4 citations · 5 across the 7 of their papers we have counts for
8 papers
Efficient Numerical Evaluation of Arbitrary High-order Partial Derivatives via Algebraic Decomposition
Shuixin Fang, Hang Zeng
Computing high-order partial derivatives of multivariate functions is often computationally and memory intensive. This paper addresses this problem via an algebraic approach. High-…
Deep Policy Iteration for High-Dimensional Mean-Field Games with Regenerative Reformulation
Shuixin Fang, Shupeng Wang, Zhen Wu +2
This paper develops a deep policy iteration method for high-dimensional finite-horizon mean-field games (MFG). We reformulate the game as a regenerative problem with deterministic…
A derivative-free localized stochastic method for very high-dimensional semilinear parabolic PDEs
Shuixin Fang, Changtao Sheng, Bihao Su +1
We develop a mesh-free, derivative-free, matrix-free, and highly parallel localized stochastic method for high-dimensional semilinear parabolic PDEs. The efficiency of the proposed…
Explicit Runge-Kutta schemes for Backward Stochastic Differential Equations
Shuixin Fang, Yue Qiu, Weidong Zhao
The Butcher theory provides a powerful tool for analyzing order conditions of Runge-Kutta schemes for ordinary differential equations (ODEs); however, such a theory has not yet bee…
Deep random difference method for high-dimensional quasilinear parabolic partial differential equations
Wei Cai, Shuixin Fang, Tao Zhou
Solving high-dimensional parabolic partial differential equations (PDEs) with deep learning methods is often computationally and memory intensive, primarily due to the need for aut…
Martingale deep neural network for very high-dimensional stochastic optimal controls
Wei Cai, Shuixin Fang, Wenzhong Zhang +1
We propose a martingale deep learning method for very high-dimensional stochastic optimal control problems (SOCPs) via their associated Hamilton--Jacobi--Bellman equations and the…
SOC-MartNet: A Martingale Neural Network for the Hamilton-Jacobi-Bellman Equation without Explicit inf H in Stochastic Optimal Controls
Wei Cai, Shuixin Fang, Tao Zhou
In this paper, we propose a martingale-based neural network, SOC-MartNet, for solving high-dimensional Hamilton-Jacobi-Bellman (HJB) equations where no explicit expression is neede…
Renewable Composite Quantile Method and Algorithm for Nonparametric Models with Streaming Data
Yan Chen, Shuixin Fang, Lu Lin
We are interested in renewable estimations and algorithms for nonparametric models with streaming data. In our method, the nonparametric function of interest is expressed through a…