)

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Philipp Trunschke

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Reinhold Schneider

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Advances in Computational Mathematics

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publication date

11 March 2020

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full work available at URL

https://arxiv.org/abs/1810.01348

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zbMATH Keywords

machine learning

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uncertainty quantification

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partial differential equations

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statistical learning

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tree tensor networks

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describes a project that uses

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MaRDI profile type

MaRDI publication profile

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Tensor networks and hierarchical tensors for the solution of high-dimensional partial differential equations

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An Introduction to Computational Stochastic PDEs

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Sparse tensor discretizations of high-dimensional parametric and stochastic PDEs

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Spectral Methods for Uncertainty Quantification

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Galerkin methods for linear and nonlinear elliptic stochastic partial differential equations

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Solution of stochastic partial differential equations using Galerkin finite element techniques

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The elements of statistical learning. Data mining, inference, and prediction

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On the stability and accuracy of least squares approximations

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Optimal weighted least-squares methods

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Vegas revisited: Adaptive Monte Carlo integration beyond factorization

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To Be or Not to be Intrusive? The Solution of Parametric and Stochastic Equations---Proper Generalized Decomposition

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ANALYTIC REGULARITY AND POLYNOMIAL APPROXIMATION OF PARAMETRIC AND STOCHASTIC ELLIPTIC PDE'S

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Convergence rates of best \(N\)-term Galerkin approximations for a class of elliptic SPDEs

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Approximation of high-dimensional parametric PDEs

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Parametric PDEs: sparse or low-rank approximations?

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Inferring solutions of differential equations using noisy multi-fidelity data

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Machine learning of linear differential equations using Gaussian processes

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DeepXDE: A Deep Learning Library for Solving Differential Equations

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Theory of uniform convergence of frequencies of events to their probabilities and problems of search for an optimal solution from empirical data

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Necessary and Sufficient Conditions for the Uniform Convergence of Means to their Expectations

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A theory of the learnable

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Decision theoretic generalizations of the PAC model for neural net and other learning applications

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Online Learning and Online Convex Optimization

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Learning Theory

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Error Estimates for Multivariate Regression on Discretized Function Spaces

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Analysis of the Generalization Error: Empirical Risk Minimization over Deep Artificial Neural Networks Overcomes the Curse of Dimensionality in the Numerical Approximation of Black--Scholes Partial Differential Equations

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An Introduction to Statistical Learning

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Finite Elements

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Approximation in learning theory

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Optimal Approximation with Sparsely Connected Deep Neural Networks

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Solving high-dimensional partial differential equations using deep learning

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The Deep Ritz Method: a deep learning-based numerical algorithm for solving variational problems

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Proof that deep artificial neural networks overcome the curse of dimensionality in the numerical approximation of Kolmogorov partial differential equations with constant diffusion and nonlinear drift coefficients

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A proof that rectified deep neural networks overcome the curse of dimensionality in the numerical approximation of semilinear heat equations

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A Proof that Artificial Neural Networks Overcome the Curse of Dimensionality in the Numerical Approximation of Black–Scholes Partial Differential Equations

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Low rank tensor recovery via iterative hard thresholding

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Size-independent sample complexity of neural networks

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Adaptive stochastic Galerkin FEM

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A convergent adaptive stochastic Galerkin finite element method with quasi-optimal spatial meshes

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Adaptive stochastic Galerkin FEM with hierarchical tensor representations

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Adaptive stochastic Galerkin FEM for lognormal coefficients in hierarchical tensor representations

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Energy Norm A Posteriori Error Estimation for Parametric Operator Equations

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Local Equilibration Error Estimators for Guaranteed Error Control in Adaptive Stochastic Higher-Order Galerkin Finite Element Methods

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A Stochastic Collocation Method for Elliptic Partial Differential Equations with Random Input Data

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An Anisotropic Sparse Grid Stochastic Collocation Method for Partial Differential Equations with Random Input Data

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Tensor-Train Decomposition

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A new scheme for the tensor representation

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Tensor Spaces and Numerical Tensor Calculus

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Non-intrusive tensor reconstruction for high-dimensional random PDEs

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N-TERM WIENER CHAOS APPROXIMATION RATES FOR ELLIPTIC PDEs WITH LOGNORMAL GAUSSIAN RANDOM INPUTS

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Stochastic differential equations. An introduction with applications.

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Stochastic Processes and Applications

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Solving the Kolmogorov PDE by means of deep learning

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Sequential Sampling for Optimal Weighted Least Squares Approximations in Hierarchical Spaces

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Lectures on the finite element method. Notes by S. Kesavan, Akhil Ranjan, M. Vanninathan

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Numerical analysis for integral and related operator equations.

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An Adaptive Multilevel Monte Carlo Method with Stochastic Bounds for Quantities of Interest with Uncertain Data

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Identifiers

zbMATH Open document ID

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Mathematics Subject Classification ID

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zbMATH DE Number

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10.1007/S10444-019-09723-8

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Sitelinks

Mathematics(1 entry)

mardi Publication:2305540

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