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We study the expression rates of deep neural networks (DNNs for short) for option prices written on baskets of $d$ risky assets, whose log-returns are modelled by a multivariate L\'evy process with general correlation structure of jumps. We…

Numerical Analysis · Mathematics 2021-07-06 Lukas Gonon , Christoph Schwab

In this work, we introduce and study a class of Deep Neural Networks (DNNs) in continuous-time. The proposed architecture stems from the combination of Neural Ordinary Differential Equations (Neural ODEs) with the model structure of…

Systems and Control · Electrical Eng. & Systems 2023-09-18 Daniele Martinelli , Clara Lucía Galimberti , Ian R. Manchester , Luca Furieri , Giancarlo Ferrari-Trecate

DNNs have been quickly and broadly exploited to improve the data analysis quality in many complex science and engineering applications. Today's DNNs are becoming deeper and wider because of increasing demand on the analysis quality and more…

Computer Vision and Pattern Recognition · Computer Science 2019-04-24 Sian Jin , Sheng Di , Xin Liang , Jiannan Tian , Dingwen Tao , Franck Cappello

We explore the approximation capabilities of Transformer networks for H\"older and Sobolev functions, and apply these results to address nonparametric regression estimation with dependent observations. First, we establish novel upper bounds…

Machine Learning · Statistics 2025-04-17 Yuling Jiao , Yanming Lai , Defeng Sun , Yang Wang , Bokai Yan

We show how to construct the deep neural network (DNN) expert to predict quasi-optimal $hp$-refinements for a given computational problem. The main idea is to train the DNN expert during executing the self-adaptive $hp$-finite element…

Numerical Analysis · Mathematics 2022-09-14 Tomasz Sluzalec , Rafal Grzeszczuk , Sergio Rojas , Witold Dzwinel , Maciej Paszynski

We analyze the expressivity of a universal deep neural network that can be organized as a series of nested qubit rotations, accomplished by adjustable data re-uploads. While the maximal expressive power increases with the depth of the…

Quantum Physics · Physics 2023-11-13 Iván Panadero , Yue Ban , Hilario Espinós , Ricardo Puebla , Jorge Casanova , Erik Torrontegui

We propose rigorous lower and upper error bounds for neural network (NN) approximations to PDEs by efficiently computing the Riesz representations of suitable extension and restrictions of the NN residual towards geometrically simpler…

Numerical Analysis · Mathematics 2026-04-15 Lewin Ernst , Nikolaos Rekatsinas , Karsten Urban

We carry out an information-theoretical analysis of a two-layer neural network trained from input-output pairs generated by a teacher network with matching architecture, in overparametrized regimes. Our results come in the form of bounds…

Machine Learning · Computer Science 2023-07-13 Francesco Camilli , Daria Tieplova , Jean Barbier

In recent years, physical informed neural networks (PINNs) have been shown to be a powerful tool for solving PDEs empirically. However, numerical analysis of PINNs is still missing. In this paper, we prove the convergence rate to PINNs for…

Numerical Analysis · Mathematics 2022-04-13 Yuling Jiao , Yanming Lai , Dingwei Li , Xiliang Lu , Fengru Wang , Yang Wang , Jerry Zhijian Yang

Deep neural networks (DNNs) in the infinite width/channel limit have received much attention recently, as they provide a clear analytical window to deep learning via mappings to Gaussian Processes (GPs). Despite its theoretical appeal, this…

Machine Learning · Computer Science 2021-06-09 Gadi Naveh , Zohar Ringel

Research in computational deep learning has directed considerable efforts towards hardware-oriented optimisations for deep neural networks, via the simplification of the activation functions, or the quantization of both activations and…

Machine Learning · Computer Science 2020-11-04 Gian Paolo Leonardi , Matteo Spallanzani

The success of deep networks has been attributed in part to their expressivity: per parameter, deep networks can approximate a richer class of functions than shallow networks. In ReLU networks, the number of activation patterns is one…

Machine Learning · Statistics 2019-10-22 Boris Hanin , David Rolnick

Using deep neural networks to solve PDEs has attracted a lot of attentions recently. However, why the deep learning method works is falling far behind its empirical success. In this paper, we provide a rigorous numerical analysis on deep…

Numerical Analysis · Mathematics 2022-04-13 Chenguang Duan , Yuling Jiao , Yanming Lai , Xiliang Lu , Zhijian Yang

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

The analysis of neural network training beyond their linearization regime remains an outstanding open question, even in the simplest setup of a single hidden-layer. The limit of infinitely wide networks provides an appealing route forward…

Machine Learning · Computer Science 2020-06-19 Jaume de Dios , Joan Bruna

Deep neural networks are powerful tools for solving nonlinear problems in science and engineering, but training highly accurate models becomes challenging as problem complexity increases. Non-convex optimization and sensitivity to…

Machine Learning · Computer Science 2026-04-20 Ethan Mulle , Wei Kang , Qi Gong

In this study, we establish that deep neural networks employing ReLU and ReLU$^2$ activation functions can effectively represent Lagrange finite element functions of any order on various simplicial meshes in arbitrary dimensions. We…

Numerical Analysis · Mathematics 2024-01-15 Juncai He , Jinchao Xu

The $hp$-version of the finite element method is applied to a singularly perturbed reaction-diffusion equation posed in one- and two-dimensional domains with analytic boundary. On suitably designed \emph{Spectral Boundary Layer meshes},…

Numerical Analysis · Mathematics 2016-05-30 Jens Markus Melenk , Christos Xenophontos

A convergence analysis is developed for the regularized Newton method for training neural networks (NNs) in the overparameterized limit. As the number of hidden units tends to infinity, the NN training dynamics converge in probability to…

Machine Learning · Computer Science 2026-05-21 Konstantin Riedl , Konstantinos Spiliopoulos , Justin Sirignano

Numerical approximations to the solution of a linear singularly perturbed parabolic reaction-diffusion problem with incompatible bound\-ary-initial data are generated, The method involves combining the computational solution of a classical…

Numerical Analysis · Mathematics 2018-11-19 Jose Luis Gracia , Eugene O'Riordan
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