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Publication search results
found 29 matches
- 2024
- Lukas Gonon, Lyudmila Grigoryeva, Juan-Pablo Ortega:
Infinite-dimensional reservoir computing. Neural Networks 179: 106486 (2024) - Francesca Biagini, Lukas Gonon, Niklas Walter:
Approximation Rates for Deep Calibration of (Rough) Stochastic Volatility Models. SIAM J. Financial Math. 15(3): 734-784 (2024) - Francesca Biagini, Lukas Gonon, Niklas Walter:
Universal randomised signatures for generative time series modelling. CoRR abs/2406.10214 (2024) - Thomas Cass, Lukas Gonon, Nikita Zozoulenko:
Variance Norms for Kernelized Anomaly Detection. CoRR abs/2407.11873 (2024) - Lukas Gonon, Arnulf Jentzen, Benno Kuckuck, Siyu Liang, Adrian Riekert, Philippe von Wurstemberger:
An Overview on Machine Learning Methods for Partial Differential Equations: from Physics Informed Neural Networks to Deep Operator Learning. CoRR abs/2408.13222 (2024) - 2023
- Lukas Gonon:
Random Feature Neural Networks Learn Black-Scholes Type PDEs Without Curse of Dimensionality. J. Mach. Learn. Res. 24: 189:1-189:51 (2023) - Lukas Gonon, Robin Graeber, Arnulf Jentzen:
The necessity of depth for artificial neural networks to approximate certain classes of smooth and bounded functions without the curse of dimensionality. CoRR abs/2301.08284 (2023) - Lukas Gonon, Lyudmila Grigoryeva, Juan-Pablo Ortega:
Infinite-dimensional reservoir computing. CoRR abs/2304.00490 (2023) - Lukas Gonon, Antoine Jacquier:
Universal Approximation Theorem and error bounds for quantum neural networks and quantum reservoirs. CoRR abs/2307.12904 (2023) - Francesca Biagini, Lukas Gonon, Niklas Walter:
Approximation Rates for Deep Calibration of (Rough) Stochastic Volatility Models. CoRR abs/2309.14784 (2023) - 2022
- Christa Cuchiero, Lukas Gonon, Lyudmila Grigoryeva, Juan-Pablo Ortega, Josef Teichmann:
Discrete-Time Signatures and Randomness in Reservoir Computing. IEEE Trans. Neural Networks Learn. Syst. 33(11): 6321-6330 (2022) - Diego Paez-Granados, Yujie He, David J. Gonon, Lukas Huber, Aude Billard:
3D point cloud and RGBD of pedestrians in robot crowd navigation: detection and tracking. IEEE DataPort, 2022 - Lukas Gonon:
Deep neural network expressivity for optimal stopping problems. CoRR abs/2210.10443 (2022) - Lukas Gonon, Lyudmila Grigoryeva, Juan-Pablo Ortega:
Reservoir kernels and Volterra series. CoRR abs/2212.14641 (2022) - 2021
- Lukas Gonon, Juan-Pablo Ortega:
Fading memory echo state networks are universal. Neural Networks 138: 10-13 (2021) - Lukas Gonon, Christoph Schwab:
Deep ReLU Network Expression Rates for Option Prices in high-dimensional, exponential Lévy models. CoRR abs/2101.11897 (2021) - Lukas Gonon, Christoph Schwab:
Deep ReLU Neural Network Approximation for Stochastic Differential Equations with Jumps. CoRR abs/2102.11707 (2021) - Lukas Gonon:
Random feature neural networks learn Black-Scholes type PDEs without curse of dimensionality. CoRR abs/2106.08900 (2021) - 2020
- Lukas Gonon, Juan-Pablo Ortega:
Reservoir Computing Universality With Stochastic Inputs. IEEE Trans. Neural Networks Learn. Syst. 31(1): 100-112 (2020) - Lukas Gonon, Lyudmila Grigoryeva, Juan-Pablo Ortega:
Approximation Bounds for Random Neural Networks and Reservoir Systems. CoRR abs/2002.05933 (2020) - Christian Beck, Lukas Gonon, Arnulf Jentzen:
Overcoming the curse of dimensionality in the numerical approximation of high-dimensional semilinear elliptic partial differential equations. CoRR abs/2003.00596 (2020) - Lukas Gonon, Lyudmila Grigoryeva, Juan-Pablo Ortega:
Memory and forecasting capacities of nonlinear recurrent networks. CoRR abs/2004.11234 (2020) - Aritz Bercher, Lukas Gonon, Arnulf Jentzen, Diyora Salimova:
Weak error analysis for stochastic gradient descent optimization algorithms. CoRR abs/2007.02723 (2020) - Lukas Gonon, Juan-Pablo Ortega:
Fading memory echo state networks are universal. CoRR abs/2010.12047 (2020) - Christa Cuchiero, Lukas Gonon, Lyudmila Grigoryeva, Juan-Pablo Ortega, Josef Teichmann:
Discrete-time signatures and randomness in reservoir computing. CoRR abs/2010.14615 (2020) - 2019
- Lukas Gonon, Lyudmila Grigoryeva, Juan-Pablo Ortega:
Risk bounds for reservoir computing. CoRR abs/1910.13886 (2019) - Lukas Gonon, Philipp Grohs, Arnulf Jentzen, David Kofler, David Siska:
Uniform error estimates for artificial neural network approximations for heat equations. CoRR abs/1911.09647 (2019) - 2018
- Lukas Gonon, Juan-Pablo Ortega:
Reservoir Computing Universality With Stochastic Inputs. CoRR abs/1807.02621 (2018) - 2012
- Amanda Prorok, Lukas Gonon, Alcherio Martinoli:
Online model estimation of ultra-wideband TDOA measurements for mobile robot localization. ICRA 2012: 807-814
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