Deep learning based on randomized quasi-Monte Carlo method for solving linear Kolmogorov partial differential equation (Q6582041)

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Deep learning based on randomized quasi-Monte Carlo method for solving linear Kolmogorov partial differential equation

scientific article; zbMATH DE number 7890919

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English	Deep learning based on randomized quasi-Monte Carlo method for solving linear Kolmogorov partial differential equation	scientific article; zbMATH DE number 7890919

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instance of

scholarly article

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title

Deep learning based on randomized quasi-Monte Carlo method for solving linear Kolmogorov partial differential equation (English)

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Journal of Computational and Applied Mathematics

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publication date

1 August 2024

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zbMATH Keywords

deep learning

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linear Kolmogorov equations

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randomized quasi-Monte Carlo

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generalization error

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MaRDI profile type

MaRDI publication profile

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cites work

Finite Elements

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Physics-informed neural networks: a deep learning framework for solving forward and inverse problems involving nonlinear partial differential equations

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DGM: a deep learning algorithm for solving partial differential equations

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The deep Ritz method: a deep learning-based numerical algorithm for solving variational problems

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Solving the Kolmogorov PDE by means of deep learning

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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

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Proof that deep artificial neural networks overcome the curse of dimensionality in the numerical approximation of Kolmogorov partial differential equations with constant diffusion and nonlinear drift coefficients

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Q4003879

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Quasi-Monte Carlo methods with applications in finance

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Q4549488

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A quasi-Monte Carlo data compression algorithm for machine learning

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Q5053263

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Higher-order quasi-Monte Carlo training of deep neural networks

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Enhancing Accuracy of Deep Learning Algorithms by Training with Low-Discrepancy Sequences

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Neural Network Learning

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Learning Theory

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Understanding machine learning. From theory to algorithms

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Q4856469

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Low-discrepancy point sets obtained by digital constructions over finite fields

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Randomization of Number Theoretic Methods for Multiple Integration

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Q3160669

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On the mathematical foundations of learning

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Oracle inequalities in empirical risk minimization and sparse recovery problems. École d'Été de Probabilités de Saint-Flour XXXVIII-2008.

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Full error analysis for the training of deep neural networks

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Error bounds for approximation with neural networks

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Approximation rates for neural networks with encodable weights in smoothness spaces

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On the Error Rate of Importance Sampling with Randomized Quasi-Monte Carlo

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Halton Sequences Avoid the Origin

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Multidimensional variation for quasi-Monte Carlo

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On deep learning as a remedy for the curse of dimensionality in nonparametric regression

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Nonparametric regression using deep neural networks with ReLU activation function

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Deep nonparametric regression on approximate manifolds: nonasymptotic error bounds with polynomial prefactors

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On the rate of convergence of fully connected deep neural network regression estimates

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Identifiers

Mathematics Subject Classification ID

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10.1016/J.CAM.2024.116088

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Sitelinks

Mathematics(1 entry)

mardi Deep learning based on randomized quasi-Monte Carlo method for solving linear Kolmogorov partial differential equation