Xavier Warin - RankMe

33 papers A 2C 1Journal 30

Year	Rank	Type	Title / Venue / Authors
2025	J	`jnl`	Input Convex Kolmogorov Arnold Networks. CoRR Thomas Deschatre, Xavier Warin
2025	J	`jnl`	Representation Results and Error Estimates for Differential Games with Applications Using Neural Networks. Dyn. Games Appl. Olivier Bokanowski, Xavier Warin
2024	J	`jnl`	Deep learning algorithms for FBSDEs with jumps: Applications to option pricing and a MFG model for smart grids. CoRR Clémence Alasseur, Zakaria Bensaid, Roxana Dumitrescu, Xavier Warin
2024	J	`jnl`	New random projections for isotropic kernels using stable spectral distributions. CoRR Nicolas Langrené, Xavier Warin, Pierre Gruet
2024	J	`jnl`	P1-KAN an effective Kolmogorov Arnold Network for function approximation. CoRR Xavier Warin
2024	J	`jnl`	The GroupMax Neural Network Approximation of Convex Functions. IEEE Trans. Neural Networks Learn. Syst. Xavier Warin
2023	J	`jnl`	Actor critic learning algorithms for mean-field control with moment neural networks. CoRR Huyên Pham, Xavier Warin
2023	J	`jnl`	Mean-field neural networks: Learning mappings on Wasserstein space. Neural Networks Huyên Pham, Xavier Warin
2023	J	`jnl`	Quantile and moment neural networks for learning functionals of distributions. CoRR Xavier Warin
2023	J	`jnl`	Reservoir optimization and machine learning methods. EURO J. Comput. Optim. Xavier Warin
2022	J	`jnl`	Approximation Error Analysis of Some Deep Backward Schemes for Nonlinear PDEs. SIAM J. Sci. Comput. Maximilien Germain, Huyên Pham, Xavier Warin
2022	J	`jnl`	DeepSets and Their Derivative Networks for Solving Symmetric PDEs. J. Sci. Comput. Maximilien Germain, Mathieu Laurière, Huyên Pham, Xavier Warin
2022	J	`jnl`	Rate of convergence for particle approximation of PDEs in Wasserstein space. J. Appl. Probab. Maximilien Germain, Huyên Pham, Xavier Warin
2021	J	`jnl`	Discretization and machine learning approximation of BSDEs with a constraint on the Gains-process. Monte Carlo Methods Appl. Idris Kharroubi, Thomas Lim, Xavier Warin
2021	J	`jnl`	Fast multivariate empirical cumulative distribution function with connection to kernel density estimation. Comput. Stat. Data Anal. Nicolas Langrené, Xavier Warin
2020	J	`jnl`	Deep backward schemes for high-dimensional nonlinear PDEs. Math. Comput. Côme Huré, Huyên Pham, Xavier Warin
2020	J	`jnl`	Discretization and Machine Learning Approximation of BSDEs with a Constraint on the Gains-Process. CoRR Idris Kharroubi, Thomas Lim, Xavier Warin
2020	J	`jnl`	Fast multivariate empirical cumulative distribution function with connection to kernel density estimation. CoRR Nicolas Langrené, Xavier Warin
2020	J	`jnl`	On conditional cuts for stochastic dual dynamic programming. EURO J. Comput. Optim. Wim van Ackooij, Xavier Warin
2019	J	`jnl`	Machine Learning for Semi Linear PDEs. J. Sci. Comput. Quentin Chan-Wai-Nam, Joseph Mikael, Xavier Warin
2019	J	`jnl`	Neural networks-based backward scheme for fully nonlinear PDEs. CoRR Huyên Pham, Xavier Warin
2019	J	`jnl`	Some machine learning schemes for high-dimensional nonlinear PDEs. CoRR Côme Huré, Huyên Pham, Xavier Warin
2018	J	`jnl`	Machine Learning for semi linear PDEs. CoRR Quentin Chan-Wai-Nam, Joseph Mikael, Xavier Warin
2018	J	`jnl`	Nesting Monte Carlo for high-dimensional non-linear PDEs. Monte Carlo Methods Appl. Xavier Warin
2017	J	`jnl`	Numerical Approximation of a Cash-Constrained Firm Value with Investment Opportunities. SIAM J. Financial Math. Erwan Pierre, Stéphane Villeneuve, Xavier Warin
2017	J	`jnl`	Numerical approximation of BSDEs using local polynomial drivers and branching processes. Monte Carlo Methods Appl. Bruno Bouchard, Xiaolu Tan, Xavier Warin, Yiyi Zou
2016	J	`jnl`	Liquidity management with decreasing returns to scale and secured credit line. Finance Stochastics Erwan Pierre, Stéphane Villeneuve, Xavier Warin
2016	J	`jnl`	Some Non-monotone Schemes for Time Dependent Hamilton-Jacobi-Bellman Equations in Stochastic Control. J. Sci. Comput. Xavier Warin
2012	C	`conf`	FT-GReLoSSS: A Skeletal-Based Approach towards Application Parallelization and Low-Overhead Fault Tolerance. PDP Constantinos Makassikis, Stéphane Vialle, Xavier Warin
2011	J	`jnl`	A Finite-Dimensional Approximation for Pricing Moving Average Options. SIAM J. Financial Math. Marie Bernhart, Peter Tankov, Xavier Warin
2009	A	`conf`	Large scale experiment and optimization of a distributed stochastic control algorithm. Application to energy management problems. IPDPS Pascal Vezolle, Stéphane Vialle, Xavier Warin
2009	J	`jnl`	Valuation of power plants by utility indifference and numerical computation. Math. Methods Oper. Res. Arnaud Porchet, Nizar Touzi, Xavier Warin
2008	A	`conf`	Large scale distribution of stochastic control algorithms for gas storage valuation. IPDPS Constantinos Makassikis, Stéphane Vialle, Xavier Warin