Arnulf Jentzen
3 papers · 2019–2022 · 1 venue · across top CS/AI venues
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Achievements
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Interdisciplinary Bridge · Bronze
Venues
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Research topics
Keywords
stochastic gradient descent
(1)
neural network training
(1)
non-convex optimization
(1)
convergence analysis
(1)
deep learning
(1)
risk minimization
(1)
monte carlo simulation
(1)
gradient descent
(1)
piecewise linear
(1)
piecewise linear function
(1)
option pricing
(1)
convergence rate
(1)
relu activation
(1)
objective function
(1)
random initialization
(1)
neural network
(1)
optimal stopping
(1)
bermudan option
(1)
Papers
A proof of convergence for the gradient descent optimization method with random initializations in the training of neural networks with ReLU activation for piecewise linear target functions
JMLR 2022
Convergence Rates for the Stochastic Gradient Descent Method for Non-Convex Objective Functions
JMLR 2020
Deep Optimal Stopping
JMLR 2019