779 citations
- École PolytechniqueFR888 papers
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1,029 papers
OxyMake: A Content-Addressed Workflow Engine
Emmanuel Sérié
A workflow engine's job is to decide which results survive a change to code, data, or machine. Almost every engine answers with information local to where the work happened - a fil…
Do you precondition on the left or on the right?
Nicole Spillane, Pierre Matalon, Daniel B Szyld
This work is a follow-up to a poster that was presented at the DD29 conference. Participants were asked the question: ``Do you precondition on the left or on the right?''. Here we…
Quantitative rigidity of the Wasserstein contraction under convolution
Max Fathi, Michael Goldman, Daniel Tsodyks
The aim of this paper is to investigate the contraction properties of -Wasserstein distances with respect to convolution in Euclidean spaces both qualitatively and quantitativel…
Efficient Monte Carlo sampling of metastable systems using non-local collective variable updates
Christoph Schönle, Davide Carbone, Marylou Gabrié +2
Monte Carlo simulations are widely used to simulate complex molecular systems, but standard approaches suffer from metastability. Lately, the use of non-local proposal updates in a…
Spatio-temporal equilibrium thermodynamics of guided optical waves at positive and negative temperatures
Lucas Zanaglia, Josselin Garnier, Claire Michel +5
Optical thermalization has been recently studied in the 2D spatial evolution of (quasi-)monochromatic light waves propagating in multimode waveguides. Here, we investigate the spat…
Signature approach for pricing and hedging path-dependent options with frictions
Eduardo Abi Jaber, Donatien Hainaut, Edouard Motte
We introduce a novel signature approach for pricing and hedging path-dependent options with instantaneous and permanent market impact under a mean-quadratic variation criterion. Le…