Deep learning in high dimension: neural network expression rates for generalized polynomial chaos expansions in UQ

DOI10.1142/S0219530518500203zbMATH Open1478.68309OpenAlexW2883486956WikidataQ129516912 ScholiaQ129516912MaRDI QIDQ4615657FDOQ4615657

Christoph Schwab, J. Zech

Publication date: 29 January 2019

Published in: Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/s0219530518500203

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zbMATH Keywords

uncertainty quantificationsparse gridsgeneralized polynomial chaosdeep networks

Mathematics Subject Classification ID

Artificial neural networks and deep learning (68T07)

Cites Work

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Cited In (75)

• Deep ReLU network expression rates for option prices in high-dimensional, exponential Lévy models
• Solving high-dimensional Hamilton-Jacobi-Bellman PDEs using neural networks: perspectives from the theory of controlled diffusions and measures on path space
• Title not available (Why is that?)
• CAS4DL: Christoffel adaptive sampling for function approximation via deep learning
• Constructive deep ReLU neural network approximation
• Approximation rates for neural networks with encodable weights in smoothness spaces
• Solving parametric partial differential equations with deep rectified quadratic unit neural networks
• DNN expression rate analysis of high-dimensional PDEs: application to option pricing
• Exponential ReLU DNN expression of holomorphic maps in high dimension
• Exponential Convergence of Deep Operator Networks for Elliptic Partial Differential Equations
• Non-Intrusive Reduced Order Modeling of Convection Dominated Flows Using Artificial Neural Networks with Application to Rayleigh-Taylor Instability
• Robust randomized optimization with k nearest neighbors
• Rectified deep neural networks overcome the curse of dimensionality for nonsmooth value functions in zero-sum games of nonlinear stiff systems
• Deep Neural Network Surrogates for Nonsmooth Quantities of Interest in Shape Uncertainty Quantification
• Domain Uncertainty Quantification in Computational Electromagnetics
• Sparse polynomial approximations for affine parametric saddle point problems
• The Random Feature Model for Input-Output Maps between Banach Spaces
• On the approximation of functions by tanh neural networks
• Deep ReLU neural networks in high-dimensional approximation
• Balanced joint maximum mean discrepancy for deep transfer learning
• The Gap between Theory and Practice in Function Approximation with Deep Neural Networks
• Numerical solution of the parametric diffusion equation by deep neural networks
• Model reduction and neural networks for parametric PDEs
• Deep neural network expression of posterior expectations in Bayesian PDE inversion
• Stein variational gradient descent with local approximations
• Efficient approximation of solutions of parametric linear transport equations by ReLU DNNs
• ReLU neural network Galerkin BEM
• Convergence rate of DeepONets for learning operators arising from advection-diffusion equations
• Surrogate modeling for Bayesian inverse problems based on physics-informed neural networks
• Neural network approximation and estimation of classifiers with classification boundary in a Barron class
• De Rham compatible deep neural network FEM
• Deep ReLU neural network approximation in Bochner spaces and applications to parametric PDEs
• Overall error analysis for the training of deep neural networks via stochastic gradient descent with random initialisation
• Multilevel approximation of parametric and stochastic PDES
• Probabilistic partition of unity networks for high‐dimensional regression problems
• An Adaptive Surrogate Modeling Based on Deep Neural Networks for Large-Scale Bayesian Inverse Problems
• Data-driven forward discretizations for Bayesian inversion
• Deep learning-based approximation of Goldbach partition function
• Nonlinear approximation and (deep) ReLU networks
• A deep learning approach to Reduced Order Modelling of parameter dependent partial differential equations
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• Derivative-informed projected neural networks for high-dimensional parametric maps governed by PDEs
• A theoretical analysis of deep neural networks and parametric PDEs
• Data driven approximation of parametrized PDEs by reduced basis and neural networks
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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
• Exponential ReLU neural network approximation rates for point and edge singularities
• Deep Learning in High Dimension: Neural Network Expression Rates for Analytic Functions in \(\pmb{L^2(\mathbb{R}^d,\gamma_d)}\)
• Deep ReLU networks and high-order finite element methods
• Error bounds for approximations with deep ReLU neural networks in Ws,p norms
• Error analysis for physics-informed neural networks (PINNs) approximating Kolmogorov PDEs
• Full error analysis for the training of deep neural networks
• Collocation approximation by deep neural ReLU networks for parametric and stochastic PDEs with lognormal inputs
• Optimal approximation of infinite-dimensional holomorphic functions
• Deep ReLU networks and high-order finite element methods. II: Chebyšev emulation
• Operator learning using random features: a tool for scientific computing
• Error analysis for deep neural network approximations of parametric hyperbolic conservation laws
• One-shot learning of surrogates in PDE-constrained optimization under uncertainty
• Wavenumber-Explicit Parametric Holomorphy of Helmholtz Solutions in the Context of Uncertainty Quantification
• Numerical analysis of physics-informed neural networks and related models in physics-informed machine learning
• Neural and spectral operator surrogates: unified construction and expression rate bounds
• Multilevel domain uncertainty quantification in computational electromagnetics
• On the spectral bias of coupled frequency predictor-corrector triangular DNN: the convergence analysis
• On the latent dimension of deep autoencoders for reduced order modeling of PDEs parametrized by random fields
• Energy-dissipative evolutionary deep operator neural networks
• Parametric shape holomorphy of boundary integral operators with applications
• Optimal Dirichlet boundary control by Fourier neural operators applied to nonlinear optics
• wPINNs: Weak Physics Informed Neural Networks for Approximating Entropy Solutions of Hyperbolic Conservation Laws
• Error assessment of an adaptive finite elements -- neural networks method for an elliptic parametric PDE
• Exploiting locality in sparse polynomial approximation of parametric elliptic PDEs and application to parameterized domains
• Learning high frequency data via the coupled frequency predictor-corrector triangular DNN
• Adaptive operator learning for infinite-dimensional Bayesian inverse problems
• Convergence Rates for Learning Linear Operators from Noisy Data
• Limitations of neural network training due to numerical instability of backpropagation
• Neural network expression rates and applications of the deep parametric PDE method in counterparty credit risk

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