output
20062025
most citedIonic transport through a protein nanopore: a Coarse-Grained Molecular Dynamics Study

28 citations

researchers with a paper here

Counting papers with at most 25 authors, so collaboration author lists do not stand in for the people here.

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Showing 2021Show all

6 papers · 1 filter

math.OC2021

Federated Expectation Maximization with heterogeneity mitigation and variance reduction

Aymeric Dieuleveut, Gersende Fort, Eric Moulines +1

The Expectation Maximization (EM) algorithm is the default algorithm for inference in latent variable models. As in any other field of machine learning, applications of latent vari…

math.PR2021

Parisian times for linear diffusions

Christophe Profeta

We compute the joint distribution of the first times a linear diffusion makes an excursion longer than some given duration above (resp. below) some fixed level. In the literature,…

eess.SP2021

The perturbed prox-preconditioned spider algorithm: non-asymptotic convergence bounds

Gersende Fort, E Moulines

A novel algorithm named Perturbed Prox-Preconditioned SPIDER (3P-SPIDER) is introduced. It is a stochastic variancereduced proximal-gradient type algorithm built on Stochastic Path…

math.PR2021

Convergence Rate of the Euler-Maruyama Scheme Applied to Diffusion Processes with L Q -- L Drift Coefficient and Additive Noise

Benjamin Jourdain, Stéphane Menozzi

We are interested in the time discretization of stochastic differential equations with additive d-dimensional Brownian noise and L q -- L drift coefficient when the condition d…

q-fin.PR2021

American options in the Volterra Heston model

Etienne Chevalier, Sergio Pulido, Elizabeth Zúñiga

We price American options using kernel-based approximations of the Volterra Heston model. We choose these approximations because they allow simulation-based techniques for pricing.…

math.OC2021★ 1 cited

Singular extremals in L^1 optimal control problems: sufficient optimality conditions

Francesca Chittaro, Laura Poggiolini

In this paper we are concerned with generalised L 1-minimisation problems, i.e. Bolza problems involving the absolute value of the control with a control-affine dynamics. We establ…