Philippe von Wurstemberger

Publication Activity (10 Years)

Years Active: 2018-2023
Publications (10 Years): 7

Top Topics

Artificial Neural Networks

Partial Differential Equations

Convergence Rate

Monte Carlo Simulation

Top Venues

Publications

Arnulf Jentzen, Benno Kuckuck, Philippe von Wurstemberger
Mathematical Introduction to Deep Learning: Methods, Implementations, and Theory. CoRR (2023)
Arnulf Jentzen, Adrian Riekert, Philippe von Wurstemberger
Algorithmically Designed Artificial Neural Networks (ADANNs): Higher order deep operator learning for parametric partial differential equations. CoRR (2023)
Sebastian Becker, Arnulf Jentzen, Marvin S. Müller, Philippe von Wurstemberger
Learning the random variables in Monte Carlo simulations with stochastic gradient descent: Machine learning for parametric PDEs and financial derivative pricing. CoRR (2022)
Arnulf Jentzen, Philippe von Wurstemberger
Lower error bounds for the stochastic gradient descent optimization algorithm: Sharp convergence rates for slowly and fast decaying learning rates. J. Complex. 57 (2020)
Pierfrancesco Beneventano, Patrick Cheridito, Arnulf Jentzen, Philippe von Wurstemberger
High-dimensional approximation spaces of artificial neural networks and applications to partial differential equations. CoRR (2020)
Sebastian Becker, Ramon Braunwarth, Martin Hutzenthaler, Arnulf Jentzen, Philippe von Wurstemberger
Numerical simulations for full history recursive multilevel Picard approximations for systems of high-dimensional partial differential equations. CoRR (2020)
Philipp Grohs, Fabian Hornung, Arnulf Jentzen, Philippe von Wurstemberger
A proof that artificial neural networks overcome the curse of dimensionality in the numerical approximation of Black-Scholes partial differential equations. CoRR (2018)