Efficient Sampling Methods of, by, and for Stochastic Dynamical Systems
This thesis presents new methodologies that lie at the intersection of computational statistics and computational dynamics. Stochastic differential equations (SDEs) are used to model a variety of physical systems, and computing expectations over marginal distributions of SDEs is important for the an...
| Main Author: | |
|---|---|
| Other Authors: | |
| Format: | Thesis |
| Published: |
Massachusetts Institute of Technology
2022
|
| Online Access: | https://hdl.handle.net/1721.1/143353 https://orcid.org/ 0000-0002-4170-5096 |