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

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title

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

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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 publication profile

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cites work

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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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Identifiers

zbMATH Open document ID

1435.68258

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Mathematics Subject Classification ID

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10.1007/S10444-019-09723-8

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Sitelinks

Mathematics(1 entry)

mardi Publication:2305540