Extraction of Quantifiable Information from Complex Systems - Softcover

Inhaltsangabe

D. Belomestny, C. Bender, F. Dickmann, and N. Schweizer: Solving Stochastic Dynamic Programs by Convex Optimization and Simulation.- W. Dahmen, C. Huang, G. Kutyniok, W.-Q Lim, C. Schwab, and G. Welper: Efficient Resolution of Anisotropic Structures.- R. Ressel, P. Dülk, S. Dahlke, K. S. Kazimierski, and P. Maass: Regularity of the Parameter-to-state Map of a Parabolic Partial Differential Equation.- N. Chegini, S. Dahlke, U. Friedrich, and R. Stevenson: Piecewise Tensor Product Wavelet Bases by Extensions and Approximation Rates.- P. A. Cioica, S. Dahlke, N. Döhring, S. Kinzel, F. Lindner, T. Raasch, K. Ritter, and R. Schilling: Adaptive Wavelet Methods for SPDEs.- M. Altmayer, S. Dereich, S. Li, T. Müller-Gronbach, A. Neuenkirch, K. Ritter and L. Yaroslavtseva: Constructive Quantization and Multilevel Algorithms for Quadrature of Stochastic Differential Equations.- O. G. Ernst, B. Sprungk, and H.-J. Starkloff: Bayesian Inverse Problems and Kalman Filters.- J. Diehl, P. Friz, H. Mai, H. Oberhauser, S. Riedel, and W. Stannat: Robustness in Stochastic Filtering and Maximum Likelihood Estimation for SDEs.- J. Garcke and I. Klompmaker: Adaptive Sparse Grids in Reinforcement Learning.- J. Ballani, L. Grasedyck, and M. Kluge: A Review on Adaptive Low-Rank Approximation Techniques in the Hierarchical Tensor Format.- M. Griebel, J. Hamaekers, and F. Heber: A Bond Order Dissection ANOVA Approach for Efficient Electronic Structure Calculations.- W. Hackbusch and R. Schneider: Tensor Spaces and Hierarchical Tensor Representations.- L. Jost, S. Setzer, and M. Hein: Nonlinear Eigenproblems in Data Analysis - Balanced Graph Cuts and the Ratio DCA-Prox.- M. Guillemard, D. Heinen, A. Iske, S. Krause-Solberg, and G. Plonka: Adaptive Approximation Algorithms for Sparse Data Representation.- T. Jahnke and V. Sunkara: Error Bound for Hybrid Models of Two-scaled Stochastic Reaction Systems.- R. Kiesel, A. Rupp, and K. Urban: Valuation of Structured Financial Products by Adaptive Multi wavelet Methods in High Dimensions.- L Kämmerer, S. Kunis, I. Melzer, D. Potts, and T. Volkmer: Computational Methods for the Fourier Analysis of Sparse High-Dimensional Functions.- E. Herrholz, D. Lorenz, G. Teschke, and D. Trede: Sparsity and Compressed Sensing in Inverse Problems.- C. Lubich: Low-Rank Dynamics.- E. Novak and D. Rudolf: Computation of Expectations by Markov Chain Monte Carlo Methods.- H. Yserentant: Regularity, Complexity, and Approximability of Electronic Wave functions.- Index.

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