Single-seed generation of Brownian paths and integrals for adaptive and high order SDE solvers.

Andraz Jelincic James Foster Patrick Kidger

Published in: CoRR (2024)

Keyphrases

high order
higher order
low order
fourth order
pairwise
bayesian logistic regression
optimal control
lower order
tensor analysis
computer vision
markov random field
low rank
multi task learning