no code implementations • 19 Sep 2022 • Aurelien Lucchi, Frank Proske, Antonio Orvieto, Francis Bach, Hans Kersting
This generalizes processes based on Brownian motion, such as the Ornstein-Uhlenbeck process.
no code implementations • 6 Feb 2022 • Antonio Orvieto, Hans Kersting, Frank Proske, Francis Bach, Aurelien Lucchi
Injecting artificial noise into gradient descent (GD) is commonly employed to improve the performance of machine learning models.
no code implementations • 19 Feb 2021 • Emmanuel Coffie, Sindre Duedahl, Frank Proske
In modern life insurance, Markov processes in continuous time on a finite or at least countable state space have been over the years an important tool for the modelling of the states of an insured.