Gilles Pagès

Publication Activity (10 Years)

Years Active: 1993-2024
Publications (10 Years): 18

Top Topics

Multiplicative Noise

Dynamic Programming

Stratified Sampling

Top Venues

Monte Carlo Methods Appl.

J. Approx. Theory

J. Comput. Appl. Math.

Publications

Pierre Bras, Gilles Pagès
Convergence of Langevin-simulated annealing algorithms with multiplicative noise. Math. Comput. 93 (348) (2024)
Jean-François Chassagneux, Gilles Pagès
Computing the invariant distribution of McKean-Vlasov SDEs by ergodic simulation. CoRR (2024)
Pierre Bras, Gilles Pagès
Langevin Algorithms for Markovian Neural Networks and Deep Stochastic Control. IJCNN (2023)
Pierre Bras, Gilles Pagès
Convergence of Langevin-simulated annealing algorithms with multiplicative noise II: Total variation. Monte Carlo Methods Appl. 29 (3) (2023)
Pierre Bras, Gilles Pagès
Policy Gradient Optimal Correlation Search for Variance Reduction in Monte Carlo simulation and Maximum Optimal Transport. CoRR (2023)
Rancy El Nmeir, Gilles Pagès
Quantization-based approximation of reflected BSDEs with extended upper bounds for recursive quantization. CoRR (2021)
Giorgia Callegaro, Martino Grasselli, Gilles Pagès
Fast Hybrid Schemes for Fractional Riccati Equations (Rough Is Not So Tough). Math. Oper. Res. 46 (1) (2021)
Mathieu Laurière, Gilles Pagès, Olivier Pironneau
Performance of a Markovian neural network versus dynamic programming on a fishing control problem. CoRR (2021)
Benjamin Jourdain, Gilles Pagès
Optimal dual quantizers of 1Dlog-concave distributions: Uniqueness and Lloyd like algorithm. J. Approx. Theory 267 (2021)
Yating Liu, Gilles Pagès
Convergence Rate of Optimal Quantization and Application to the Clustering Performance of the Empirical Measure. J. Mach. Learn. Res. 21 (2020)
Benjamin Jourdain, Gilles Pagès
Optimal dual quantizers of $1D$ $\log$-concave distributions: uniqueness and Lloyd like algorithm. CoRR (2020)
Vincent Lemaire, Thibaut Montes, Gilles Pagès
New weak error bounds and expansions for optimal quantization. J. Comput. Appl. Math. 371 (2020)
Gilles Pagès, Clément Rey
Recursive computation of the invariant distributions of Feller processes: Revisited examples and new applications. Monte Carlo Methods Appl. 25 (1) (2019)
Gilles Pagès, Olivier Pironneau, Guillaume Sall
The Parareal Algorithm for American Options. SIAM J. Financial Math. 9 (3) (2018)
Daphné Giorgi, Vincent Lemaire, Gilles Pagès
Limit theorems for weighted and regular Multilevel estimators. Monte Carlo Methods Appl. 23 (1) (2017)
Cheikh Mbaye, Gilles Pagès, Frédéric Vrins
An Antithetic Approach of Multilevel Richardson-Romberg Extrapolation Estimator for Multidimensional SDES. NAA (2016)
Gilles Pagès, Jun Yu
Pointwise Convergence of the Lloyd I Algorithm in Higher Dimension. SIAM J. Control. Optim. 54 (5) (2016)
Gilles Pagès, Olivier Pironneau, Guillaume Sall
Vibrato and automatic differentiation for high order derivatives and sensitivities of financial options. CoRR (2016)
Harald Luschgy, Gilles Pagès
Greedy vector quantization. J. Approx. Theory 198 (2015)
Sylvain Corlay, Gilles Pagès
Functional quantization-based stratified sampling methods. Monte Carlo Methods Appl. 21 (1) (2015)
Gilles Pagès, Benedikt Wilbertz
GPGPUs in computational finance: massive parallel computing for American style options. Concurr. Comput. Pract. Exp. 24 (8) (2012)
Gilles Pagès, Benedikt Wilbertz
Intrinsic Stationarity for Vector Quantization: Foundation of Dual Quantization. SIAM J. Numer. Anal. 50 (2) (2012)
