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07/24/2023
Policy Gradient Optimal Correlation Search for Variance Reduction in Monte Carlo simulation and Maximum Optimal Transport
We propose a new algorithm for variance reduction when estimating f(X_T)...
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03/08/2023
A note on L^1-Convergence of the Empiric Minimizer for unbounded functions with fast growth
For V : ℝ^d →ℝ coercive, we study the convergence rate for the L^1-dista...
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12/27/2022
Langevin algorithms for very deep Neural Networks with application to image classification
Training a very deep neural network is a challenging task, as the deeper...
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12/22/2022