• Search: "Stochastic algorithms"

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1

On the convergence of global-optimization fraudulent stochastic algorithms
Miclo, Laurent ; Institut de Mathématiques de Toulouse UMR5219 (IMT) ; Université Toulouse Capitole (UT Capitole) ; et al.
Annales Henri Lebesgue.

Morse functions Bessel processes Almost sure convergence Diffusion processes on R... Stochastic algorithms Global optimization …
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2

The asymptotic behavior of fraudulent algorithms
Benaïm, Michel ; Miclo, Laurent ; Laboratoire de Mathématiques de Neuchâtel ; et al.

Global optimization fraudulent stochastic al... Morse functions attractive and repulsive... MSC2020: primary: 60J60,... [MATH.MATH-PR]Mathematic... …
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3

Exploiting hidden structures in non-convex games for convergence to Nash equilibrium
Sakos, Iosif ; Vlatakis-Gkaragkounis, Emmanouil-Vasileios ; Mertikopoulos, Panayotis ; et al.
NeurIPS 2023 - 37th Conference on Neural Information Processing Systems. :1-32

New Orleans (LA), United... Non-convex games Hidden games Stochastic algorithms Nash equilibrium [INFO.INFO-GT]Computer S... …
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4

Quelques contributions en modélisation aléatoire : évolution dans des communautés naturelles, inhibition dans des processus de Hawkes, algorithmes stochastiques pour des mesures de risques
Costa, Manon ; Institut de Mathématiques de Toulouse UMR5219 (IMT) ; Université Toulouse Capitole (UT Capitole) ; et al.
Probability [math.PR]. Université toulouse 3 Paul Sabatier, 2025

Stochastic algorithms Hawkes processes Stochastic processes in... Algorithmes stochastique... Processus de Hawkes Processus stochastiques... …
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5

Non-Asymptotic Analysis of Stochastic Approximation Algorithms for Streaming Data
Godichon-Baggioni, Antoine ; Werge, Nicklas ; Wintenberger, Olivier ; et al.
ESAIM: Probability and Statistics. 27:482-514

Stochastic algorithms stochastic optimization machine learning online learning mini-batch streaming …
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6

On a stochastic differential equation with correction term governed by a monotone and Lipschitz continuous operator
Bot, Radu Ioan ; Schindler, Chiara
Evolution Equations and Control Theory. 14:463-493

101027 Dynamical systems stochastic algorithms fo... 101027 Dynamische System... 101016 Optimisation Probability (math.PR) stochastic differential... …
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7

Stochastic algorithms for high-dimensional sampling in molecular dynamics : mathematical analysis and scalable implementation
Algorithmes stochastiques pour l'échantillonnage en grande dimension en dynamique moléculaire : analyse mathématique et implémentation haute performance
Gouraud, Nicolaï ; Laboratoire Jacques-Louis Lions (LJLL (UMR_7598)) ; Sorbonne Université (SU)-Centre National de la Recherche Scientifique (CNRS)-Université Paris Cité (UPCité) ; et al.
Mathematical Physics [math-ph]. Sorbonne Université, 2025. English. ⟨NNT : 2025SORUS166⟩

Quantum computing Langevin diffusion High-Dimensional samplin... Monte-Carlo methods Molecular dynamics Stochastic algorithms …
Dissertation/ Thesis
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8

Estimation of Systemic Shortfall Risk Measure using Stochastic Algorithms
Kaakai, Sarah ; Matoussi, Anis ; Tamtalini, Achraf ; et al.

Multivariate risk measur... shortfall risk stochastic algorithms stochastic root finding risk allocations [MATH.MATH-PR]Mathematic... …
Electronic Resource
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9

The asymptotic behavior of fraudulent algorithms
Benaïm, Michel ; Miclo, Laurent ; Laboratoire de Mathématiques de Neuchâtel ; et al.

Global optimization fraudulent stochastic al... Morse functions attractive and repulsive... MSC2020: primary: 60J60,... [MATH.MATH-PR]Mathematic... …
Electronic Resource
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10

Estimation of Systemic Shortfall Risk Measure using Stochastic Algorithms
Kaakai, Sarah ; Matoussi, Anis ; Tamtalini, Achraf ; et al.

