Search Results for author: Peter Li

Found 7 papers, 5 papers with code

Deep Learning-Based Least Square Forward-Backward Stochastic Differential Equation Solver for High-Dimensional Derivative Pricing

no code implementations24 Jul 2019 Jian Liang, Zhe Xu, Peter Li

We propose a new forward-backward stochastic differential equation solver for high-dimensional derivatives pricing problems by combining deep learning solver with least square regression technique widely used in the least square Monte Carlo method for the valuation of American options.

regression

CREPE: A Convolutional Representation for Pitch Estimation

1 code implementation17 Feb 2018 Jong Wook Kim, Justin Salamon, Peter Li, Juan Pablo Bello

To date, the best performing techniques, such as the pYIN algorithm, are based on a combination of DSP pipelines and heuristics.

Information Retrieval Music Information Retrieval +1

Superhuman Accuracy on the SNEMI3D Connectomics Challenge

4 code implementations31 May 2017 Kisuk Lee, Jonathan Zung, Peter Li, Viren Jain, H. Sebastian Seung

For the past decade, convolutional networks have been used for 3D reconstruction of neurons from electron microscopic (EM) brain images.

3D Reconstruction Electron Microscopy Image Segmentation

Flood-Filling Networks

3 code implementations1 Nov 2016 Michał Januszewski, Jeremy Maitin-Shepard, Peter Li, Jörgen Kornfeld, Winfried Denk, Viren Jain

State-of-the-art image segmentation algorithms generally consist of at least two successive and distinct computations: a boundary detection process that uses local image information to classify image locations as boundaries between objects, followed by a pixel grouping step such as watershed or connected components that clusters pixels into segments.

Boundary Detection Clustering +3

Automatic Instrument Recognition in Polyphonic Music Using Convolutional Neural Networks

1 code implementation17 Nov 2015 Peter Li, Jiyuan Qian, Tian Wang

Traditional methods to tackle many music information retrieval tasks typically follow a two-step architecture: feature engineering followed by a simple learning algorithm.

Feature Engineering Information Retrieval +3

The Stan Math Library: Reverse-Mode Automatic Differentiation in C++

1 code implementation23 Sep 2015 Bob Carpenter, Matthew D. Hoffman, Marcus Brubaker, Daniel Lee, Peter Li, Michael Betancourt

As computational challenges in optimization and statistical inference grow ever harder, algorithms that utilize derivatives are becoming increasingly more important.

Mathematical Software G.1.0; G.1.3; G.1.4; F.2.1

Combinatorial Energy Learning for Image Segmentation

no code implementations NeurIPS 2016 Jeremy Maitin-Shepard, Viren Jain, Michal Januszewski, Peter Li, Pieter Abbeel

We introduce a new machine learning approach for image segmentation that uses a neural network to model the conditional energy of a segmentation given an image.

Image Segmentation Segmentation +1

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