Pages that link to "Item:Q5037569"
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The following pages link to Analysis of the Generalization Error: Empirical Risk Minimization over Deep Artificial Neural Networks Overcomes the Curse of Dimensionality in the Numerical Approximation of Black--Scholes Partial Differential Equations (Q5037569):
Displaying 50 items.
- Non intrusive reduced order modeling of parametrized PDEs by kernel POD and neural networks (Q825483) (← links)
- Computing Lyapunov functions using deep neural networks (Q2043422) (← links)
- Solving the Kolmogorov PDE by means of deep learning (Q2051092) (← links)
- Optimally weighted loss functions for solving PDEs with neural networks (Q2068635) (← links)
- RICAM, the Johann Radon Institute for Computational and Applied Mathematics (Q2075993) (← links)
- Error analysis for physics-informed neural networks (PINNs) approximating Kolmogorov PDEs (Q2095545) (← links)
- Stable recovery of entangled weights: towards robust identification of deep neural networks from minimal samples (Q2105108) (← links)
- A measure theoretical approach to the mean-field maximum principle for training NeurODEs (Q2105521) (← links)
- DNN expression rate analysis of high-dimensional PDEs: application to option pricing (Q2117328) (← links)
- A theoretical analysis of deep neural networks and parametric PDEs (Q2117329) (← links)
- A new efficient approximation scheme for solving high-dimensional semilinear PDEs: control variate method for deep BSDE solver (Q2133701) (← links)
- Metric entropy limits on recurrent neural network learning of linear dynamical systems (Q2134114) (← links)
- Error estimates for deep learning methods in fluid dynamics (Q2149063) (← links)
- Deep neural network approximations for solutions of PDEs based on Monte Carlo algorithms (Q2152480) (← links)
- Overcoming the curse of dimensionality in the numerical approximation of parabolic partial differential equations with gradient-dependent nonlinearities (Q2162115) (← links)
- Overcoming the curse of dimensionality in the approximative pricing of financial derivatives with default risks (Q2201474) (← links)
- Deep ReLU network expression rates for option prices in high-dimensional, exponential Lévy models (Q2238770) (← links)
- Variational Monte Carlo -- bridging concepts of machine learning and high-dimensional partial differential equations (Q2305540) (← links)
- Towards fast weak adversarial training to solve high dimensional parabolic partial differential equations using XNODE-WAN (Q2671351) (← links)
- Physics and equality constrained artificial neural networks: application to forward and inverse problems with multi-fidelity data fusion (Q2671417) (← links)
- Sparse polynomial approximations for affine parametric saddle point problems (Q2679763) (← links)
- Solving non-linear Kolmogorov equations in large dimensions by using deep learning: a numerical comparison of discretization schemes (Q2680327) (← links)
- Active learning based sampling for high-dimensional nonlinear partial differential equations (Q2683063) (← links)
- Space-time error estimates for deep neural network approximations for differential equations (Q2683168) (← links)
- Adaptive neural network surrogate model for solving the implied volatility of time-dependent American option via Bayesian inference (Q2696739) (← links)
- An overview on deep learning-based approximation methods for partial differential equations (Q2697278) (← links)
- Greedy training algorithms for neural networks and applications to PDEs (Q2699382) (← links)
- Deep Splitting Method for Parabolic PDEs (Q4958922) (← links)
- Algorithms for solving high dimensional PDEs: from nonlinear Monte Carlo to machine learning (Q5019943) (← links)
- Convergence bounds for empirical nonlinear least-squares (Q5034774) (← links)
- Quantitative Approximation Results for Complex-Valued Neural Networks (Q5073921) (← links)
- Approximations with deep neural networks in Sobolev time-space (Q5075578) (← links)
- Imaging conductivity from current density magnitude using neural networks* (Q5081798) (← links)
- Full error analysis for the training of deep neural networks (Q5083408) (← links)
- Unbiased Deep Solvers for Linear Parametric PDEs (Q5093244) (← links)
- Deep Neural Network Surrogates for Nonsmooth Quantities of Interest in Shape Uncertainty Quantification (Q5097855) (← links)
- Enhancing the momentum strategy through deep regression (Q5234344) (← links)
- Non-Linear Interactions and Exchange Rate Prediction: Empirical Evidence Using Support Vector Regression (Q5378531) (← links)
- Convergence of a Robust Deep FBSDE Method for Stochastic Control (Q5886857) (← links)
- Convergence of Physics-Informed Neural Networks Applied to Linear Second-Order Elliptic Interface Problems (Q5887902) (← links)
- Simultaneous neural network approximation for smooth functions (Q6052416) (← links)
- Three ways to solve partial differential equations with neural networks — A review (Q6068232) (← links)
- Monte Carlo simulation of SDEs using GANs (Q6072362) (← links)
- Physics-informed neural networks for approximating dynamic (hyperbolic) PDEs of second order in time: error analysis and algorithms (Q6087958) (← links)
- Exponential ReLU neural network approximation rates for point and edge singularities (Q6101269) (← links)
- Overall error analysis for the training of deep neural networks via stochastic gradient descent with random initialisation (Q6107984) (← links)
- An extreme learning machine-based method for computational PDEs in higher dimensions (Q6120177) (← links)
- Lower bounds for artificial neural network approximations: a proof that shallow neural networks fail to overcome the curse of dimensionality (Q6155895) (← links)
- Numerical methods for backward stochastic differential equations: a survey (Q6158181) (← links)
- Neural network approximation and estimation of classifiers with classification boundary in a Barron class (Q6165247) (← links)
