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Gilles Pagès
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2020 – today
- 2024
- [j29]Pierre Bras, Gilles Pagès:
Convergence of Langevin-simulated annealing algorithms with multiplicative noise. Math. Comput. 93(348): 1761-1803 (2024) - [i7]Jean-François Chassagneux, Gilles Pagès:
Computing the invariant distribution of McKean-Vlasov SDEs by ergodic simulation. CoRR abs/2406.13370 (2024) - 2023
- [j28]Pierre Bras, Gilles Pagès:
Convergence of Langevin-simulated annealing algorithms with multiplicative noise II: Total variation. Monte Carlo Methods Appl. 29(3): 203-219 (2023) - [c12]Pierre Bras, Gilles Pagès:
Langevin Algorithms for Markovian Neural Networks and Deep Stochastic Control. IJCNN 2023: 1-8 - [i6]Pierre Bras, Gilles Pagès:
Policy Gradient Optimal Correlation Search for Variance Reduction in Monte Carlo simulation and Maximum Optimal Transport. CoRR abs/2307.12703 (2023) - 2021
- [j27]Benjamin Jourdain, Gilles Pagès:
Optimal dual quantizers of 1Dlog-concave distributions: Uniqueness and Lloyd like algorithm. J. Approx. Theory 267: 105581 (2021) - [j26]Giorgia Callegaro, Martino Grasselli, Gilles Pagès:
Fast Hybrid Schemes for Fractional Riccati Equations (Rough Is Not So Tough). Math. Oper. Res. 46(1): 221-254 (2021) - [i5]Rancy El Nmeir, Gilles Pagès:
Quantization-based approximation of reflected BSDEs with extended upper bounds for recursive quantization. CoRR abs/2105.07684 (2021) - [i4]Mathieu Laurière, Gilles Pagès, Olivier Pironneau:
Performance of a Markovian neural network versus dynamic programming on a fishing control problem. CoRR abs/2109.06856 (2021) - 2020
- [j25]Vincent Lemaire, Thibaut Montes, Gilles Pagès:
New weak error bounds and expansions for optimal quantization. J. Comput. Appl. Math. 371: 112670 (2020) - [j24]Yating Liu, Gilles Pagès:
Convergence Rate of Optimal Quantization and Application to the Clustering Performance of the Empirical Measure. J. Mach. Learn. Res. 21: 86:1-86:36 (2020) - [i3]Benjamin Jourdain, Gilles Pagès:
Optimal dual quantizers of $1D$ $\log$-concave distributions: uniqueness and Lloyd like algorithm. CoRR abs/2010.10816 (2020)
2010 – 2019
- 2019
- [j23]Gilles Pagès, Clément Rey:
Recursive computation of the invariant distributions of Feller processes: Revisited examples and new applications. Monte Carlo Methods Appl. 25(1): 1-36 (2019) - 2018
- [j22]Gilles Pagès, Olivier Pironneau, Guillaume Sall:
The Parareal Algorithm for American Options. SIAM J. Financial Math. 9(3): 966-993 (2018) - 2017
- [j21]Daphné Giorgi, Vincent Lemaire, Gilles Pagès:
Limit theorems for weighted and regular Multilevel estimators. Monte Carlo Methods Appl. 23(1): 43-70 (2017) - 2016
- [j20]Gilles Pagès, Jun Yu:
Pointwise Convergence of the Lloyd I Algorithm in Higher Dimension. SIAM J. Control. Optim. 54(5): 2354-2382 (2016) - [c11]Cheikh Mbaye, Gilles Pagès, Frédéric Vrins:
An Antithetic Approach of Multilevel Richardson-Romberg Extrapolation Estimator for Multidimensional SDES. NAA 2016: 482-491 - [i2]Gilles Pagès, Olivier Pironneau, Guillaume Sall:
Vibrato and automatic differentiation for high order derivatives and sensitivities of financial options. CoRR abs/1606.06143 (2016) - 2015
- [j19]Harald Luschgy, Gilles Pagès:
Greedy vector quantization. J. Approx. Theory 198: 111-131 (2015) - [j18]Sylvain Corlay, Gilles Pagès:
Functional quantization-based stratified sampling methods. Monte Carlo Methods Appl. 21(1): 1-32 (2015) - 2012
- [j17]Gilles Pagès, Benedikt Wilbertz:
GPGPUs in computational finance: massive parallel computing for American style options. Concurr. Comput. Pract. Exp. 24(8): 837-848 (2012) - [j16]Sophie Laruelle, Gilles Pagès:
Stochastic approximation with averaging innovation applied to Finance. Monte Carlo Methods Appl. 18(1): 1-51 (2012) - [j15]Gilles Pagès, Benedikt Wilbertz:
Intrinsic Stationarity for Vector Quantization: Foundation of Dual Quantization. SIAM J. Numer. Anal. 50(2): 747-780 (2012) - 2011
