output
20042026
most citedA regression-based Monte Carlo method to solve backward stochastic differential equations

425 citations

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

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Showing 2013 · math.STShow all

2 papers · 2 filters

math.ST2013

Maximum entropy copula with given diagonal section

Cristina Butucea, Jean-François Delmas, Anne Dutfoy +1

We consider copulas with a given diagonal section and compute the explicit density of the unique optimal copula which maximizes the entropy. In this sense, this copula is the least…

math.ST2013★ 156 cited

Numerical studies of space filling designs: optimization of Latin Hypercube Samples and subprojection properties

Guillaume Damblin, Mathieu Couplet, Bertrand Iooss

Quantitative assessment of the uncertainties tainting the results of computer simulations is nowadays a major topic of interest in both industrial and scientific communities. One o…