Hybrid Monte Carlo methods In machine learning: Stochastic volatility methods, shadow Hamiltonians, adaptive approaches and variance reduction techniques

Dissertation

Open access

Wilson Tsakane Mongwe

Doctor of Philosophy (PHD), University of Johannesburg

2022

Handle:

https://hdl.handle.net/10210/500098

Abstract

Monte Carlo method

Stochastic processes

Machine Learning

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Title: Hybrid Monte Carlo methods In machine learning: Stochastic volatility methods, shadow Hamiltonians, adaptive approaches and variance reduction techniques
Creators - without role: Wilson Tsakane Mongwe
Contributors - without role: Tshilidzi. Marwala
Rendani. Mbuvha
Awarding Institution: University of Johannesburg; Doctor of Philosophy (PHD)
Theses and Dissertations: Doctor of Philosophy (PHD), University of Johannesburg
Identifiers: 9910950807691
Copyright: University of Johannesburg
Academic Unit: Electrical and Electronic Engineering Studies
Resource Type: Dissertation