Advances in Mathematical Finance and Optimal Transport

# On some variational problems involving functions with bounded Hessian

speaker: Luigi Ambrosio (Scuola Normale Superiore)

abstract: "Motivated by problems related to deep learning, we study variational problems involving bounded Hessian functions, i.e. functions whose gradient is a function of bounded variation. In this context, particularly interesting are density results for piecewise affine functions and questions regarding extremal points. Work in progress with M.Unser, S.Aziznejad, C.Brena."

timetable:
Mon 27 Jun, 9:15 - 10:00, Aula Dini
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