Pierre Bras

activity

20212023

most citedConvergence rates of Gibbs measures with degenerate minimum

5 citations · 8 across the 9 of their papers we have counts for

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3 papers · 1 filter

stat.ML2023

Policy Gradient Optimal Correlation Search for Variance Reduction in Monte Carlo simulation and Maximum Optimal Transport

Pierre Bras, Gilles Pagès

We propose a new algorithm for variance reduction when estimating $f (X_{T})$ where $X$ is the solution to some stochastic differential equation and $f$ is a test function. The new es…

math.ST2023

A note on $L^{1}$ -Convergence of the Empiric Minimizer for unbounded functions with fast growth

Pierre Bras

For $V : R^{d} \to R$ coercive, we study the convergence rate for the $L^{1}$ -distance of the empiric minimizer, which is the true minimum of the function $V$ sampled…

q-fin.CP2023

Langevin algorithms for Markovian Neural Networks and Deep Stochastic control

Pierre Bras, Gilles Pagès

Stochastic Gradient Descent Langevin Dynamics (SGLD) algorithms, which add noise to the classic gradient descent, are known to improve the training of neural networks in some cases…

Policy Gradient Optimal Correlation Search for Variance Reduction in Monte Carlo simulation and Maximum Optimal Transport

A note on L1-Convergence of the Empiric Minimizer for unbounded functions with fast growth

Langevin algorithms for Markovian Neural Networks and Deep Stochastic control

A note on $L^{1}$ -Convergence of the Empiric Minimizer for unbounded functions with fast growth