- [j14]Sophie Laruelle, Charles-Albert Lehalle, Gilles Pagès:
Optimal Split of Orders Across Liquidity Pools: A Stochastic Algorithm Approach. SIAM J. Financial Math. 2(1): 1042-1076 (2011) - 2010
- [c10]Gilles Pagès, Benedikt Wilbertz:
Parallel implementation of a Quantization algorithm for pricing American style options on GPGPU. HPCS 2010: 370-375
2000 – 2009
- 2009
- [j13]Olivier Bardou, Noufel Frikha, Gilles Pagès:
Computing VaR and CVaR using stochastic approximation and adaptive unconstrained importance sampling. Monte Carlo Methods Appl. 15(3): 173-210 (2009) - 2007
- [j12]Siegfried Graf, Harald Luschgy, Gilles Pagès:
Optimal quantizers for Radon random vectors in a Banach space. J. Approx. Theory 144(1): 27-53 (2007) - [j11]Gilles Pagès:
Multi-step Richardson-Romberg Extrapolation: Remarks on Variance Control and Complexity. Monte Carlo Methods Appl. 13(1): 37-70 (2007) - 2006
- [j10]Emmanuel Gobet, Gilles Pagès, Huyên Pham, Jacques Printems:
Discretization and Simulation of the Zakai Equation. SIAM J. Numer. Anal. 44(6): 2505-2538 (2006) - 2005
- [j9]Gilles Pagès, Jacques Printems:
Functional quantization for numerics with an application to option pricing. Monte Carlo Methods Appl. 11(4): 407-446 (2005) - 2004
- [i1]Harald Luschgy, Gilles Pagès:
Functional Quantization and Entropy for Stochastic Processes. Algorithms and Complexity for Continuous Problems 2004 - 2003
- [j8]Gilles Pagès, Jacques Printems:
Optimal quadratic quantization for numerics: the Gaussian case. Monte Carlo Methods Appl. 9(2): 135-165 (2003) - 2002
- [j7]Jean-Claude Fort, Gilles Pagès:
Decreasing step Stochastic algorithms: a.s. behaviour of weighted empirical measures. Monte Carlo Methods Appl. 8(3): 237-270 (2002) - 2001
- [j6]Vlad Bally, Gilles Pagès, Jacques Printems:
A stochastic quantization method for nonlinear problems. Monte Carlo Methods Appl. 7(1-2): 21-34 (2001)
1990 – 1999
- 1998
- [j5]Marie Cottrell, Jean-Claude Fort, Gilles Pagès:
Theoretical aspects of the SOM algorithm. Neurocomputing 21(1-3): 119-138 (1998) - 1997
- [j4]Jean-Gabriel Attali, Gilles Pagès:
Approximations of Functions by a Multilayer Perceptron: a New Approach. Neural Networks 10(6): 1069-1081 (1997) - [c9]Avec M. Benaïm, Jean-Claude Fort, Gilles Pagès:
Almost sure convergence of the one-dimensional Kohonen algorithm. ESANN 1997 - [c8]Jean-Claude Fort, Gilles Pagès:
Convergences of the Kohonen Maps: A Dynamical System Approach. ICANN 1997: 631-636 - 1996
- [j3]Jean-Claude Fort, Gilles Pagès:
About the Kohonen Algorithm: Strong or Weak Self-organization? Neural Networks 9(5): 773-785 (1996) - [c7]Jean-Claude Fort, Gilles Pagès:
Quantization vs Organization in the Kohonen S.O.M. ESANN 1996 - [c6]Damien Lamberton, Gilles Pagès:
On the critical points of the 1-dimensional competitive learning vector quantization algorithm. ESANN 1996 - 1995
- [j2]Jean-Gabriel Attali, Gilles Pagès:
Approximation of functions by perceptrons: a new approach. Neural Process. Lett. 2(5): 19-22 (1995) - [j1]Marie Cottrell, Jean-Claude Fort, Gilles Pagès:
Comments about "Analysis of the convergence properties of topology preserving neural networks". IEEE Trans. Neural Networks 6(3): 797-799 (1995) - [c5]Jean-Gabriel Attali, Gilles Pagès:
Functional approximation by perceptrons: a new approach. ESANN 1995 - [c4]Jean-Claude Fort, Gilles Pagès:
About the Kohonen algorithm: strong or weak self-organization? ESANN 1995 - 1994
- [c3]Marie Cottrell, Jean-Claude Fort, Gilles Pagès:
Two or three things that we know about the Kohonen algorithm. ESANN 1994 - [c2]Jean-Claude Fort, Gilles Pagès:
A non linear Kohonen algorithm. ESANN 1994 - 1993
- [c1]Gilles Pagès:
Voronoï tesselation, space quantization algorithms and numerical integration. ESANN 1993
Coauthor Index
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last updated on 2024-09-13 00:44 CEST by the dblp team
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