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.
Applebaum, Lévy processes and stochastic calculus, Cambridge university press, 2009
1 Pith paper cite this work. Polarity classification is still indexing.
1
Pith paper citing it
citation-role summary
background 1
citation-polarity summary
fields
math.NA 1years
2025 1verdicts
CONDITIONAL 1roles
background 1polarities
unclear 1representative citing papers
citing papers explorer
-
Learning to Integrate
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.