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Learning to Integrate

math.NA · 2025-06-13 · conditional · novelty 6.0

A transport map learned by normalizing flows turns Smolyak sparse Gauss-Hermite quadrature nodes into nodes for a non-Gaussian distribution, enabling expectation estimates for PDE outputs with far fewer simulation runs.

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  • Learning to Integrate math.NA · 2025-06-13 · conditional · none · ref 4

    A transport map learned by normalizing flows turns Smolyak sparse Gauss-Hermite quadrature nodes into nodes for a non-Gaussian distribution, enabling expectation estimates for PDE outputs with far fewer simulation runs.