Short Communication: A Gaussian Kusuoka Approximation without Solving Random ODEs.
Toshihiro YamadaPublished in: SIAM J. Financial Math. (2022)
Keyphrases
- gaussian convolution
- communication networks
- central limit theorem
- heavy tailed
- maximum likelihood
- series expansion
- ordinary differential equations
- linear computational complexity
- communication systems
- gaussian mixture
- communication technologies
- approximation algorithms
- error bounds
- neural network
- differential equations
- runge kutta
- lower bound