A new efficient approximation scheme for solving high-dimensional semilinear PDEs: control variate method for Deep BSDE solver.
Akihiko TakahashiYoshifumi TsuchidaToshihiro YamadaPublished in: CoRR (2021)
Keyphrases
- segmentation method
- objective function
- preprocessing
- high dimensional
- significant improvement
- filtering method
- high accuracy
- control system
- probabilistic model
- pairwise
- level set
- computationally efficient
- detection method
- piecewise constant
- control strategy
- high order
- neural network
- energy function
- edge detection
- dynamic programming
- cost function
- similarity measure