Sophie Laruelle, Gilles Pagès
Stochastic approximation with averaging innovation applied to Finance. Monte Carlo Methods Appl. 18 (1) (2012)
Sophie Laruelle, Charles-Albert Lehalle, Gilles Pagès
Optimal Split of Orders Across Liquidity Pools: A Stochastic Algorithm Approach. SIAM J. Financial Math. 2 (1) (2011)
Gilles Pagès, Benedikt Wilbertz
Parallel implementation of a Quantization algorithm for pricing American style options on GPGPU. HPCS (2010)
Olivier Bardou, Noufel Frikha, Gilles Pagès
Computing VaR and CVaR using stochastic approximation and adaptive unconstrained importance sampling. Monte Carlo Methods Appl. 15 (3) (2009)
Siegfried Graf, Harald Luschgy, Gilles Pagès
Optimal quantizers for Radon random vectors in a Banach space. J. Approx. Theory 144 (1) (2007)
Gilles Pagès
Multi-step Richardson-Romberg Extrapolation: Remarks on Variance Control and Complexity. Monte Carlo Methods Appl. 13 (1) (2007)
Emmanuel Gobet, Gilles Pagès, Huyên Pham, Jacques Printems
Discretization and Simulation of the Zakai Equation. SIAM J. Numer. Anal. 44 (6) (2006)
Gilles Pagès, Jacques Printems
Functional quantization for numerics with an application to option pricing. Monte Carlo Methods Appl. 11 (4) (2005)
Harald Luschgy, Gilles Pagès
Functional Quantization and Entropy for Stochastic Processes. Algorithms and Complexity for Continuous Problems (2004)
Gilles Pagès, Jacques Printems
Optimal quadratic quantization for numerics: the Gaussian case. Monte Carlo Methods Appl. 9 (2) (2003)
Jean-Claude Fort, Gilles Pagès
Decreasing step Stochastic algorithms: a.s. behaviour of weighted empirical measures. Monte Carlo Methods Appl. 8 (3) (2002)
Vlad Bally, Gilles Pagès, Jacques Printems
A stochastic quantization method for nonlinear problems. Monte Carlo Methods Appl. 7 (1-2) (2001)
Marie Cottrell, Jean-Claude Fort, Gilles Pagès
Theoretical aspects of the SOM algorithm. Neurocomputing 21 (1-3) (1998)
Avec M. Benaïm, Jean-Claude Fort, Gilles Pagès
Almost sure convergence of the one-dimensional Kohonen algorithm. ESANN (1997)
Jean-Claude Fort, Gilles Pagès
Convergences of the Kohonen Maps: A Dynamical System Approach. ICANN (1997)
Jean-Gabriel Attali, Gilles Pagès
Approximations of Functions by a Multilayer Perceptron: a New Approach. Neural Networks 10 (6) (1997)
Jean-Claude Fort, Gilles Pagès
Quantization vs Organization in the Kohonen S.O.M. ESANN (1996)
Jean-Claude Fort, Gilles Pagès
About the Kohonen Algorithm: Strong or Weak Self-organization? Neural Networks 9 (5) (1996)
Damien Lamberton, Gilles Pagès
On the critical points of the 1-dimensional competitive learning vector quantization algorithm. ESANN (1996)
Jean-Gabriel Attali, Gilles Pagès
Approximation of functions by perceptrons: a new approach. Neural Process. Lett. 2 (5) (1995)
Marie Cottrell, Jean-Claude Fort, Gilles Pagès
Comments about "Analysis of the convergence properties of topology preserving neural networks". IEEE Trans. Neural Networks 6 (3) (1995)
Jean-Claude Fort, Gilles Pagès
About the Kohonen algorithm: strong or weak self-organization? ESANN (1995)
Jean-Gabriel Attali, Gilles Pagès
Functional approximation by perceptrons: a new approach. ESANN (1995)
Marie Cottrell, Jean-Claude Fort, Gilles Pagès
Two or three things that we know about the Kohonen algorithm. ESANN (1994)
Jean-Claude Fort, Gilles Pagès
A non linear Kohonen algorithm. ESANN (1994)
Gilles Pagès
Voronoï tesselation, space quantization algorithms and numerical integration. ESANN (1993)