Richter, Lorenz
- Solving high-dimensional parabolic PDEs using the tensor train format
2021/02/23 by Lorenz Richter, Leon Sallandt, Richter, Lorenz +3 · 1 voice · 5 citations
#stat.ML #cs.LG #math.NA #math.PR
- Solving high-dimensional Hamilton-Jacobi-Bellman PDEs using neural\n networks: perspectives from the theory of controlled diffusions and measures\n on path space
2020/05/11 by Nikolas Nüsken, Nüsken, Nikolas, Lorenz Richter +1 · 20 citations
Economics, Econometrics and Finance · Mathematics · Physics and Astronomy · #FOS: Computer and information sciences #FOS: Mathematics #Machine Learning (cs.LG) #Machine Learning (stat.ML) #Mathematical Biology Tumor Growth #Model Reduction and Neural Networks #Numerical Analysis (math.NA) #Optimization and Control (math.OC) #Probability (math.PR) #Stochastic processes and financial applications
- VarGrad: A Low-Variance Gradient Estimator for Variational Inference
2020/10/20 by Lorenz Richter, Richter, Lorenz, Ayman Boustati +7 · 14 citations
Computer Science · #Adversarial Robustness in Machine Learning #Domain Adaptation and Few-Shot Learning #FOS: Computer and information sciences #FOS: Mathematics #Machine Learning (cs.LG) #Machine Learning (stat.ML) #Machine Learning and Algorithms #Statistics Theory (math.ST)
- Sequential Controlled Langevin Diffusions
2024/12/10 by Junhua Chen, Chen, Junhua, Lorenz Richter +9 · 16 citations
Biochemistry, Genetics and Molecular Biology · Computer Science · Mathematics · #Artificial Intelligence (cs.AI) #Bayesian Methods and Mixture Models #FOS: Computer and information sciences #Gene Regulatory Network Analysis #Machine Learning (cs.LG) #Machine Learning (stat.ML) #Markov Chains and Monte Carlo Methods
- Underdamped Diffusion Bridges with Applications to Sampling
2025/03/02 by Denis Blessing, Julius Berner, Blessing, Denis +5 · 18 citations
Engineering · #Structural Health Monitoring Techniques #Infrastructure Maintenance and Monitoring #Ultrasonics and Acoustic Wave Propagation
- Interpolating between BSDEs and PINNs: deep learning for elliptic and parabolic boundary value problems
2021/12/07 by Nikolas Nüsken, Lorenz Richter, Nüsken, Nikolas +1 · 4 citations
Engineering · Medicine · Physics and Astronomy · #FOS: Computer and information sciences #FOS: Mathematics #Lattice Boltzmann Simulation Studies #Machine Learning (stat.ML) #Model Reduction and Neural Networks #Numerical Analysis (math.NA) #Probability (math.PR) #Radiomics and Machine Learning in Medical Imaging
- Nonasymptotic bounds for suboptimal importance sampling
2021/02/18 by Carsten Hartmann, Lorenz Richter, Hartmann, Carsten +1 · 3 citations
Decision Sciences · Mathematics · #Probabilistic and Robust Engineering Design #Markov Chains and Monte Carlo Methods #Statistical Methods and Inference
- Dynamical Measure Transport and Neural PDE Solvers for Sampling
2024/07/10 by Sun, Jingtong, Berner, Julius, Richter, Lorenz +4 · 4 citations
#Dynamical Systems (math.DS) #FOS: Computer and information sciences #FOS: Mathematics #Machine Learning (cs.LG) #Machine Learning (stat.ML) #Optimization and Control (math.OC) #Probability (math.PR)
- From continuous-time formulations to discretization schemes: tensor trains and robust regression for BSDEs and parabolic PDEs
2023/07/28 by Richter, Lorenz, Sallandt, Leon, Nüsken, Nikolas · 3 citations
#FOS: Computer and information sciences #FOS: Mathematics #Machine Learning (cs.LG) #Machine Learning (stat.ML) #Numerical Analysis (math.NA) #Probability (math.PR)
- From discrete-time policies to continuous-time diffusion samplers: Asymptotic equivalences and faster training
2025/01/10 by Julius Berner, Berner, Julius, Lorenz Richter +7 · 7 citations
Computer Science · Mathematics · #Advanced Mathematical Modeling in Engineering #FOS: Computer and information sciences #Machine Learning (cs.LG) #Machine Learning (stat.ML) #Mathematical Biology Tumor Growth
- Trust Region Constrained Measure Transport in Path Space for Stochastic Optimal Control and Inference
2025/08/17 by Denis Blessing, Julius Berner, Blessing, Denis +11 · 8 citations
Computer Science · Engineering · #Advanced Control Systems Optimization #FOS: Computer and information sciences #Machine Learning (cs.LG) #Stochastic Gradient Optimization Techniques
- Bridging discrete and continuous state spaces: Exploring the Ehrenfest process in time-continuous diffusion models
2024/05/06 by Ludwig Winkler, Winkler, Ludwig, Lorenz Richter +3 · 1 citation
Mathematics · #Dynamical Systems (math.DS) #FOS: Computer and information sciences #FOS: Mathematics #Machine Learning (cs.LG) #Machine Learning (stat.ML) #Markov Chains and Monte Carlo Methods #Probability (math.PR)