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This script offers an implementation-oriented introduction to deep learning methods for solving and estimating high-dimensional dynamic stochastic models in economics and finance. Its starting point is the curse of dimensionality:…

General Economics · Economics 2026-05-15 Simon Scheidegger

Model discovery based on existing data has been one of the major focuses of mathematical modelers for decades. Despite tremendous achievements of model identification from adequate data, how to unravel the models from limited data is less…

Numerical Analysis · Mathematics 2020-09-25 Jia Zhao , Jarrod Mau

In this paper we investigate a variety of deep learning strategies for solving inverse problems. We classify existing deep learning solutions for inverse problems into three categories of Direct Mapping, Data Consistency Optimizer, and Deep…

Computer Vision and Pattern Recognition · Computer Science 2021-11-16 Shima Kamyab , Zohreh Azimifar , Rasool Sabzi , Paul Fieguth

Computational imaging has been revolutionized by compressed sensing algorithms, which offer guaranteed uniqueness, convergence, and stability properties. Model-based deep learning methods that combine imaging physics with learned…

Computer Vision and Pattern Recognition · Computer Science 2023-03-01 Aniket Pramanik , M. Bridget Zimmerman , Mathews Jacob

Deep Learning has revolutionized machine learning and artificial intelligence, achieving superhuman performance in several standard benchmarks. It is well-known that deep learning models are inefficient to train; they learn by processing…

Machine Learning · Computer Science 2021-12-03 Fartash Faghri

Deep learning involves navigating a high-dimensional loss landscape over the neural network parameter space. Over the course of training, complex computational structures form and re-form inside the neural network, leading to shifts in…

Machine Learning · Computer Science 2025-08-04 Jesse Hoogland , George Wang , Matthew Farrugia-Roberts , Liam Carroll , Susan Wei , Daniel Murfet

Engineering design and scientific analysis rely upon computer simulations of turbulent fluid flows using turbulence models. These turbulence models are empirical and approximate, leading to large uncertainties in their predictions that…

Fluid Dynamics · Physics 2024-05-28 Minghan Chu , Weicheng Qian

Deep learning models have been widely used during the last decade due to their outstanding learning and abstraction capacities. However, one of the main challenges any scientist has to face using deep learning models is to establish the…

Machine Learning · Computer Science 2025-04-22 Luis Balderas , Miguel Lastra , José M. Benítez

The last decade has shown a tremendous success in solving various computer vision problems with the help of deep learning techniques. Lately, many works have demonstrated that learning-based approaches with suitable network architectures…

Machine Learning · Computer Science 2019-08-21 Michael Moeller , Thomas Möllenhoff , Daniel Cremers

Deep learning approaches have shown remarkable promise in turbulence closure modeling for large eddy simulations (LES). The differentiable physics paradigm uses the so-called a-posteriori approach for learning by embedding a neural network…

Fluid Dynamics · Physics 2026-04-30 Ashwin Suriyanarayanan , Dibyajyoti Chakraborty , Romit Maulik

In this paper, we develop a new optimization framework for the least squares learning problem via fully connected neural networks or physics-informed neural networks. The gradient descent sometimes behaves inefficiently in deep learning…

Machine Learning · Computer Science 2025-05-01 Yaru Liu , Yiqi Gu , Michael K. Ng

Recently deep neural networks have been widely and successfully applied in computer vision tasks and attracted growing interests in medical imaging. One barrier for the application of deep neural networks to medical imaging is the need of…

Computer Vision and Pattern Recognition · Computer Science 2018-07-06 Kuang Gong , Kyungsang Kim , Jianan Cui , Ning Guo , Ciprian Catana , Jinyi Qi , Quanzheng Li

In this paper, we introduce a physics-driven regularization method for training of deep neural networks (DNNs) for use in engineering design and analysis problems. In particular, we focus on prediction of a physical system, for which in…

Machine Learning · Computer Science 2019-10-17 Mohammad Amin Nabian , Hadi Meidani

Neural networks have been very successful in many applications; we often, however, lack a theoretical understanding of what the neural networks are actually learning. This problem emerges when trying to generalise to new data sets. The…

Classical Analysis and ODEs · Mathematics 2022-11-22 Matthew Thorpe , Yves van Gennip

In this paper we present a foundational study on a constrained method that defines learning problems with Neural Networks in the context of the principle of least cognitive action, which very much resembles the principle of least action in…

Machine Learning · Computer Science 2020-09-02 Alessandro Betti , Marco Gori , Simone Marullo , Stefano Melacci

Neural networks can emulate nonlinear physical systems with high accuracy, yet they may produce physically-inconsistent results when violating fundamental constraints. Here, we introduce a systematic way of enforcing nonlinear analytic…

Computational Physics · Physics 2021-03-10 Tom Beucler , Michael Pritchard , Stephan Rasp , Jordan Ott , Pierre Baldi , Pierre Gentine

Deep learning is increasingly used for complex, large-scale systems where first-principles modeling is difficult. However, standard deep learning models often fail to enforce physical structure or preserve convexity in downstream control,…

Systems and Control · Electrical Eng. & Systems 2025-09-25 Teruki Kato , Ryotaro Shima , Kenji Kashima

Deep learning is formulated as a discrete-time optimal control problem. This allows one to characterize necessary conditions for optimality and develop training algorithms that do not rely on gradients with respect to the trainable…

Machine Learning · Computer Science 2018-06-05 Qianxiao Li , Shuji Hao

Continual Learning is a learning paradigm where learning systems are trained with sequential or streaming tasks. Two notable directions among the recent advances in continual learning with neural networks are ($i$) variational Bayes based…

Machine Learning · Computer Science 2020-02-24 Abhishek Kumar , Sunabha Chatterjee , Piyush Rai

In recent years, deep learning has been connected with optimal control as a way to define a notion of a continuous underlying learning problem. In this view, neural networks can be interpreted as a discretization of a parametric Ordinary…

Optimization and Control · Mathematics 2020-07-07 Joubine Aghili , Olga Mula
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