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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 201–242 of 242 papers

TitleStatusHype
AReS and MaRS - Adversarial and MMD-Minimizing Regression for SDEsCode0
Fast Approximation and Estimation Bounds of Kernel Quadrature for Infinitely Wide Models—0
Multi-fidelity Bayesian Optimization with Max-value Entropy Search and its parallelization—0
Generalized Score Matching for Non-Negative Data—0
Calibrating Multivariate Lévy Processes with Neural NetworksCode0
Batch Selection for Parallelisation of Bayesian QuadratureCode0
Efficient High Dimensional Bayesian Optimization with Additivity and Quadrature Fourier Features—0
Improved Calibration of Numerical Integration Error in Sigma-Point Filters—0
Asian Option Pricing with Orthogonal Polynomials—0
Probabilistic approach to limited-data computed tomography reconstruction—0
A Closed-Form Approximation of the Gaussian Noise Model in the Presence of Inter-Channel Stimulated Raman Scattering—0
Sea surface temperature prediction and reconstruction using patch-level neural network representations—0
Fast swaption pricing in Gaussian term structure models—0
Numerical Integration on Graphs: where to sample and how to weigh—0
Quadrature-based features for kernel approximationCode0
Solve the General Constrained Optimal Control Problem with Common Integration Method—0
Fast and accurate approximation of the full conditional for gamma shape parameters—0
Two-locus clines on the real line with a step environment—0
On the Sampling Problem for Kernel Quadrature—0
Scalable Variational Inference for Dynamical SystemsCode0
Targeting Bayes factors with direct-path non-equilibrium thermodynamic integration—0
Numerical Integration and Dynamic Discretization in Heuristic Search Planning over Hybrid Domains—0
Smoothing the payoff for efficient computation of Basket option prices—0
A phenomenological spatial model for macro-ecological patterns in species-rich ecosystems—0
Steerable Principal Components for Space-Frequency Localized Images—0
Convergence guarantees for kernel-based quadrature rules in misspecified settings—0
Model-Free Discretisation-Invariant Swap Contracts—0
Distance for Functional Data Clustering Based on Smoothing Parameter Commutation—0
Probabilistic Integration: A Role in Statistical Computation?—0
Μεταφορά κωδίκων της MATLAB σε προγράμματα C++ για την επίλυση Κανονικών Διαφορικών Εξισώσεων Porting MATLAB routines to C++ for the numerical integration of Ordinary Differential Equations—0
Fast Approximate Bayesian Computation for Estimating Parameters in Differential Equations—0
Approximate Inference with the Variational Holder Bound—0
Flow Segmentation in Dense Crowds—0
On the relation between Gaussian process quadratures and sigma-point methods—0
Sampling for Inference in Probabilistic Models with Fast Bayesian Quadrature—0
Why Local Search Excels in Expression Simplification—0
HEPGAME and the Simplification of Expressions—0
Constructing Low Star Discrepancy Point Sets with Genetic Algorithms—0
Active Learning of Model Evidence Using Bayesian Quadrature—0
Bayesian inference for logistic models using Polya-Gamma latent variablesCode1
A general method for debiasing a Monte Carlo estimator—0
Modelization and numerical approximation of piezoelectric thin shells Part II: Approximation by finite element methods and numerical experiments—0
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