output
20022026
most citedA regression-based Monte Carlo method to solve backward stochastic differential equations

425 citations

Showing 2020Show all

15 papers · 1 filter

math.AP20201 cited

Long-time correlations for a hard-sphere gas at equilibrium

Thierry Bodineau, Isabelle Gallagher, Laure Saint-Raymond +1

It has been known since Lanford [19] that the dynamics of a hard sphere gas is described in the low density limit by the Boltzmann equation, at least for short times. The classical…

stat.CO20203 cited

Nonreversible MCMC from conditional invertible transforms: a complete recipe with convergence guarantees

Achille Thin, Nikita Kotelevskii, Christophe Andrieu +3

Markov Chain Monte Carlo (MCMC) is a class of algorithms to sample complex and high-dimensional probability distributions. The Metropolis-Hastings (MH) algorithm, the workhorse of…

cs.LG20203 cited

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…

stat.ML2020

Geom-SPIDER-EM: Faster Variance Reduced Stochastic Expectation Maximization for Nonconvex Finite-Sum Optimization

Gersende Fort, Eric Moulines, Hoi-To Wai

The Expectation Maximization (EM) algorithm is a key reference for inference in latent variable models; unfortunately, its computational cost is prohibitive in the large scale lear…

physics.flu-dyn20202 cited

Coherent interferometric imaging in a random flow

Etienne Gay, Luc Bonnet, Christophe Peyret +2

This paper is concerned with the development of imaging methods to localize sources or reflectors in inhomogeneous moving media with acoustic waves that have travelled through them…

physics.optics202089 cited

Dramatic acceleration of wave condensation mediated by disorder in multimode fibers

Adrien Fusaro, Josselin Garnier, Katarzyna Krupa +2

Classical nonlinear waves exhibit a phenomenon of condensation that results from the natural irreversible process of thermalization, in analogy with the quantum Bose-Einstein conde…