collaborators

5 papers

math.OC2026

Strong error analysis for the stochastic momentum optimizer

Davide Gallon, Arnulf Jentzen

Stochastic gradient descent (SGD) optimization schemes are the methods of choice for the optimization of deep neural networks (DNNs) in artificial intelligence (AI) systems. Often…

cs.LG2026

Physics-informed diffusion models in spectral space

Davide Gallon, Philippe von Wurstemberger, Patrick Cheridito +1

We propose physics-informed spectral diffusion (PISD), a methodology that combines generative latent diffusion models with physics-informed machine learning to generate solutions o…

cs.LG2026

INEUS: Iterative Neural Solver for High-Dimensional PIDEs

Jean-Loup Dupret, Davide Gallon, Patrick Cheridito

In this paper, we introduce INEUS, a meshfree iterative neural solver for partial integro-differential equations (PIDEs). The method replaces the explicit evaluation of nonlocal ju…

cs.LG2026

SAD Neural Networks: Divergent Gradient Flows and Asymptotic Optimality via o-minimal Structures

Julian Kranz, Davide Gallon, Steffen Dereich +1

We study gradient flows for loss landscapes of fully connected feedforward neural networks with commonly used continuously differentiable activation functions such as the logistic,…

cs.LG2024

An overview of diffusion models for generative artificial intelligence

Davide Gallon, Arnulf Jentzen, Philippe von Wurstemberger

This article provides a mathematically rigorous introduction to denoising diffusion probabilistic models (DDPMs), sometimes also referred to as diffusion probabilistic models or di…