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Numerical Integration

Numerical integration is the task to calculate the numerical value of a definite integral or the numerical solution of differential equations.

Papers

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Showing 181–190 of 242 papers

TitleStatusHype
Revealing hidden dynamics from time-series data by ODENet—0
Connecting the Dots: Numerical Randomized Hamiltonian Monte Carlo with State-Dependent Event RatesCode0
Maximum likelihood estimation of the Fisher-Bingham distribution via efficient calculation of its normalizing constant—0
Multilevel Monte Carlo with Numerical Smoothing for Robust and Efficient Computation of Probabilities and Densities—0
i-flow: High-dimensional Integration and Sampling with Normalizing FlowsCode0
Transformation of ReLU-based recurrent neural networks from discrete-time to continuous-timeCode0
Estimation of Spectral Risk Measures—0
On two ways to use determinantal point processes for Monte Carlo integration—0
Neural Integration of Continuous Dynamics—0
Quasi-Monte Carlo sampling for machine-learning partial differential equations—0
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