Frank Proske

According to our database, Frank Proske authored at least 14 papers between 2013 and 2025.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2025

A Malliavin calculus approach to score functions in diffusion generative models.

Ehsan Mirafzali, Frank Proske, Utkarsh Gupta, Daniele Venturi, Razvan Marinescu

CoRR, July, 2025

Malliavin-Bismut Score-based Diffusion Models.

Ehsan Mirafzali, Utkarsh Gupta, Patrick Wyrod, Frank Proske, Daniele Venturi, Razvan Marinescu

CoRR, March, 2025

Optimal Control of SPDEs Driven by Time-Space Brownian Motion.

Nacira Agram, Bernt Øksendal, Frank Proske, Olena Tymoshenko

SIAM J. Control. Optim., 2025

Adaptive Methods through the Lens of SDEs: Theoretical Insights on the Role of Noise.

Enea Monzio Compagnoni, Tianlin Liu, Rustem Islamov, Frank Norbert Proske, Antonio Orvieto, Aurélien Lucchi

Proceedings of the Thirteenth International Conference on Learning Representations, 2025

Unbiased and Sign Compression in Distributed Learning: Comparing Noise Resilience via SDEs.

Enea Monzio Compagnoni, Rustem Islamov, Frank Norbert Proske, Aurélien Lucchi

Proceedings of the International Conference on Artificial Intelligence and Statistics, 2025

2024

SDEs for Minimax Optimization.

Enea Monzio Compagnoni, Antonio Orvieto, Hans Kersting, Frank Proske, Aurélien Lucchi

Proceedings of the International Conference on Artificial Intelligence and Statistics, 2024

2023

An SDE for Modeling SAM: Theory and Insights.

Enea Monzio Compagnoni, Luca Biggio, Antonio Orvieto, Frank Norbert Proske, Hans Kersting, Aurélien Lucchi

Proceedings of the International Conference on Machine Learning, 2023

2022

On the Theoretical Properties of Noise Correlation in Stochastic Optimization.

Aurélien Lucchi, Frank Proske, Antonio Orvieto, Francis R. Bach, Hans Kersting

Proceedings of the Advances in Neural Information Processing Systems 35: Annual Conference on Neural Information Processing Systems 2022, 2022

Anticorrelated Noise Injection for Improved Generalization.

Antonio Orvieto, Hans Kersting, Frank Proske, Francis R. Bach, Aurélien Lucchi

Proceedings of the International Conference on Machine Learning, 2022

2019

Singular Control Optimal Stopping of Memory Mean-Field Processes.

Nacira Agram, Achref Bachouch, Bernt Øksendal, Frank Proske

SIAM J. Math. Anal., 2019

2017

Computing deltas without derivatives.

D. Baños, Thilo Meyer-Brandis, Frank Proske, S. Duedahl

Finance Stochastics, 2017

2014

Stochastic Differential Games in Insider Markets via Malliavin Calculus.

Olivier Menoukeu Pamen, Frank Proske, H. Binti Salleh

J. Optim. Theory Appl., 2014

2013

A Maximum Principle for Infinite Horizon Delay Equations.

Nacira Agram, Sven Haadem, Bernt Øksendal, Frank Proske

SIAM J. Math. Anal., 2013

Maximum principles for jump diffusion processes with infinite horizon.

Sven Haadem, Bernt Øksendal, Frank Proske

Autom., 2013