Topic: variance-reduction Goto Github
Some thing interesting about variance-reduction
Some thing interesting about variance-reduction
variance-reduction,
User: abhishm
variance-reduction,In this paper, we propose Filter Gradient Decent (FGD), an efficient stochastic optimization algorithm that makes a consistent estimation of the local gradient by solving an adaptive filtering problem with different designs of filters.
User: adamdad
variance-reduction,[AAAI 2020 Oral] Low-variance Black-box Gradient Estimates for the Plackett-Luce Distribution
User: agadetsky
variance-reduction,This project focuses on applying advanced simulation methods for derivatives pricing. It includes Monte-Carlo, Variance Reduction Techniques, Distribution Sampling Methods, Euler Schemes, and Milstein Schemes.
User: anthonyli01
variance-reduction,University Project: simulation techniques to price derivatives. It will involve Monte-Carlo, variance-reduction techniques, and advanced simulation methods.
User: anthonyli01
variance-reduction,Chance-constrained control and pricing for natural gas networks using Julia/JuMP.
User: anubhavratha
Home Page: https://arxiv.org/abs/2010.03283
variance-reduction,Training a single layer perceptron model on sparse data (coursework)
User: btsan
variance-reduction,Pricing and Analysis of Financial Derivative by Credit Suisse using Monte Carlo, Geometric Brownian Motion, Heston Model, CIR model, estimating greeks such as delta, gamma etc, Local volatility model incorporated with variance reduction.(For MH4518 Project)
User: caramel2001
variance-reduction,We consider a problem of minimizing a sum of two functions and propose a generic algorithmic framework (SAE) to separate oracle complexities for each function. We compare the performance of splitting accelerated enveloped accelerated variance reduced method with a different sliding technique.
User: dmivilensky
variance-reduction,Stochastic Simulation and Statistics in Tidyverse
User: edxu96
Home Page: https://bookdown.org/edxu96/tidysimstat/
variance-reduction,Implementation and brief comparison of different First Order and different Proximal gradient methods, comparison of their convergence rates
User: eliafantini
variance-reduction,Riemannian stochastic optimization algorithms: Version 1.0.3
User: hiroyuki-kasai
variance-reduction,MATLAB/Octave library for stochastic optimization algorithms: Version 1.0.20
User: hiroyuki-kasai
variance-reduction,Simple MATLAB toolbox for deep learning network: Version 1.0.3
User: hiroyuki-kasai
variance-reduction,My Master's Thesis on Variational Optimization of Neural Networks written at the Technical University of Denmark
User: jakobhavtorn
variance-reduction,A model free Monte Carlo approach to price and hedge American options equiped with Heston model, OHMC, and LSM
User: jerryxyx
variance-reduction,Chaospy - Toolbox for performing uncertainty quantification.
User: jonathf
Home Page: https://chaospy.readthedocs.io/
variance-reduction,Antithetic Variates for Monte Carlo Variance Reduction
User: jrigh
variance-reduction,Importance sampling in R course notes and code
User: jrigh
variance-reduction,Introduction to options pricing theory and advanced numerical methods for pricing both vanilla and exotic options.
User: jspano95
variance-reduction,IOE 574 - Simulation Design & Analysis; Term project code & documentation
User: krishrao9
variance-reduction,SAGA with Perturbations
User: may-
variance-reduction,Statistical toolkit to make time-series stationary
User: mbsuraj
variance-reduction,PyTorch implementation for " Differentiable Antithetic Sampling for Variance Reduction in Stochastic Variational Inference" (https://arxiv.org/abs/1810.02555).
User: mhw32
variance-reduction,Low-variance, efficient and unbiased gradient estimation for optimizing models with binary latent variables. (ICLR 2019)
User: mingzhang-yin
Home Page: https://openreview.net/pdf?id=S1lg0jAcYm
variance-reduction,Providing reproducibility in deep learning frameworks
Organization: nvidia
variance-reduction,An R Library published on CRAN for variance reduction algorithms.
User: onurboyar
variance-reduction,Numerical integration of SDEs with variance reduction methods for Monte Carlo simulation
User: piers-hinds
variance-reduction,Machine Learning
User: ragni1
variance-reduction,Framework to model two stage stochastic unit commitment optimization problems.
User: rockstaedt
variance-reduction,A platform for distributed optimization expriments using OpenMPI
User: slowbull
variance-reduction,Project on using control variates for bayesian neural networks
User: sverdoot
variance-reduction,Monte Carlo used for the seminar Monte Carlo Methods in Econometrics and Finance at the university of Copenhagen
User: thorpn
variance-reduction,Variance reduction in energy estimators accelerates the exponential convergence in deep learning (ICLR'21)
User: waynedw
variance-reduction,EF-BV: A Unified Theory of Error Feedback and Variance Reduction Mechanisms for Biased and Unbiased Compression in Distributed Optimization. NeurIPS, 2022
User: williamyi96
variance-reduction,Variance Reduced ProxSkip: Algorithm, Theory and Application to Federated Learning. NeurIPS, 2022
User: williamyi96
variance-reduction,Reproduced PyTorch implementation for ICML 2017 Paper "Averaged-DQN: Variance Reduction and Stabilization for Deep Reinforcement Learning."
User: yisyuanchen
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