activity
20072026
most citedA dynamic look-ahead Monte Carlo algorithm for pricing Bermudan options

66 citations · 124 across the 22 of their papers we have counts for

collaborators
Showing math.STShow all

14 papers · 1 filter

math.ST2026

Learning of deep neural network regression estimates using gradient descent with pruning

Michael Kohler, Vincent Molinero Römer, Adam Krzyżak

Estimation of a regression function from independent and identically distributed data is considered. The error with integration with respect to the design variable is used as…

math.ST2026

Estimation of a regression function from dependent data by over-parametrized deep neural networks learned by gradient descent

Michael Kohler, Adam Krzyżak, Vincent Molinero Römer

Estimation of a regression function from exponentially -mixing data is considered. The error with integration with respect to the design is used as the error criterion. De…

math.ST2024

Learning of deep convolutional network image classifiers via stochastic gradient descent and over-parametrization

Michael Kohler, Adam Krzyzak, Alisha Sänger

Image classification from independent and identically distributed random variables is considered. Image classifiers are defined which are based on a linear combination of deep conv…

math.ST2022★ 4 cited

Analysis of the rate of convergence of an over-parametrized deep neural network estimate learned by gradient descent

Michael Kohler, Adam Krzyzak

Estimation of a regression function from independent and identically distributed random variables is considered. The error with integration with respect to the design measure…

math.ST2022★ 2 cited

On the universal consistency of an over-parametrized deep neural network estimate learned by gradient descent

Selina Drews, Michael Kohler

Estimation of a multivariate regression function from independent and identically distributed data is considered. An estimate is defined which fits a deep neural network consisting…

math.ST2021

On the rate of convergence of a classifier based on a Transformer encoder

Iryna Gurevych, Michael Kohler, Gözde Gül Sahin

Pattern recognition based on a high-dimensional predictor is considered. A classifier is defined which is based on a Transformer encoder. The rate of convergence of the misclassifi…