Uncertainty quantification for deep learning-based schemes for solving high-dimensional backward stochastic differential equations

5 October 2023

Papers citing "Uncertainty quantification for deep learning-based schemes for solving high-dimensional backward stochastic differential equations"

4 / 4 papers shown

Title
A backward differential deep learning-based algorithm for solving high-dimensional nonlinear backward stochastic differential equations Lorenc Kapllani Long Teng 31 2 0 12 Apr 2024
UQGAN: A Unified Model for Uncertainty Quantification of Deep Classifiers trained via Conditional GANs Philipp Oberdiek G. Fink Matthias Rottmann OODD 40 14 0 31 Jan 2022
Simple and Scalable Predictive Uncertainty Estimation using Deep Ensembles Balaji Lakshminarayanan Alexander Pritzel Charles Blundell UQCV BDL 276 5,675 0 05 Dec 2016
Dropout as a Bayesian Approximation: Representing Model Uncertainty in Deep Learning Y. Gal Zoubin Ghahramani UQCV BDL 285 9,145 0 06 Jun 2015