Voronoï tesselation, space quantization algorithms and numerical integration. - Gilles Pagès (ESANN, 1993)

Two or three things that we know about the Kohonen algorithm. - Marie Cottrell; Jean-Claude Fort; Gilles Pagès (ESANN, 1994)

A non linear Kohonen algorithm. - Jean-Claude Fort; Gilles Pagès (ESANN, 1994)

Functional approximation by perceptrons: a new approach. - Jean-Gabriel Attali; Gilles Pagès (ESANN, 1995)

Approximation of functions by perceptrons: a new approach. - Jean-Gabriel Attali; Gilles Pagès (Neural Process. Lett., 1995)

Comments about "Analysis of the convergence properties of topology preserving neural networks". - Marie Cottrell; Jean-Claude Fort; Gilles Pagès (IEEE Trans. Neural Networks, 1995)

Quantization vs Organization in the Kohonen S.O.M. - Jean-Claude Fort; Gilles Pagès (ESANN, 1996)

On the critical points of the 1-dimensional competitive learning vector quantization algorithm. - Damien Lamberton; Gilles Pagès (ESANN, 1996)

About the Kohonen Algorithm: Strong or Weak Self-organization? - Jean-Claude Fort; Gilles Pagès (Neural Networks, 1996)

Almost sure convergence of the one-dimensional Kohonen algorithm. - Avec M. Benaïm; Jean-Claude Fort; Gilles Pagès (ESANN, 1997)

Convergences of the Kohonen Maps: A Dynamical System Approach. - Jean-Claude Fort; Gilles Pagès (ICANN, 1997)

Approximations of Functions by a Multilayer Perceptron: a New Approach. - Jean-Gabriel Attali; Gilles Pagès (Neural Networks, 1997)

Theoretical aspects of the SOM algorithm. - Marie Cottrell; Jean-Claude Fort; Gilles Pagès (Neurocomputing, 1998)

A stochastic quantization method for nonlinear problems. - Vlad Bally; Gilles Pagès; Jacques Printems (Monte Carlo Methods Appl., 2001)

Decreasing step Stochastic algorithms: a.s. behaviour of weighted empirical measures. - Jean-Claude Fort; Gilles Pagès (Monte Carlo Methods Appl., 2002)

Optimal quadratic quantization for numerics: the Gaussian case. - Gilles Pagès; Jacques Printems (Monte Carlo Methods Appl., 2003)

Functional Quantization and Entropy for Stochastic Processes. - Harald Luschgy; Gilles Pagès (Algorithms and Complexity for Continuous Problems, 2004)

Functional quantization for numerics with an application to option pricing. - Gilles Pagès; Jacques Printems (Monte Carlo Methods Appl., 2005)

Discretization and Simulation of the Zakai Equation. - Emmanuel Gobet; Gilles Pagès; Huyên Pham; Jacques Printems (SIAM J. Numer. Anal., 2006)

Optimal quantizers for Radon random vectors in a Banach space. - Siegfried Graf 001; Harald Luschgy; Gilles Pagès (J. Approx. Theory, 2007)

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

Computing VaR and CVaR using stochastic approximation and adaptive unconstrained importance sampling. - Olivier Bardou; Noufel Frikha; Gilles Pagès (Monte Carlo Methods Appl., 2009)

Parallel implementation of a Quantization algorithm for pricing American style options on GPGPU. - Gilles Pagès; Benedikt Wilbertz (HPCS, 2010)

Optimal Split of Orders Across Liquidity Pools: A Stochastic Algorithm Approach. - Sophie Laruelle; Charles-Albert Lehalle; Gilles Pagès (SIAM J. Financial Math., 2011)

GPGPUs in computational finance: massive parallel computing for American style options. - Gilles Pagès; Benedikt Wilbertz (Concurr. Comput. Pract. Exp., 2012)

Stochastic approximation with averaging innovation applied to Finance. - Sophie Laruelle; Gilles Pagès (Monte Carlo Methods Appl., 2012)

