The following pages link to Gilles Pagès (Q338073):
Displaying 50 items.
- The parareal algorithm for American options (Q338075) (← links)
- Randomized urn models revisited using stochastic approximation (Q363849) (← links)
- Multi-asset American options and parallel quantization (Q370907) (← links)
- Asymptotics of the maximal radius of an \(L^{r}\)-optimal sequence of quantizers (Q408108) (← links)
- Ergodic approximation of the distribution of a stationary diffusion: rate of convergence (Q433906) (← links)
- The local quantization behavior of absolutely continuous probabilities (Q439886) (← links)
- Limit theorems for weighted and regular multilevel estimators (Q515540) (← links)
- Approximation of the distribution of a stationary Markov process with application to option pricing (Q605850) (← links)
- Improved error bounds for quantization based numerical schemes for BSDE and nonlinear filtering (Q681989) (← links)
- Self-organization and a.s. convergence of the one-dimensional Kohonen algorithm with non-uniformly distributed stimuli (Q689465) (← links)
- Recursive computation of the invariant distribution of a diffusion (Q701663) (← links)
- Optimal quantization methods for nonlinear filtering with discrete-time observations (Q817977) (← links)
- Optimal quantizers for Radon random vectors in a Banach space (Q865369) (← links)
- Invariant measure of duplicated diffusions and application to Richardson-Romberg extrapolation (Q902882) (← links)
- Sur l'approximation des réduites. (On the approximation of residues) (Q917159) (← links)
- Unconstrained recursive importance sampling (Q988764) (← links)
- Moment estimates for Lévy processes (Q1038899) (← links)
- A penalized bandit algorithm (Q1039016) (← links)
- Expansions for Gaussian processes and Parseval frames (Q1039142) (← links)
- (Q1099491) (redirect page) (← links)
- Convergence en loi des suites d'integrales stochastiques sur l'espace \({\mathbb{D}}^ 1\) de Skorokhod. (Convergence in law of sequences of stochastic integrals on the Skorokhod space \({\mathbb{D}}^ 1)\) (Q1099492) (← links)
- Van der Corput sequences, Kakutani transforms and one-dimensional numerical integration (Q1208551) (← links)
- (Q1273967) (redirect page) (← links)
- Theoretical aspects of the SOM algorithm (Q1273968) (← links)
- About the multidimensional competitive learning vector quantization algorithm with constant gain (Q1370999) (← links)
- A space quantization method for numerical integration (Q1392785) (← links)
- Functional quantization and small ball probabilities for Gaussian processes (Q1426862) (← links)
- A quantization algorithm for solving multidimensional discrete-time optimal stopping problems (Q1431527) (← links)
- Weighted multilevel Langevin simulation of invariant measures (Q1634175) (← links)
- Numerical probability. An introduction with applications to finance (Q1753188) (← links)
- Greedy vector quantization (Q1791088) (← links)
- Asymptotics of optimal quantizers for some scalar distributions (Q1860377) (← links)
- Functional quantization of Gaussian processes (Q1865334) (← links)
- Sharp asymptotics of the functional quantization problem for Gaussian processes. (Q1879838) (← links)
- When can the two-armed bandit algorithm be trusted? (Q1879915) (← links)
- Sharp asymptotics of the Kolmogorov entropy for Gaussian measures (Q1883217) (← links)
- On the a.s. convergence of the Kohonen algorithm with a general neighborhood function (Q1916490) (← links)
- Addendum and corrigendum to: ``Randomized urn models revisited using stochastic approximation''. (Q2013585) (← links)
- Optimal dual quantizers of \(1 D\log \)-concave distributions: uniqueness and Lloyd like algorithm (Q2037064) (← links)
- New approach to greedy vector quantization (Q2073221) (← links)
- Convex order, quantization and monotone approximations of ARCH models (Q2100004) (← links)
- Total variation distance between two diffusions in small time with unbounded drift: application to the Euler-Maruyama scheme (Q2105171) (← links)
- Monotone convex order for the McKean-Vlasov processes (Q2169075) (← links)
- Product Markovian quantization of a diffusion process with applications to finance (Q2176359) (← links)
- Weak error for nested multilevel Monte Carlo (Q2218848) (← links)
- Constructive quadratic functional quantization and critical dimension (Q2248617) (← links)
- Functional quantization-based stratified sampling methods (Q2260450) (← links)
- Nonlinear randomized urn models: a stochastic approximation viewpoint (Q2274219) (← links)
- Recursive computation of invariant distributions of Feller processes (Q2289787) (← links)
- Characterization of probability distribution convergence in Wasserstein distance by \(L^p\)-quantization error function (Q2295030) (← links)
