Physics-informed variational inference for uncertainty quantification of stochastic differential equations
Hyomin Shin, Minseok Choi
Topics & Concepts
RandomnessStochastic partial differential equationStochastic differential equationInferencePartial differential equationApplied mathematicsComputer scienceArtificial neural networkAutoencoderMathematical optimizationAlgorithmMathematicsArtificial intelligenceMathematical analysisStatisticsModel Reduction and Neural NetworksProbabilistic and Robust Engineering DesignNuclear Engineering Thermal-Hydraulics