49 citations · 150 across the 15 of their papers we have counts for
4 papers · 1 filter
Convergence Analysis for Training Stochastic Neural Networks via Stochastic Gradient Descent
Richard Archibald, Feng Bao, Yanzhao Cao +1
In this paper, we carry out numerical analysis to prove convergence of a novel sample-wise back-propagation method for training a class of stochastic neural networks (SNNs). The st…
Numerical analysis of a time discretized method for nonlinear filtering problem with Lévy process observations
Fengshan Zhang, Yongkui Zou, Shimin Chai +1
In this paper, we consider a nonlinear filtering model with observations driven by correlated Wiener processes and point processes. We first derive a Zakai equation whose solution…
A probabilistic scheme for semilinear nonlocal diffusion equations with volume constraints
Minglei Yang, Guannan Zhang, Diego Del-Castillo-Negrete +1
This work presents a probabilistic scheme for solving semilinear nonlocal diffusion equations with volume constraints and integrable kernels. The nonlocal model of interest is defi…
Fast and accurate domain decomposition methods for reduced fracture models with nonconforming time grids
Phuoc-Toan Huynh, Yanzhao Cao, Thi-Thao-Phuong Hoang
This paper is concerned with the numerical solution of compressible fluid flow in a fractured porous medium. The fracture represents a fast pathway (i.e., with high permeability) a…