Sylvain Maire

20 papers Journal 17Unranked 3
YearRankTypeTitle / Venue / Authors
2022 J jnl
An unbiased Monte Carlo method to solve linear Volterra equations of the second kind.
Neural Comput. Appl.
Ivan Dimov, Sylvain Maire, Venelin Todorov
2020 — conf
A parallel strategy for an evolutionary stochastic algorithm: application to the CP decomposition of nonnegative N-th order tensors.
EUSIPCO
Souquières Laura, Cyril Prissette, Sylvain Maire, Nadège Thirion-Moreau
2019 J jnl
A new unbiased stochastic algorithm for solving linear Fredholm equations of the second kind.
Adv. Comput. Math.
Ivan T. Dimov, Sylvain Maire
2017 — conf
A Proximal Approach for Nonnegative Tensor Decomposition.
LVA/ICA
Xuan Thanh Vu, Caroline Chaux, Nadège Thirion-Moreau, Sylvain Maire
2017 J jnl
The walk on moving spheres: A new tool for simulating Brownian motion's exit time from a domain.
Math. Comput. Simul.
Madalina Deaconu, Samuel Herrmann, Sylvain Maire
2016 J jnl
Stochastic finite differences for elliptic diffusion equations in stratified domains.
Math. Comput. Simul.
Sylvain Maire, Giang Nguyen
2015 J jnl
A New Stochastic Optimization Algorithm to Decompose Large Nonnegative Tensors.
IEEE Signal Process. Lett.
Xuan Thanh Vu, Sylvain Maire, Caroline Chaux, Nadège Thirion-Moreau
2015 J jnl
A partially reflecting random walk on spheres algorithm for electrical impedance tomography.
J. Comput. Phys.
Sylvain Maire, Martin Simon
2014 — conf
Study of different strategies for the Canonical Polyadic decomposition of nonnegative third order tensors with application to the separation of spectra in 3D fluorescence spectroscopy.
MLSP
Xuan Thanh Vu, Caroline Chaux, Sylvain Maire, Nadège Thirion-Moreau
2013 J jnl
Monte Carlo approximations of the Neumann problem.
Monte Carlo Methods Appl.
Sylvain Maire, Etienne Tanré
2013 J jnl
New Monte Carlo schemes for simulating diffusions in discontinuous media.
J. Comput. Appl. Math.
Antoine Lejay, Sylvain Maire
2012 J jnl
A restarted estimation of distribution algorithm for solving sudoku puzzles.
Monte Carlo Methods Appl.
Sylvain Maire, Cyril Prissette
2010 J jnl
Adaptive integration and approximation over hyper-rectangular regions with applications to basket option pricing.
Monte Carlo Methods Appl.
Christophe De Luigi, Sylvain Maire
2010 J jnl
Numerical solution of the Poisson equation over hypercubes using reduced Chebyshev polynomial bases.
J. Comput. Appl. Math.
Christophe De Luigi, Serge Dumont, Sylvain Maire
2008 J jnl
Computing the principal eigenelements of some linear operators using a branching Monte Carlo method.
J. Comput. Phys.
Antoine Lejay, Sylvain Maire
2008 J jnl
Some new simulations schemes for the evaluation of Feynman-Kac representations.
Monte Carlo Methods Appl.
Sylvain Maire, Etienne Tanré
2007 J jnl
Computing the principal eigenvalue of the Laplace operator by a stochastic method.
Math. Comput. Simul.
Antoine Lejay, Sylvain Maire
2005 J jnl
Sequential Control Variates for Functionals of Markov Processes.
SIAM J. Numer. Anal.
Emmanuel Gobet, Sylvain Maire
2004 J jnl
A spectral Monte Carlo method for the Poisson equation.
Monte Carlo Methods Appl.
Emmanuel Gobet, Sylvain Maire
2004 J jnl
Polynomial approximations of multivariate smooth functions from quasi-random data.
Stat. Comput.
Sylvain Maire