2 papers
math.NA2021
Stationary Density Estimation of Itô Diffusions Using Deep Learning
Yiqi Gu, John Harlim, Senwei Liang +1
In this paper, we consider the density estimation problem associated with the stationary measure of ergodic Itô diffusions from a discrete-time series that approximate the solution…
math.NA2020
Structure Probing Neural Network Deflation
Yiqi Gu, Chunmei Wang, Haizhao Yang
Deep learning is a powerful tool for solving nonlinear differential equations, but usually, only the solution corresponding to the flattest local minimizer can be found due to the…