From continuous-time formulations to discretization schemes: tensor trains and robust regression for BSDEs and parabolic PDEs.
Lorenz RichterLeon SallandtNikolas NüskenPublished in: CoRR (2023)
Keyphrases
- robust regression
- stochastic differential equations
- partial differential equations
- maximum a posteriori estimation
- linear regression
- high order
- multiple models
- markov chain
- higher order
- image derivatives
- kernel regression
- density estimation
- additive gaussian noise
- brownian motion
- anisotropic diffusion
- dynamical systems
- optimal control
- image sequences
- noise level
- image processing
- image denoising
- loss function
- scale space
- level set
- fractional brownian motion
- probability distribution