Convergence of the Deep BSDE method for FBSDEs with non-Lipschitz coefficients.
Yifan JiangJinfeng LiPublished in: CoRR (2021)
Keyphrases
- objective function
- basis functions
- cost function
- experimental evaluation
- high accuracy
- significant improvement
- classification accuracy
- classification method
- computational cost
- clustering method
- computationally efficient
- rapid convergence
- principal component analysis
- energy function
- missing data
- optimization method
- synthetic data
- weighting coefficients
- image quality
- learning algorithm
- denoising
- probabilistic model
- color images
- prior knowledge
- multiscale
- image processing