Repository: Freie Universität Berlin, Math Department

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Number of items: 4.

Article

Nüsken, N. and Richter, L. (2020) Solving high-dimensional Hamilton-Jacobi-Bellman PDEs using neural networks: perspectives from the theory of controlled diffusions and measures on path space. SFB 1114 Preprint in arXiv . pp. 1-40. (Submitted)

Garbuno Inigo, A. and Nüsken, N. and Reich, S. (2019) Affine invariant interacting Langevin dynamics for Bayesian inference. SFB 1114 Preprint in arXiv:1912.02859 . pp. 1-29. (Unpublished)

Duncan, A. and Nüsken, N. and Szpruch, L. (2019) On the geometry of Stein variational gradient descent. SFB 1114 Preprint in arXiv:1912.00894 . (Unpublished)

Nüsken, N. and Reich, S. and Rozdeba, P.J. (2019) State and parameter estimation from observed signal increments. Entropy, 21 (5). -505. ISSN 1099-4300

This list was generated on Thu Aug 13 10:14:34 2020 CEST.