A new efficient approximation scheme for solving high-dimensional semilinear PDEs: Control variate method for Deep BSDE solver.
Akihiko TakahashiYoshifumi TsuchidaToshihiro YamadaPublished in: J. Comput. Phys. (2022)
Keyphrases
- high accuracy
- high dimensional
- detection method
- preprocessing
- similarity measure
- approximation methods
- clustering method
- computationally efficient
- dynamic programming
- significant improvement
- computational complexity
- objective function
- cost function
- support vector machine
- multiscale
- segmentation method
- face recognition