Narrow search
Showing 1 - 10 of 20
Cover Image
Portfolio optimization under CV@R constraint with stochastic mirror descent
Gadat, Sébastien; Costa, Manon; Huang, Lorick - 2022
Persistent link: https://www.econbiz.de/10013263291
Cover Image
Stochastic approximation algorithms for superquantiles estimation
Bercu, Bernard; Costa, Manon; Gadat, Sébastien - 2020
Persistent link: https://www.econbiz.de/10012286349
Cover Image
Optimal non-asymptotic bound of the Ruppert-Polyak averaging without strong convexity
Gadat, Sébastien; Panloup, Fabien - 2017
Persistent link: https://www.econbiz.de/10012266555
Cover Image
SuperMix: sparse regularization for mixture
Castro, Yohann de; Gadat, Sébastien; Marteau, Clément; … - 2019 - Reprint version of July 20, 2019
Persistent link: https://www.econbiz.de/10012182227
Cover Image
How to calculate the barycenter of a weighted graph
Gadat, Sébastien; Gavra, Ioana; Risser, Laurent - 2016
Persistent link: https://www.econbiz.de/10012216712
Cover Image
Parameter recovery in two-component contamination mixtures : the L2 strategy
Gadat, Sébastien; Kahn, Jonas; Marteau, Clément; … - 2016
Persistent link: https://www.econbiz.de/10012216724
Cover Image
A stochastic Gauss-Newton algorithm for regularized semi-discrete optimal transport
Bercu, Bernard; Bigot, Jérémie; Gadat, Sébastien; … - 2021
Persistent link: https://www.econbiz.de/10012596536
Cover Image
Regional climate model emulator based on deep learning : concept and first evaluation of a novel hybrid downscaling approach
Corre, Lola; Doury, Antoine; Gadat, Sébastien; Ribes, … - 2021
Persistent link: https://www.econbiz.de/10012596548
Cover Image
Asymptotic study of stochastic adaptive algorithm in non-convex landscape
Gadat, Sébastien; Gavra, Ioana - 2021
Persistent link: https://www.econbiz.de/10012434763
Cover Image
Non asymptotic controls on a stochastic algorithm for superquantile approximation
Costa, Manon; Gadat, Sébastien - 2020
Persistent link: https://www.econbiz.de/10012316959