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

425 citations

Showing 2023Show all

24 papers · 1 filter

math.AP2023

Computer-assisted proofs for the many steady states of a chemotaxis model with local sensing

Maxime Breden, Maxime Payan

We study the steady states of a system of cross-diffusion equations arising from the modeling of chemotaxis with local sensing, where the motility is a decreasing function of the c…

math.AP2023

Wellposedness of the cubic Gross-Pitaevskii equation with spatial white noise on

Pierre Mackowiak

In this paper, we prove the global wellposedness of the Gross-Pitaevskii equation with white noise potential, i.e. a cubic nonlinear Schr{ö}dinger equation with harmonic confining…

cs.LG20234 cited

Compression with Exact Error Distribution for Federated Learning

Mahmoud Hegazy, Rémi Leluc, Cheuk Ting Li +1

Compression schemes have been extensively used in Federated Learning (FL) to reduce the communication cost of distributed learning. While most approaches rely on a bounded variance…

math.OC2023

A mesh-independent method for second-order potential mean field games

Kang Liu, Laurent Pfeiffer

This article investigates the convergence of the Generalized Frank-Wolfe (GFW) algorithm for the resolution of potential and convex second-order mean field games. More specifically…

cs.LG2023

Approximate Heavy Tails in Offline (Multi-Pass) Stochastic Gradient Descent

Krunoslav Lehman Pavasovic, Alain Durmus, Umut Simsekli

A recent line of empirical studies has demonstrated that SGD might exhibit a heavy-tailed behavior in practical settings, and the heaviness of the tails might correlate with the ov…

math.MG2023

Volume computation for Meissner polyhedra and applications

Beniamin Bogosel

The volume of a Meissner polyhedron is computed in terms of the lengths of its dual edges. This allows to reformulate the Meissner conjecture regarding constant width bodies with m…