1 citations · 1 across the 2 of their papers we have counts for
3 papers
A probabilistic reduced basis method for parameter-dependent problems
Marie Billaud-Friess, Arthur Macherey, Anthony Nouy +1
Probabilistic variants of Model Order Reduction (MOR) methods have recently emerged for improving stability and computational performance of classical approaches. In this paper, we…
A PAC algorithm in relative precision for bandit problem with costly sampling
Marie Billaud-Friess, Arthur Macherey, Anthony Nouy +1
This paper considers the problem of maximizing an expectation function over a finite set, or finite-arm bandit problem. We first propose a naive stochastic bandit algorithm for obt…
Stochastic methods for solving high-dimensional partial differential equations
Marie Billaud-Friess, Arthur Macherey, Anthony Nouy +1
We propose algorithms for solving high-dimensional Partial Differential Equations (PDEs) that combine a probabilistic interpretation of PDEs, through Feynman-Kac representation, wi…