Deep learning numerical methods for high-dimensional fully nonlinear PIDEs and coupled FBSDEs with jumps.
Wansheng WangJie WangJinping LiFeifei GaoYi FuPublished in: CoRR (2023)
Keyphrases
- deep learning
- numerical methods
- high dimensional
- unsupervised learning
- differential equations
- partial differential equations
- unsupervised feature learning
- machine learning
- mental models
- dimensionality reduction
- ordinary differential equations
- feature space
- data points
- weakly supervised
- level set method
- named entities
- graphical models
- pairwise
- object recognition
- similarity measure