12 citations · 18 across the 11 of their papers we have counts for
4 papers · 1 filter
Newton-type Multilevel Optimization Method
Chin Pang Ho, Michal Kocvara, Panos Parpas
Inspired by multigrid methods for linear systems of equations, multilevel optimization methods have been proposed to solve structured optimization problems. Multilevel methods make…
Towards Robust and Stable Deep Learning Algorithms for Forward Backward Stochastic Differential Equations
Batuhan Güler, Alexis Laignelet, Panos Parpas
Applications in quantitative finance such as optimal trade execution, risk management of options, and optimal asset allocation involve the solution of high dimensional and nonlinea…
Majorisation-minimisation algorithms for minimising the difference between lattice submodular functions
Conor McMeel, Panos Parpas
We consider the problem of minimising functions represented as a difference of lattice submodular functions. We propose analogues to the SupSub, SubSup and ModMod routines for latt…
The sharp, the flat and the shallow: Can weakly interacting agents learn to escape bad minima?
Nikolas Kantas, Panos Parpas, Grigorios A. Pavliotis
An open problem in machine learning is whether flat minima generalize better and how to compute such minima efficiently. This is a very challenging problem. As a first step towards…