A backward SDE method for uncertainty quantification in deep learning (Q2676245): Difference between revisions

From MaRDI portal
Importer (talk | contribs)
Changed an Item
ReferenceBot (talk | contribs)
Changed an Item
 
Property / cites work
 
Property / cites work: A mean-field optimal control formulation of deep learning / rank
 
Normal rank
Property / cites work
 
Property / cites work: Backward Stochastic Differential Equations in Finance / rank
 
Normal rank
Property / cites work
 
Property / cites work: Recent Developments in Numerical Methods for Fully Nonlinear Second Order Partial Differential Equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: An Efficient Gradient Projection Method for Stochastic Optimal Control Problems / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stable architectures for deep neural networks / rank
 
Normal rank
Property / cites work
 
Property / cites work: Non-convex Optimization for Machine Learning / rank
 
Normal rank
Property / cites work
 
Property / cites work: Solving forward-backward stochastic differential equations explicitly -- a four step scheme / rank
 
Normal rank
Property / cites work
 
Property / cites work: Representation theorems for backward stochastic differential equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Numerical Algorithms for Forward-Backward Stochastic Differential Equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Iterative Importance Sampling Algorithms for Parameter Estimation / rank
 
Normal rank
Property / cites work
 
Property / cites work: A General Stochastic Maximum Principle for Optimal Control Problems / rank
 
Normal rank
Property / cites work
 
Property / cites work: On some recent aspects of stochastic control and their applications / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4255599 / rank
 
Normal rank
Property / cites work
 
Property / cites work: A numerical scheme for BSDEs / rank
 
Normal rank
Property / cites work
 
Property / cites work: A New Kind of Accurate Numerical Method for Backward Stochastic Differential Equations / rank
 
Normal rank

Latest revision as of 06:10, 30 July 2024

scientific article
Language Label Description Also known as
English
A backward SDE method for uncertainty quantification in deep learning
scientific article

    Statements

    A backward SDE method for uncertainty quantification in deep learning (English)
    0 references
    0 references
    0 references
    0 references
    0 references
    27 September 2022
    0 references
    probabilistic machine learning
    0 references
    stochastic neural networks
    0 references
    stochastic optimal control
    0 references
    stochastic gradient descent
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references