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ORCIDXavier Warin
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2020 – today
- 2024
[j18]Xavier Warin
:
The GroupMax Neural Network Approximation of Convex Functions. IEEE Trans. Neural Networks Learn. Syst. 35(8): 11608-11612 (2024)- [i10]Clémence Alasseur, Zakaria Bensaid, Roxana Dumitrescu, Xavier Warin:
Deep learning algorithms for FBSDEs with jumps: Applications to option pricing and a MFG model for smart grids. CoRR abs/2401.03245 (2024) - [i9]Xavier Warin:
P1-KAN an effective Kolmogorov Arnold Network for function approximation. CoRR abs/2410.03801 (2024) - [i8]Nicolas Langrené, Xavier Warin, Pierre Gruet:
New random projections for isotropic kernels using stable spectral distributions. CoRR abs/2411.02770 (2024) - 2023
- [j17]Xavier Warin:
Reservoir optimization and machine learning methods. EURO J. Comput. Optim. 11: 100068 (2023) - [j16]Huyên Pham, Xavier Warin:
Mean-field neural networks: Learning mappings on Wasserstein space. Neural Networks 168: 380-393 (2023) - [i7]Xavier Warin:
Quantile and moment neural networks for learning functionals of distributions. CoRR abs/2303.11060 (2023) - [i6]Huyên Pham, Xavier Warin:
Actor critic learning algorithms for mean-field control with moment neural networks. CoRR abs/2309.04317 (2023) - 2022
- [j15]Maximilien Germain, Huyên Pham, Xavier Warin:
Rate of convergence for particle approximation of PDEs in Wasserstein space. J. Appl. Probab. 59(4): 992-1008 (2022) - [j14]Maximilien Germain, Mathieu Laurière, Huyên Pham, Xavier Warin:
DeepSets and Their Derivative Networks for Solving Symmetric PDEs. J. Sci. Comput. 91(2): 63 (2022) - [j13]Maximilien Germain, Huyên Pham, Xavier Warin:
Approximation Error Analysis of Some Deep Backward Schemes for Nonlinear PDEs. SIAM J. Sci. Comput. 44(1): 28- (2022) - 2021
- [j12]Nicolas Langrené, Xavier Warin:
Fast multivariate empirical cumulative distribution function with connection to kernel density estimation. Comput. Stat. Data Anal. 162: 107267 (2021) - [j11]Idris Kharroubi, Thomas Lim, Xavier Warin:
Discretization and machine learning approximation of BSDEs with a constraint on the Gains-process. Monte Carlo Methods Appl. 27(1): 27-55 (2021) - 2020
- [j10]Wim van Ackooij, Xavier Warin:
On conditional cuts for stochastic dual dynamic programming. EURO J. Comput. Optim. 8(2): 173-199 (2020) - [j9]Côme Huré, Huyên Pham, Xavier Warin:
Deep backward schemes for high-dimensional nonlinear PDEs. Math. Comput. 89(324): 1547-1579 (2020) - [i5]Idris Kharroubi, Thomas Lim, Xavier Warin:
Discretization and Machine Learning Approximation of BSDEs with a Constraint on the Gains-Process. CoRR abs/2002.02675 (2020) - [i4]Nicolas Langrené, Xavier Warin:
Fast multivariate empirical cumulative distribution function with connection to kernel density estimation. CoRR abs/2005.03246 (2020)
2010 – 2019
- 2019
- [j8]Quentin Chan-Wai-Nam, Joseph Mikael, Xavier Warin:
Machine Learning for Semi Linear PDEs. J. Sci. Comput. 79(3): 1667-1712 (2019) - [i3]Côme Huré, Huyên Pham, Xavier Warin:
Some machine learning schemes for high-dimensional nonlinear PDEs. CoRR abs/1902.01599 (2019) - [i2]Huyên Pham, Xavier Warin:
Neural networks-based backward scheme for fully nonlinear PDEs. CoRR abs/1908.00412 (2019) - 2018
- [j7]Xavier Warin:
Nesting Monte Carlo for high-dimensional non-linear PDEs. Monte Carlo Methods Appl. 24(4): 225 (2018) - [i1]Quentin Chan-Wai-Nam, Joseph Mikael, Xavier Warin:
Machine Learning for semi linear PDEs. CoRR abs/1809.07609 (2018) - 2017
- [j6]Bruno Bouchard, Xiaolu Tan, Xavier Warin, Yiyi Zou:
Numerical approximation of BSDEs using local polynomial drivers and branching processes. Monte Carlo Methods Appl. 23(4): 241-263 (2017) - [j5]Erwan Pierre, Stéphane Villeneuve, Xavier Warin:
Numerical Approximation of a Cash-Constrained Firm Value with Investment Opportunities. SIAM J. Financial Math. 8(1): 54-81 (2017) - 2016
- [j4]Erwan Pierre, Stéphane Villeneuve, Xavier Warin:
Liquidity management with decreasing returns to scale and secured credit line. Finance Stochastics 20(4): 809-854 (2016) - [j3]Xavier Warin:
Some Non-monotone Schemes for Time Dependent Hamilton-Jacobi-Bellman Equations in Stochastic Control. J. Sci. Comput. 66(3): 1122-1147 (2016) - 2012
- [c3]Constantinos Makassikis, Stéphane Vialle, Xavier Warin:
FT-GReLoSSS: A Skeletal-Based Approach towards Application Parallelization and Low-Overhead Fault Tolerance. PDP 2012: 237-244 - 2011
- [j2]Marie Bernhart, Peter Tankov, Xavier Warin:
A Finite-Dimensional Approximation for Pricing Moving Average Options. SIAM J. Financial Math. 2(1): 989-1013 (2011)
2000 – 2009
- 2009
- [j1]Arnaud Porchet, Nizar Touzi, Xavier Warin:
Valuation of power plants by utility indifference and numerical computation. Math. Methods Oper. Res. 70(1): 47-75 (2009) - [c2]Pascal Vezolle, Stéphane Vialle, Xavier Warin:
Large scale experiment and optimization of a distributed stochastic control algorithm. Application to energy management problems. IPDPS 2009: 1-8 - 2008
- [c1]Constantinos Makassikis, Stéphane Vialle, Xavier Warin:
Large scale distribution of stochastic control algorithms for gas storage valuation. IPDPS 2008: 1-8
Coauthor Index
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