A simple approach to proving the existence, uniqueness, and strong and weak convergence rates for a broad class of McKean--Vlasov equations

• Interacting stochastic particle systems
• Stochastic mean-field limit
• Weak and strong convergence rates

Efficient Importance Sampling for Large Sums of Independent and Identically Distributed Random Variables

• Importance sampling
• rare event
• exponential twisting
• Gamma IS PDF

Wind Field Reconstruction with Adaptive Random Fourier Features

• Random Fourier features
• neural networks
• Metropolis algorithm
• discrete Fourier
• physical loss function
• spatial interpolation
• machine learning
• wind field reconstruction
• flow field estimation

Principal Component Density Estimation for Scenario Generation Using Normalizing Flows

• Renewable energy
• scenario generation
• normalizing flows
• dimensionality reduction
• principal component analysis