no code implementations • 24 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.
1 code implementation • 17 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.
4 code implementations • 31 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.
3 code implementations • 1 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.
1 code implementation • 17 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.
1 code implementation • 23 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
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.