Multivariate risk measur... shortfall risk stochastic algorithms stochastic root finding risk allocations [MATH.MATH-PR]Mathematic... …
Electronic Resource
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11

Asset and Factor Risk Budgeting: a balanced approach
Rengim Cetingoz, Adil ; Guéant, Olivier ; Université Paris 1 Panthéon-Sorbonne - UFR Mathématiques & Informatique (UP1 UFR27) ; et al.
Quantitative Finance. 25(2):181-195

Diversification Factor models Factor investing Portfolio optimization Risk budgeting Risk measures …
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12

Stochastic dual dynamical systems for linear equality constrained convex optimization problems
Liu, Juan ; Long, Xian-Jun ; Li, Xue-Song ; et al.
In Communications in Nonlinear Science and Numerical Simulation March 2026 154

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13

Nonsmooth Optimization over the Stiefel Manifold and Beyond: Proximal Gradient Method and Recent Variants
Shixiang Chen ; Shiqian Ma ; Anthony Man-Cho So ; et al.
SIAM Review. 66:319-352

Semismooth Newton method Stiefel manifold Stochastic algorithms Manifold optimization Iteration complexity Zeroth-order algorithms …
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15

Stochastic algorithms for Bayesian estimation and Diffusion Processes
Algorithmes stochastiques pour l'estimation bayésienne et les processus de diffusion
Crespo Navas, Marelys ; Institut Supérieur de l'Aéronautique et de l'Espace (ISAE-SUPAERO) ; Université de Toulouse ; et al.
Data Structures and Algorithms [cs.DS]. Université de Toulouse, 2024. English. ⟨NNT : 2024TLSES267⟩

Diffusion processes Bayesian Estimation Stochastic algorithms Processus de diffusion Estimation Bayésienne Algorithmes stochastique... …
Dissertation/ Thesis
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16

Contributions to stochastic bilevel optimization
Contributions à l'optimisation bi-niveaux stochastique
Dagréou, Mathieu ; Modèles et inférence pour les données de Neuroimagerie (MIND) ; IFR49 - Neurospin - CEA ; et al.
Optimization and Control [math.OC]. Université Paris-Saclay, 2024. English. ⟨NNT : 2024UPASG041⟩

Bilevel optimization Implicit differentiation Stochastic algorithms Machine learning Optimisation bi-Niveaux Differentiation implicit... …
Dissertation/ Thesis
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17

Contribution to the study of stochastic models and algorithms in population dynamics
Contribution à l'étude de modèles stochastiques et d'algorithmes en dynamique des populations
Cloez, Bertrand ; Mathématiques, Informatique et STatistique pour l'Environnement et l'Agronomie (MISTEA) ; Institut National de Recherche pour l’Agriculture, l’Alimentation et l’Environnement (INRAE)-Institut Agro Montpellier ; et al.
Mathematics [math]. Université de Montpellier, 2023

population dynamics branching processes stochastic algorithms Dynamique des population... processus de branchement algorithmes stochastique... …
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18

Estimation of Systemic Shortfall Risk Measure using Stochastic Algorithms
Kaakai, Sarah ; Matoussi, Anis ; Tamtalini, Achraf ; et al.

Multivariate risk measur... shortfall risk stochastic algorithms stochastic root finding risk allocations [MATH.MATH-PR]Mathematic... …
Electronic Resource
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19

Multivariate Optimized Certainty Equivalent Risk Measures and their Numerical Computation
Kaakai, Sarah ; Matoussi, Anis ; Tamtalini, Achraf ; et al.

Multivariate risk measur... Optimized certainty equi... Numerical methods stochastic algorithms risk allocations [MATH.MATH-PR]Mathematic... …
Electronic Resource
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20

Multivariate Optimized Certainty Equivalent Risk Measures and their Numerical Computation
Tamtalini, Achraf ; Matoussi, Anis ; Kaakai, Sarah ; et al.
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Multivariate risk measur... Optimized certainty equi... Numerical methods stochastic algorithms risk allocations [MATH.MATH-PR]Mathematic... …
Electronic Resource
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