Sylvain Maire

Publication Activity (10 Years)

Years Active: 2004-2022
Publications (10 Years): 6

Top Topics

Nonnegative Matrix Factorization

Stochastic Optimization Algorithm

Top Venues

Math. Comput. Simul.

Monte Carlo Methods Appl.

IEEE Signal Process. Lett.

Publications

Ivan Dimov, Sylvain Maire, Venelin Todorov
An unbiased Monte Carlo method to solve linear Volterra equations of the second kind. Neural Comput. Appl. 34 (2) (2022)
Souquières Laura, Cyril Prissette, Sylvain Maire, Nadège Thirion-Moreau
A parallel strategy for an evolutionary stochastic algorithm: application to the CP decomposition of nonnegative N-th order tensors. EUSIPCO (2020)
Ivan T. Dimov, Sylvain Maire
A new unbiased stochastic algorithm for solving linear Fredholm equations of the second kind. Adv. Comput. Math. 45 (3) (2019)
Madalina Deaconu, Samuel Herrmann, Sylvain Maire
The walk on moving spheres: A new tool for simulating Brownian motion's exit time from a domain. Math. Comput. Simul. 135 (2017)
Xuan Thanh Vu, Caroline Chaux, Nadège Thirion-Moreau, Sylvain Maire
A Proximal Approach for Nonnegative Tensor Decomposition. LVA/ICA (2017)
Sylvain Maire, Giang Nguyen
Stochastic finite differences for elliptic diffusion equations in stratified domains. Math. Comput. Simul. 121 (2016)
Sylvain Maire, Martin Simon
A partially reflecting random walk on spheres algorithm for electrical impedance tomography. J. Comput. Phys. 303 (2015)
Xuan Thanh Vu, Sylvain Maire, Caroline Chaux, Nadège Thirion-Moreau
A New Stochastic Optimization Algorithm to Decompose Large Nonnegative Tensors. IEEE Signal Process. Lett. 22 (10) (2015)
Xuan Thanh Vu, Caroline Chaux, Sylvain Maire, Nadège Thirion-Moreau
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 (2014)
Antoine Lejay, Sylvain Maire
New Monte Carlo schemes for simulating diffusions in discontinuous media. J. Comput. Appl. Math. 245 (2013)
Sylvain Maire, Etienne Tanré
Monte Carlo approximations of the Neumann problem. Monte Carlo Methods Appl. 19 (3) (2013)
Sylvain Maire, Cyril Prissette
A restarted estimation of distribution algorithm for solving sudoku puzzles. Monte Carlo Methods Appl. 18 (2) (2012)
Christophe De Luigi, Sylvain Maire
Adaptive integration and approximation over hyper-rectangular regions with applications to basket option pricing. Monte Carlo Methods Appl. 16 (3-4) (2010)
Christophe De Luigi, S. Dumont, Sylvain Maire
Numerical solution of the Poisson equation over hypercubes using reduced Chebyshev polynomial bases. J. Comput. Appl. Math. 234 (1) (2010)
Sylvain Maire, Etienne Tanré
Some new simulations schemes for the evaluation of Feynman-Kac representations. Monte Carlo Methods Appl. 14 (1) (2008)
Antoine Lejay, Sylvain Maire
Computing the principal eigenelements of some linear operators using a branching Monte Carlo method. J. Comput. Phys. 227 (23) (2008)
Antoine Lejay, Sylvain Maire
Computing the principal eigenvalue of the Laplace operator by a stochastic method. Math. Comput. Simul. 73 (6) (2007)
Emmanuel Gobet, Sylvain Maire
Sequential Control Variates for Functionals of Markov Processes. SIAM J. Numer. Anal. 43 (3) (2005)
Emmanuel Gobet, Sylvain Maire
A spectral Monte Carlo method for the Poisson equation. Monte Carlo Methods Appl. 10 (3-4) (2004)
Sylvain Maire
Polynomial approximations of multivariate smooth functions from quasi-random data. Stat. Comput. 14 (4) (2004)