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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

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Showing 2020Show all

6 papers · 1 filter

math.ST2020

On the density estimation problem for uncertainty propagation with unknown input distributions

Sebastian Kersting, Michael Kohler

In this article we study the problem of quantifying the uncertainty in an experiment with a technical system. We propose new density estimates which combine observed data of the te…

eess.SY2020

Uncertainty Quantification in Case of Imperfect Models: A Review

Sebastian Kersting, Michael Kohler

Uncertainty quantification of complex technical systems is often based on a computer model of the system. As all models such a computer model is always wrong in the sense that it d…

math.ST2020★ 10 cited

Statistical theory for image classification using deep convolutional neural networks with cross-entropy loss under the hierarchical max-pooling model

Michael Kohler, Sophie Langer

Convolutional neural networks (CNNs) trained with cross-entropy loss have proven to be extremely successful in classifying images. In recent years, much work has been done to also…

stat.ML2020

On the rate of convergence of a deep recurrent neural network estimate in a regression problem with dependent data

Michael Kohler, Adam Krzyzak

A regression problem with dependent data is considered. Regularity assumptions on the dependency of the data are introduced, and it is shown that under suitable structural assumpti…

stat.ML2020★ 1 cited

On the rate of convergence of image classifiers based on convolutional neural networks

M. Kohler, A. Krzyzak, B. Walter

Image classifiers based on convolutional neural networks are defined, and the rate of convergence of the misclassification risk of the estimates towards the optimal misclassificati…

math.ST2020★ 9 cited

Over-parametrized deep neural networks do not generalize well

Michael Kohler, Adam Krzyzak

Recently it was shown in several papers that backpropagation is able to find the global minimum of the empirical risk on the training data using over-parametrized deep neural netwo…