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type:"book"
~isPartOf:"Finance and economics discussion series"
~isPartOf:"Working papers / TSE : WP"
~language:"eng"
~subject:"Stochastic process"
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1
On the separation cut-off phenomenon for Brownian motions on high dimensional spheres
Arnaudon, Marc
;
Coulibaly-Pasquier, Koléhè
;
Miclo, Laurent
-
2024
Persistent link: https://www.econbiz.de/10014476100
Saved in:
2
A simple calculus of sums of powers
Perrin, Olivier
-
2024
Persistent link: https://www.econbiz.de/10014636192
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3
On the convergence of global-optimization fraudulent stochastic algorithms
Miclo, Laurent
-
2023
Persistent link: https://www.econbiz.de/10014283736
Saved in:
4
FastPart: over-parameterized stochastic gradient descent for sparse optimisation on measures
Castro, Yohann de
;
Gadat, Sébastien
;
Marteau, Clément
-
2023
-
Version as of December 9, 2023
Persistent link: https://www.econbiz.de/10014439405
Saved in:
5
Subgradient sampling for nonsmooth nonconvex minimization
Bolte, Jérôme
;
Le, Tam
;
Pauwels, Edouard
-
2022
Persistent link: https://www.econbiz.de/10012888151
Saved in:
6
Portfolio optimization under CV@R constraint with stochastic mirror descent
Gadat, Sébastien
;
Costa, Manon
;
Huang, Lorick
-
2022
Persistent link: https://www.econbiz.de/10013263291
Saved in:
7
A stochastic Gauss-Newton algorithm for regularized semi-discrete optimal transport
Bercu, Bernard
;
Bigot, Jérémie
;
Gadat, Sébastien
; …
-
2021
Persistent link: https://www.econbiz.de/10012596536
Saved in:
8
Asymptotic study of stochastic adaptive algorithm in non-convex landscape
Gadat, Sébastien
;
Gavra, Ioana
-
2021
Persistent link: https://www.econbiz.de/10012434763
Saved in:
9
On the evolution by duality of domains on manifolds : sur l'évolution par dualité de domaines dans des variétés
Coulibaly-Pasquier, Koléhè
;
Miclo, Laurent
-
2020
Persistent link: https://www.econbiz.de/10012286313
Saved in:
10
On metastability
Miclo, Laurent
-
2020
Persistent link: https://www.econbiz.de/10012264698
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