Search Results for author: Thomas Gerstner

Found 1 papers, 0 papers with code

Multilevel Monte Carlo learning

no code implementations17 Feb 2021 Thomas Gerstner, Bastian Harrach, Daniel Roth, Martin Simon

The idea is to train several neural networks, each having a certain approximation quality and computational complexity, with training data computed from so-called level estimators, introduced by Giles.

Numerical Analysis Numerical Analysis

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