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CEREMADE)

Identifiers

  • name variant CEREMADE) 0.60 · backfill

Papers (33)

  1. On Representer Theorems and Convex Regularization math.OC · 2018 · author #7
  2. Information uncertainty related to marked random times and optimal investment q-fin.PR · 2016 · author #3
  3. Stochastic Optimization for Large-scale Optimal Transport math.OC · 2016 · author #2
  4. Optimal control under uncertainty and Bayesian parameters adjustments math.PR · 2016 · author #2
  5. Coulomb potentials and Taylor expansions in Time-Dependent Density Functional Theory math-ph · 2016 · author #3
  6. Local Optimization of Black-Box Function with High or Infinite-Dimensional Inputs math.ST · 2015 · author #2
  7. Autoregressive Functions Estimation in Nonlinear Bifurcating Autoregressive Models math.ST · 2015 · author #3
  8. Semi-classical Dirac vacuum polarisation in a scalar field math-ph · 2015 · author #2
  9. Discrete time approximation of fully nonlinear HJB equations via BSDEs with nonpositive jumps math.PR · 2013 · author #2
  10. A numerical algorithm for fully nonlinear HJB equations: an approach by control randomization math.PR · 2013 · author #2
  11. Stochastic Target Games and Dynamic Programming via Regularized Viscosity Solutions math.PR · 2013 · author #2
  12. The cluster index of regularly varying sequences with applications to limit theory for functions of multivariate Markov chains math.PR · 2013 · author #3
  13. Continuous invertibility and stable QML estimation of the EGARCH(1,1) model math.ST · 2012 · author #2
  14. GARCH models without positivity constraints: Exponential or Log GARCH? math.ST · 2012 · author #4
  15. Fast rates in learning with dependent observations math.ST · 2012 · author #4
  16. Rank penalized estimators for high-dimensional matrices math.ST · 2011 · author #2
  17. A decomposition approach for the discrete-time approximation of FBSDEs with a jump I : the Lipschitz case math.AP · 2011 · author #2
  18. Sequential Monte Carlo on large binary sampling spaces math.ST · 2011 · author #2
  19. Parametric families on large binary spaces math.ST · 2010 · author #2
  20. Double Kernel estimation of sensitivities q-fin.CP · 2009 · author #2
  21. Probabilistic Representation and Approximation for Coupled Systems of Variational Inequalities math.PR · 2009 · author #2
  22. Estimating nonlinearities in twophase flow in porous media cs.NA · 2009 · author #3
  23. Adding constraints to BSDEs with Jumps: an alternative to multidimensional reflections math.PR · 2009 · author #2
  24. A Fully Equivalent Global Pressure Formulation for Three-Phase Compressible Flow cs.NA · 2009 · author #2
  25. Approximating the marginal likelihood in mixture models stat.ME · 2008 · author #4
  26. A Lindblad model for a spin chain coupled to heat baths math.PR · 2008 · author #2
  27. Multi-Layer Perceptrons and Symbolic Data cs.NE · 2008 · author #2
  28. Properties of Nested Sampling stat.CO · 2008 · author #3
  29. Mould Calculus for Hamiltonian Vector Fields math.DS · 2008 · author #4
  30. Functional Multi-Layer Perceptron: a Nonlinear Tool for Functional Data Analysis cs.NE · 2007 · author #2
  31. Representation of Functional Data in Neural Networks cs.NE · 2007 · author #2
  32. The Monge problem for supercritical Mane potentials on compact manifolds math.DS · 2005 · author #2
  33. Optimal mass transportation and Mather theory math.DS · 2004 · author #2

Mentions

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