2 citations · 2 across the 4 of their papers we have counts for
4 papers
Adapted Law Invariance and Time-Consistent Dynamic Risk Measures
Mathias Beiglböck, Silvana M. Pesenti, Maxime Sylvestre
In static risk measurement, law invariance expresses the principle that the risk of a position should depend only on its distribution, and not on the particular probability space o…
Implicit Bias in Noisy-SGD: With Applications to Differentially Private Training
Tom Sander, Maxime Sylvestre, Alain Durmus
Training Deep Neural Networks (DNNs) with small batches using Stochastic Gradient Descent (SGD) yields superior test performance compared to larger batches. The specific noise stru…
Convergence Rates of the Regularized Optimal Transport : Disentangling Suboptimality and Entropy
Hugo Malamut, Maxime Sylvestre
We study the convergence of the transport plans towards as well as the cost of the entropy-regularized optimal transport towards as the regularizati…
Monotone comparative statics under dual submodularity, with an application to aggregate deferred acceptance
Alfred Galichon, Yu-Wei Hsieh, Maxime Sylvestre
We develop monotone comparative statics for constrained quantity choices generated by convex costs satisfying dual submodularity, meaning that their Legendre-Fenchel conjugates are…