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20182022
most citedA full-discrete exponential Euler approximation of invariant measure for parabolic stochastic partial differential equations

35 citations · 61 across the 8 of their papers we have counts for

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Showing 2021Show all

2 papers · 1 filter

math.NA2021

Large deviations principles of sample paths and invariant measures of numerical methods for parabolic SPDEs

Chuchu Chen, Ziheng Chen, Jialin Hong +1

For parabolic stochastic partial differential equations (SPDEs), we show that the numerical methods, including the spatial spectral Galerkin method and further the full discretizat…

cs.LG2021★ 4 cited

Costly Features Classification using Monte Carlo Tree Search

Ziheng Chen, Jin Huang, Hongshik Ahn +1

We consider the problem of costly feature classification, where we sequentially select the subset of features to make a balance between the classification error and the feature cos…