P
Philipp Grohs
Researcher at University of Vienna
Publications - 159
Citations - 3324
Philipp Grohs is an academic researcher from University of Vienna. The author has contributed to research in topics: Artificial neural network & Shearlet. The author has an hindex of 27, co-authored 145 publications receiving 2631 citations. Previous affiliations of Philipp Grohs include Austrian Academy of Sciences & Vienna University of Technology.
Papers
More filters
Journal ArticleDOI
Analysis of the Generalization Error: Empirical Risk Minimization over Deep Artificial Neural Networks Overcomes the Curse of Dimensionality in the Numerical Approximation of Black--Scholes Partial Differential Equations
TL;DR: The development of new classification and regression algorithms based on empirical risk minimization (ERM) over deep neural network hypothesis classes, coined deep learning, revolutionized the area of deep learning.
Journal ArticleDOI
Optimal Approximation with Sparsely Connected Deep Neural Networks
TL;DR: In this paper, the authors derived fundamental lower bounds on the connectivity and memory requirements of deep neural networks guaranteeing uniform approximation rates for arbitrary function classes in $L^2(mathbb{R}...
Posted Content
A proof that artificial neural networks overcome the curse of dimensionality in the numerical approximation of Black-Scholes partial differential equations
TL;DR: It is proved, for the first time, that ANNs do indeed overcome the curse of dimensionality in the numerical approximation of Black-Scholes PDEs.
Posted Content
Deep Neural Network Approximation Theory
TL;DR: Deep networks provide exponential approximation accuracy—i.e., the approximation error decays exponentially in the number of nonzero weights in the network— of the multiplication operation, polynomials, sinusoidal functions, and certain smooth functions.
Journal ArticleDOI
DNN Expression Rate Analysis of High-dimensional PDEs: Application to Option Pricing
Dennis Elbrächter,Philipp Grohs,Philipp Grohs,Arnulf Jentzen,Arnulf Jentzen,Christoph Schwab +5 more
TL;DR: It is proved that the solution to the d -variate option pricing problem can be approximated up to an ε -error by a deep ReLU network, and the techniques developed in the constructive proof are of independent interest in the analysis of the expressive power of deep neural networks for solution manifolds of PDEs in high dimension.