Gilles Pagès
Orcid: 0000-0001-6487-3079
According to our database1,
Gilles Pagès
authored at least 46 papers
between 1993 and 2024.
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Bibliography
2024
Math. Comput., 2024
2023
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
Proceedings of the International Joint Conference on Neural Networks, 2023
2021
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
2020
Convergence Rate of Optimal Quantization and Application to the Clustering Performance of the Empirical Measure.
J. Mach. Learn. Res., 2020
J. Comput. Appl. Math., 2020
Optimal dual quantizers of $1D$ $\log$-concave distributions: uniqueness and Lloyd like algorithm.
CoRR, 2020
2019
Recursive computation of the invariant distributions of Feller processes: Revisited examples and new applications.
Monte Carlo Methods Appl., 2019
2018
2017
Monte Carlo Methods Appl., 2017
2016
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
2015
Monte Carlo Methods Appl., 2015
2012
SIAM J. Numer. Anal., 2012
Monte Carlo Methods Appl., 2012
GPGPUs in computational finance: massive parallel computing for American style options.
Concurr. Comput. Pract. Exp., 2012
2011
SIAM J. Financial Math., 2011
2010
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
2009
Computing VaR and CVaR using stochastic approximation and adaptive unconstrained importance sampling.
Monte Carlo Methods Appl., 2009
2007
Multi-step Richardson-Romberg Extrapolation: Remarks on Variance Control and Complexity.
Monte Carlo Methods Appl., 2007
J. Approx. Theory, 2007
2006
2005
Monte Carlo Methods Appl., 2005
2004
Proceedings of the Algorithms and Complexity for Continuous Problems, 26. September, 2004
2003
Monte Carlo Methods Appl., 2003
2002
Decreasing step Stochastic algorithms: a.s. behaviour of weighted empirical measures.
Monte Carlo Methods Appl., 2002
2001
Monte Carlo Methods Appl., 2001
1998
1997
Neural Networks, 1997
Proceedings of the Artificial Neural Networks, 1997
Proceedings of the 5th Eurorean Symposium on Artificial Neural Networks, 1997
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
Proceedings of the 4th European Symposium on Artificial Neural Networks, 1996
1995
Comments about "Analysis of the convergence properties of topology preserving neural networks".
IEEE Trans. Neural Networks, 1995
Neural Process. Lett., 1995
Proceedings of the 3rd European Symposium on Artificial Neural Networks, 1995
1994
Proceedings of the 2nd European Symposium on Artificial Neural Networks, 1994
Proceedings of the 2nd European Symposium on Artificial Neural Networks, 1994
1993
Proceedings of the 1st European Symposium on Artificial Neural Networks, 1993