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1. Embrace rejection: Kernel matrix approximation by accelerated randomly pivoted Cholesky
   2024/10/04 by Epperly, Ethan N., Tropp, Joel A., Webber, Robert J. · 3 citations
   #65C99 #65F55 #68T05 #Computation (stat.CO) #FOS: Computer and information sciences #FOS: Mathematics #Machine Learning (stat.ML) #Numerical Analysis (math.NA)
2. Error bound analysis of the stochastic parareal algorithm
   2022/11/10 by Kamran Pentland, Massimiliano Tamborrino, Pentland, Kamran +3 · 1 citation
   Computer Science · Mathematics · #65C99 #65L70 #65Y05 #Cellular Automata and Applications #Computation (stat.CO) #FOS: Computer and information sciences #FOS: Mathematics #Matrix Theory and Algorithms #Numerical Analysis (math.NA) #Numerical methods for differential equations
3. Randomly pivoted Cholesky: Practical approximation of a kernel matrix with few entry evaluations
   2022/07/13 by Yifan Chen, Ethan N. Epperly, Chen, Yifan +5 · 11 citations
   Computer Science · Engineering · #65C99 #65F55 #68T05 #FOS: Computer and information sciences #FOS: Mathematics #Face and Expression Recognition #Machine Learning (stat.ML) #Numerical Analysis (math.NA) #Sparse and Compressive Sensing Techniques #Stochastic Gradient Optimization Techniques
4. hIPPYlib-MUQ: A Bayesian Inference Software Framework for Integration of Data with Complex Predictive Models under Uncertainty
   2021/12/01 by Kim, Ki-Tae, Villa, Umberto, Parno, Matthew +3 · 1 citation
   #35Q62 #35Q93 #35R30 #49M15 #62F15 #65C99 #65K10 #68N99 #Computation (stat.CO) #FOS: Computer and information sciences #FOS: Mathematics #Mathematical Software (cs.MS) #Numerical Analysis (math.NA) #Optimization and Control (math.OC)
5. On the speed of convergence of Picard iterations of backward stochastic differential equations
   2021/07/05 by Hutzenthaler, Martin, Kruse, Thomas, Nguyen, Tuan Anh · 1 citation
   #60G99 #60H99 #65C99 #FOS: Mathematics #Probability (math.PR)
6. A deep learning method for solving Fokker-Planck equations
   2020/12/19 by Zhai, Jiayu, Dobson, Matthew, Li, Yao · 6 citations
   #65C05 #65C99 #68T07 #FOS: Mathematics #Numerical Analysis (math.NA)
7. Deep neural network approximation for high-dimensional elliptic PDEs with boundary conditions
   2020/07/10 by Grohs, Philipp, Herrmann, Lukas · 1 citation
   #60H30 #65C99 #65M99 #FOS: Computer and information sciences #FOS: Mathematics #Machine Learning (cs.LG) #Machine Learning (stat.ML) #Numerical Analysis (math.NA)
8. Uniform random posets
   2018/10/12 by Kozieł, Patryk, Sulkowska, Małgorzata · 1 citation
   #06A06 #60J20 #65C99 #Combinatorics (math.CO) #FOS: Mathematics
9. Machine Learning for semi linear PDEs
   2018/09/20 by Chan-Wai-Nam, Quentin, Mikael, Joseph, Warin, Xavier · 5 citations
   #49L25 #65C05 #65C99 #Analysis of PDEs (math.AP) #FOS: Computer and information sciences #FOS: Mathematics #Machine Learning (cs.LG) #Machine Learning (stat.ML)
10. Polynomial Chaos Expansion for general multivariate distributions with correlated variables
    2014/06/20 by Jeroen Witteveen, Navarro, Maria, Joke Blom +2 · 2 citations
    Agricultural and Biological Sciences · Decision Sciences · #41A10 #41A58 #65C99 #FOS: Mathematics #Numerical Analysis (math.NA) #Plant Stress Responses and Tolerance #Probabilistic and Robust Engineering Design #Rice Cultivation and Yield Improvement
11. Variance components and generalized Sobol' indices
    2012/05/08 by Owen, Art B. · 3 citations
    #65C99 #Computation (stat.CO) #FOS: Computer and information sciences #FOS: Mathematics #Methodology (stat.ME) #Numerical Analysis (math.NA)
12. Multi-level Monte Carlo for continuous time Markov chains, with\n applications in biochemical kinetics
    2011/07/11 by David F. Anderson, Anderson, David F., Desmond J. Higham +1 · 4 citations
    Chemical Engineering · Mathematics · Physics and Astronomy · #60H35 #65C99 #92C40 #Advanced Chemical Physics Studies #Catalysis and Oxidation Reactions #FOS: Biological sciences #FOS: Mathematics #Markov Chains and Monte Carlo Methods #Numerical Analysis (math.NA) #Probability (math.PR) #Quantitative Methods (q-bio.QM)
13. Error Bounds for Random Matrix Approximation Schemes
    2009/11/20 by Alex Gittens, Joel A. Tropp, Gittens, Alex +1 · 1 citation
    Computer Science · Mathematics · #65C99 #65F50 (Secondary) #FOS: Mathematics #Markov Chains and Monte Carlo Methods #Matrix Theory and Algorithms #Numerical Analysis (math.NA) #Stochastic Gradient Optimization Techniques