4 papers
Weighted universal approximation of differentiable maps on infinite-dimensional manifolds
Philipp Schmocker, Josef Teichmann
We generalize the universal approximation theorem for functional input neural networks (FNN) to differentiable maps by including the approximation of the derivatives. A FNN maps th…
Rough SDEs and Robust Filtering for Jump-Diffusions
Andrew L. Allan, Jost Pieper, Josef Teichmann
We investigate the existence of a robust, i.e., continuous, representation of the conditional distribution in a stochastic filtering model for multidimensional correlated jump-diff…
Learning algorithms for mean field optimal control
H. Mete Soner, Josef Teichmann, Qinxin Yan
We analyze an algorithm to numerically solve the mean-field optimal control problems by approximating the optimal feedback controls using neural networks with problem specific arch…
Signature Reconstruction from Randomized Signatures
Mie Glückstad, Nicola Muca Cirone, Josef Teichmann
Controlled ordinary differential equations driven by continuous bounded variation curves can be considered a continuous time analogue of recurrent neural networks for the construct…