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20162026
most citedTowards Robust and Stable Deep Learning Algorithms for Forward Backward Stochastic Differential Equations

12 citations · 52 across the 24 of their papers we have counts for

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math.NA2023★ 1 cited

Curvature Aligned Simplex Gradient: Principled Sample Set Construction For Numerical Differentiation

Daniel Lengyel, Panos Parpas, Nikolas Kantas +1

The simplex gradient, a popular numerical differentiation method due to its flexibility, lacks a principled method by which to construct the sample set, specifically the location o…

math.NA2022

Using Witten Laplacians to locate index-1 saddle points

Tony Lelièvre, Panos Parpas

We introduce a new stochastic algorithm to locate the index-1 saddle points of a function , with possibly large. This algorithm can be seen as an e…