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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 151–200 of 242 papers

TitleStatusHype
Learning Nonparametric Volterra Kernels with Gaussian ProcessesCode0
Learning effective stochastic differential equations from microscopic simulations: linking stochastic numerics to deep learningCode0
Power System Transient Modeling and Simulation using Integrated Circuit—0
MAGI-X: Manifold-Constrained Gaussian Process Inference for Unknown System Dynamics—0
Least-Squares ReLU Neural Network (LSNN) Method For Scalar Nonlinear Hyperbolic Conservation Law—0
Normal Tempered Stable Processes and the Pricing of Energy Derivatives—0
The mixed deep energy method for resolving concentration features in finite strain hyperelasticity—0
Efficient time stepping for numerical integration using reinforcement learningCode0
BoXHED2.0: Scalable boosting of dynamic survival analysisCode0
Data-driven Prediction of General Hamiltonian Dynamics via Learning Exactly-Symplectic Maps—0
Revisiting the Role of Euler Numerical Integration on Acceleration and Stability in Convex Optimization—0
Analytical Study of Momentum-Based Acceleration Methods in Paradigmatic High-Dimensional Non-Convex Problems—0
Differentiable Implicit Soft-Body Physics—0
A Renormalization Group Approach to Connect Discrete- and Continuous-Time Descriptions of Gaussian Processes—0
Gauss-Legendre Features for Gaussian Process Regression—0
Efficient Solution of Boolean Satisfiability Problems with Digital MemComputing—0
On the Ergodicity, Bias and Asymptotic Normality of Randomized Midpoint Sampling Method—0
Towards a Unified Quadrature Framework for Large-Scale Kernel Machines—0
A note on the option price and 'Mass at zero in the uncorrelated SABR model and implied volatility asymptotics'Code0
Numerical Predictive Control for Delay Compensation—0
Accurate and efficient Simulation of very high-dimensional Neural Mass Models with distributed-delay Connectome Tensors—0
Symplectic Gaussian Process Regression of Hamiltonian Flow Maps—0
Ridge Regression with Over-Parametrized Two-Layer Networks Converge to Ridgelet Spectrum—0
Complete dimensional collapse in the continuum limit of a delayed SEIQR network model with separable distributed infectivity—0
PECAIQR: A Model for Infectious Disease Applied to the Covid-19 Epidemic—0
Wideband Modal Orthogonality: A New Approach for Broadband DOA Estimation—0
Learning-to-Rank with Partitioned Preference: Fast Estimation for the Plackett-Luce Model—0
Bayesian Probabilistic Numerical Integration with Tree-Based ModelsCode0
Adaptive quadrature schemes for Bayesian inference via active learning—0
On the Modeling and Simulation of Anti-Windup Proportional-Integral Controller—0
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 integrationCode0
Neural Integration of Continuous Dynamics—0
Quasi-Monte Carlo sampling for machine-learning partial differential equations—0
Learning Adaptive Regularization for Image Labeling Using Geometric Assignment—0
All-Action Policy Gradient Methods: A Numerical Integration Approach—0
Meta-Learning Runge-Kutta—0
Discrete time portfolio optimisation managing value at risk under heavy tail return distribution—0
Model inference for Ordinary Differential Equations by parametric polynomial kernel regression—0
Transfer learning enhanced physics informed neural network for phase-field modeling of fracture—0
Stochastic Runge-Kutta Accelerates Langevin Monte Carlo and Beyond—0
Structured Variational Inference in Continuous Cox Process ModelsCode0
Convergence Guarantees for Adaptive Bayesian Quadrature Methods—0
A Bulirsch-Stoer algorithm using Gaussian processes—0
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