Sharp bounds on neural network approximation rates and widths.
arXiv research
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Sharp lower bounds on shallow neural networks' approximation rates are derived.
Pricing of high-dimensional options is a deep problem of the Theoretical Financial Mathematics. In this article we present a new class of Lévy driven models of stock markets. In our opinion, any market model should be based on a transparent and intuitively easily acceptable concept. In our case this is a linear system …
Enhanced autoencoders improve ROMs for PDEs by capturing essential properties.
LPINNs solve complex PDEs by reformulating PINNs on Lagrangian frame, reducing training complexity.
KOLMOGOROV-OPTIMAL RESOLUTION ESTIMATION (KORE) solves spline regression without exhaustive search