Search Results for author: Yajie Yu

Found 3 papers, 1 papers with code

Contextualize differential privacy in image database: a lightweight image differential privacy approach based on principle component analysis inverse

no code implementations16 Feb 2022 Shiliang Zhang, Xuehui Ma, Hui Cao, Tengyuan Zhao, Yajie Yu, Zhuzhu Wang

To this end, we design a lightweight approach dedicating to privatizing image database as a whole and preserving the statistical semantics of the image database to an adjustable level, while making individual images' contribution to such statistics indistinguishable.

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Backward Deep BSDE Methods and Applications to Nonlinear Problems

no code implementations13 Jun 2020 Yajie Yu, Bernhard Hientzsch, Narayan Ganesan

To time-step the BSDE backward, one needs to solve a nonlinear problem.

Pricing Barrier Options with DeepBSDEs

1 code implementation22 May 2020 Narayan Ganesan, Yajie Yu, Bernhard Hientzsch

In the PDE formulation, this corresponds to adding boundary conditions to the final value problem.

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