Search Results for author: Mathias Trabs

Found 6 papers, 2 papers with code

A Wasserstein perspective of Vanilla GANs

no code implementations22 Mar 2024 Lea Kunkel, Mathias Trabs

The assumptions of this oracle inequality are designed to be satisfied by network architectures commonly used in practice, such as feedforward ReLU networks.

Dimensionality Reduction

AdamMCMC: Combining Metropolis Adjusted Langevin with Momentum-based Optimization

no code implementations21 Dec 2023 Sebastian Bieringer, Gregor Kasieczka, Maximilian F. Steffen, Mathias Trabs

Uncertainty estimation is a key issue when considering the application of deep neural network methods in science and engineering.

Statistical guarantees for stochastic Metropolis-Hastings

1 code implementation13 Oct 2023 Sebastian Bieringer, Gregor Kasieczka, Maximilian F. Steffen, Mathias Trabs

A Metropolis-Hastings step is widely used for gradient-based Markov chain Monte Carlo methods in uncertainty quantification.

regression Uncertainty Quantification

A PAC-Bayes oracle inequality for sparse neural networks

no code implementations26 Apr 2022 Maximilian F. Steffen, Mathias Trabs

We study the Gibbs posterior distribution for sparse deep neural nets in a nonparametric regression setting.

regression

Volatility estimation for stochastic PDEs using high-frequency observations

2 code implementations10 Oct 2017 Markus Bibinger, Mathias Trabs

We study the parameter estimation for parabolic, linear, second-order, stochastic partial differential equations (SPDEs) observing a mild solution on a discrete grid in time and space.

Statistics Theory Probability Methodology Statistics Theory 62M10 (Primary), 60H15 (Secondary)

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