Intrinsic Stationarity for Vector Quantization: Foundation of Dual Quantization. - Gilles Pagès; Benedikt Wilbertz (SIAM J. Numer. Anal., 2012)

Greedy vector quantization. - Harald Luschgy; Gilles Pagès (J. Approx. Theory, 2015)

Functional quantization-based stratified sampling methods. - Sylvain Corlay; Gilles Pagès (Monte Carlo Methods Appl., 2015)

An Antithetic Approach of Multilevel Richardson-Romberg Extrapolation Estimator for Multidimensional SDES. - Cheikh Mbaye; Gilles Pagès; Frédéric Vrins (NAA, 2016)

Vibrato and automatic differentiation for high order derivatives and sensitivities of financial options. - Gilles Pagès; Olivier Pironneau; Guillaume Sall (CoRR, 2016)

Pointwise Convergence of the Lloyd I Algorithm in Higher Dimension. - Gilles Pagès; Jun Yu (SIAM J. Control. Optim., 2016)

Limit theorems for weighted and regular Multilevel estimators. - Daphné Giorgi; Vincent Lemaire 002; Gilles Pagès (Monte Carlo Methods Appl., 2017)

The Parareal Algorithm for American Options. - Gilles Pagès; Olivier Pironneau; Guillaume Sall (SIAM J. Financial Math., 2018)

Recursive computation of the invariant distributions of Feller processes: Revisited examples and new applications. - Gilles Pagès; Clément Rey (Monte Carlo Methods Appl., 2019)

Optimal dual quantizers of $1D$ $ log$-concave distributions: uniqueness and Lloyd like algorithm. - Benjamin Jourdain; Gilles Pagès (CoRR, 2020)

New weak error bounds and expansions for optimal quantization. - Vincent Lemaire 002; Thibaut Montes; Gilles Pagès (J. Comput. Appl. Math., 2020)

Convergence Rate of Optimal Quantization and Application to the Clustering Performance of the Empirical Measure. - Yating Liu; Gilles Pagès (J. Mach. Learn. Res., 2020)

Quantization-based approximation of reflected BSDEs with extended upper bounds for recursive quantization. - Rancy El Nmeir; Gilles Pagès (CoRR, 2021)

Performance of a Markovian neural network versus dynamic programming on a fishing control problem. - Mathieu Laurière; Gilles Pagès; Olivier Pironneau (CoRR, 2021)

Optimal dual quantizers of 1Dlog-concave distributions: Uniqueness and Lloyd like algorithm. - Benjamin Jourdain; Gilles Pagès (J. Approx. Theory, 2021)

Fast Hybrid Schemes for Fractional Riccati Equations (Rough Is Not So Tough). - Giorgia Callegaro; Martino Grasselli; Gilles Pagès (Math. Oper. Res., 2021)

Langevin Algorithms for Markovian Neural Networks and Deep Stochastic Control. - Pierre Bras; Gilles Pagès (IJCNN, 2023)

Policy Gradient Optimal Correlation Search for Variance Reduction in Monte Carlo simulation and Maximum Optimal Transport. - Pierre Bras; Gilles Pagès (CoRR, 2023)

Convergence of Langevin-simulated annealing algorithms with multiplicative noise II: Total variation. - Pierre Bras; Gilles Pagès (Monte Carlo Methods Appl., 2023)

Computing the invariant distribution of McKean-Vlasov SDEs by ergodic simulation. - Jean-François Chassagneux; Gilles Pagès (CoRR, 2024)

A new Input Convex Neural Network with application to options pricing. - Vincent Lemaire 002; Gilles Pagès; Christian Yeo (CoRR, 2024)

Convergence of Langevin-simulated annealing algorithms with multiplicative noise. - Pierre Bras; Gilles Pagès (Math. Comput., 2024)

Convex comparison of Gaussian mixtures. - Benjamin Jourdain; Gilles Pagès (J. Multivar. Anal., 2025)