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cs.LG2025
A new architecture of high-order deep neural networks that learn martingales
Syoiti Ninomiya, Yuming Ma
A new deep-learning neural network architecture based on high-order weak approximation algorithms for stochastic differential equations (SDEs) is proposed. The architecture enables…
math.PR2025
A high-order recombination algorithm for weak approximation of stochastic differential equations
Syoiti Ninomiya, Yuji Shinozaki
This paper presents an algorithm for applying the high-order recombination method, originally introduced by Lyons and Litterer in ``High-order recombination and an application to c…