28 citations
Counting papers with at most 25 authors, so collaboration author lists do not stand in for the people here.
- Laboratoire de Mathématiques Blaise PascalFR35 papers
- Laboratoire de Mathématiques et Modélisation d'ÉvryFR35 papers
- LAM FoundationUS14 papers
- Centre de Mathématiques Appliquées de l'École polytechniqueFR11 papers
- Centre National de la Recherche ScientifiqueFR11 papers
- École PolytechniqueFR10 papers
- Université d'Évry Val-d'EssonneFR9 papers
- National Research University Higher School of EconomicsRU6 papers
- Université Paris-SaclayFR6 papers
- École Nationale Supérieure d’Informatique pour l’Industrie et l’EntrepriseFR5 papers
- Laboratoire de Probabilités, Statistique et ModélisationFR5 papers
- Chimie de la Matière Condensée de ParisFR4 papers
3 papers · 1 filter
Learning 4DVAR inversion directly from observations
Arthur Filoche, Julien Brajard, Anastase Charantonis +1
Variational data assimilation and deep learning share many algorithmic aspects in common. While the former focuses on system state estimation, the latter provides great inductive b…
A Stochastic Path-Integrated Differential EstimatoR Expectation Maximization Algorithm
Gersende Fort, Eric Moulines, Hoi-To Wai
The Expectation Maximization (EM) algorithm is of key importance for inference in latent variable models including mixture of regressors and experts, missing observations. This pap…
Discretization and Machine Learning Approximation of BSDEs with a Constraint on the Gains-Process
Idris Kharroubi, Thomas Lim, Xavier Warin
We study the approximation of backward stochastic differential equations (BSDEs for short) with a constraint on the gains process. We first discretize the constraint by applying a…