Richard Archibald

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Numerical Analysis for Convergence of a Sample-Wise Backpropagation Method for Training Stochastic Neural Networks
SIAM Journal on Numerical Analysis
2024-03-05Paper
A Sample-Wise Data Driven Control Solver for the Stochastic Optimal Control Problem with Unknown Model Parameters
Communications in Computational Physics
2023-07-06Paper
A stochastic maximum principle approach for reinforcement learning with parameterized environment
Journal of Computational Physics
2023-06-16Paper
Convergence Analysis for Training Stochastic Neural Networks via Stochastic Gradient Descent2022-12-17Paper
A backward SDE method for uncertainty quantification in deep learning
Discrete and Continuous Dynamical Systems. Series S
2022-09-27Paper
Kernel learning backward SDE filter for data assimilation
Journal of Computational Physics
2022-05-05Paper
A PDE-based Adaptive Kernel Method for Solving Optimal Filtering Problems2022-03-09Paper
A Kernel Learning Method for Backward SDE Filter2022-01-25Paper
Lévy backward SDE filter for jump diffusion processes and its applications in material sciences
Communications in Computational Physics
2021-11-01Paper
A Stochastic Gradient Descent Approach for Stochastic Optimal Control
East Asian Journal on Applied Mathematics
2021-04-27Paper
A direct filter method for parameter estimation
Journal of Computational Physics
2021-01-27Paper
Characterization of discontinuities in high-dimensional stochastic problems on adaptive sparse grids
Journal of Computational Physics
2011-06-15Paper
An Online Algorithm for Solving Feedback Optimal Control Problems with Partial Observations
(available as arXiv preprint)
N/APaper


Research outcomes over time


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