Gilles Pagès

Orcid: 0000-0001-6487-3079

According to our database1, Gilles Pagès authored at least 45 papers between 1993 and 2023.

Collaborative distances:
  • Dijkstra number2 of five.
  • Erdős number3 of four.



In proceedings 
PhD thesis 


Online presence:



Convergence of Langevin-simulated annealing algorithms with multiplicative noise II: Total variation.
Monte Carlo Methods Appl., September, 2023

Policy Gradient Optimal Correlation Search for Variance Reduction in Monte Carlo simulation and Maximum Optimal Transport.
CoRR, 2023

Langevin Algorithms for Markovian Neural Networks and Deep Stochastic Control.
Proceedings of the International Joint Conference on Neural Networks, 2023

Fast Hybrid Schemes for Fractional Riccati Equations (Rough Is Not So Tough).
Math. Oper. Res., 2021

Optimal dual quantizers of 1Dlog-concave distributions: Uniqueness and Lloyd like algorithm.
J. Approx. Theory, 2021

Performance of a Markovian neural network versus dynamic programming on a fishing control problem.
CoRR, 2021

Quantization-based approximation of reflected BSDEs with extended upper bounds for recursive quantization.
CoRR, 2021

Convergence Rate of Optimal Quantization and Application to the Clustering Performance of the Empirical Measure.
J. Mach. Learn. Res., 2020

New weak error bounds and expansions for optimal quantization.
J. Comput. Appl. Math., 2020

Optimal dual quantizers of $1D$ $\log$-concave distributions: uniqueness and Lloyd like algorithm.
CoRR, 2020

Recursive computation of the invariant distributions of Feller processes: Revisited examples and new applications.
Monte Carlo Methods Appl., 2019

The Parareal Algorithm for American Options.
SIAM J. Financial Math., 2018

Limit theorems for weighted and regular Multilevel estimators.
Monte Carlo Methods Appl., 2017

Pointwise Convergence of the Lloyd I Algorithm in Higher Dimension.
SIAM J. Control. Optim., 2016

Vibrato and automatic differentiation for high order derivatives and sensitivities of financial options.
CoRR, 2016

An Antithetic Approach of Multilevel Richardson-Romberg Extrapolation Estimator for Multidimensional SDES.
Proceedings of the Numerical Analysis and Its Applications - 6th International Conference, 2016

Functional quantization-based stratified sampling methods.
Monte Carlo Methods Appl., 2015

Greedy vector quantization.
J. Approx. Theory, 2015

Intrinsic Stationarity for Vector Quantization: Foundation of Dual Quantization.
SIAM J. Numer. Anal., 2012

Stochastic approximation with averaging innovation applied to Finance.
Monte Carlo Methods Appl., 2012

GPGPUs in computational finance: massive parallel computing for American style options.
Concurr. Comput. Pract. Exp., 2012

Optimal Split of Orders Across Liquidity Pools: A Stochastic Algorithm Approach.
SIAM J. Financial Math., 2011

Parallel implementation of a Quantization algorithm for pricing American style options on GPGPU.
Proceedings of the 2010 International Conference on High Performance Computing & Simulation, 2010

Computing VaR and CVaR using stochastic approximation and adaptive unconstrained importance sampling.
Monte Carlo Methods Appl., 2009

Multi-step Richardson-Romberg Extrapolation: Remarks on Variance Control and Complexity.
Monte Carlo Methods Appl., 2007

Optimal quantizers for Radon random vectors in a Banach space.
J. Approx. Theory, 2007

Discretization and Simulation of the Zakai Equation.
SIAM J. Numer. Anal., 2006

Functional quantization for numerics with an application to option pricing.
Monte Carlo Methods Appl., 2005

Functional Quantization and Entropy for Stochastic Processes.
Proceedings of the Algorithms and Complexity for Continuous Problems, 26. September, 2004

Optimal quadratic quantization for numerics: the Gaussian case.
Monte Carlo Methods Appl., 2003

Decreasing step Stochastic algorithms: a.s. behaviour of weighted empirical measures.
Monte Carlo Methods Appl., 2002

A stochastic quantization method for nonlinear problems.
Monte Carlo Methods Appl., 2001

Theoretical aspects of the SOM algorithm.
Neurocomputing, 1998

Approximations of Functions by a Multilayer Perceptron: a New Approach.
Neural Networks, 1997

Convergences of the Kohonen Maps: A Dynamical System Approach.
Proceedings of the Artificial Neural Networks, 1997

Almost sure convergence of the one-dimensional Kohonen algorithm.
Proceedings of the 5th Eurorean Symposium on Artificial Neural Networks, 1997

About the Kohonen Algorithm: Strong or Weak Self-organization?
Neural Networks, 1996

On the critical points of the 1-dimensional competitive learning vector quantization algorithm.
Proceedings of the 4th European Symposium on Artificial Neural Networks, 1996

Quantization vs Organization in the Kohonen S.O.M.
Proceedings of the 4th European Symposium on Artificial Neural Networks, 1996

Comments about "Analysis of the convergence properties of topology preserving neural networks".
IEEE Trans. Neural Networks, 1995

Approximation of functions by perceptrons: a new approach.
Neural Process. Lett., 1995

Functional approximation by perceptrons: a new approach.
Proceedings of the 3rd European Symposium on Artificial Neural Networks, 1995

A non linear Kohonen algorithm.
Proceedings of the 2nd European Symposium on Artificial Neural Networks, 1994

Two or three things that we know about the Kohonen algorithm.
Proceedings of the 2nd European Symposium on Artificial Neural Networks, 1994

Voronoï tesselation, space quantization algorithms and numerical integration.
Proceedings of the 1st European Symposium on Artificial Neural Networks, 1993