1 citations · 3 across the 3 of their papers we have counts for
3 papers
math.NA2022★ 1 cited
A predictor-corrector deep learning algorithm for high dimensional stochastic partial differential equations
He Zhang, Ran Zhang, Tao Zhou
In this paper, we present a deep learning-based numerical method for approximating high dimensional stochastic partial differential equations (SPDEs). At each time step, our method…
math.NA2021★ 1 cited
Solving Backward Doubly Stochastic Differential Equations through Splitting Schemes
Feng Bao, Yanzhao Cao, He Zhang
A splitting scheme for backward doubly stochastic differential equations is proposed. The main idea is to decompose a backward doubly stochastic differential equation into a backwa…
cs.LG2020★ 1 cited
A Backward SDE Method for Uncertainty Quantification in Deep Learning
Richard Archibald, Feng Bao, Yanzhao Cao +1
We develop a probabilistic machine learning method, which formulates a class of stochastic neural networks by a stochastic optimal control problem. An efficient stochastic gradient…