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Publications
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"Optimal quantization : evolutionary algorithm vs stochastic gradient",
Proceedings of the 9th Joint Conference on Information Sciences: Atlantic Press, 2006.
Abstract
Download: Evolutionary-Algorithms.pdf (195.2 KB)
"On the link between small ball probabilities and the quantization problem for Gaussian measures on Banach spaces",
Journal of Theoretical Probability, vol. 16(1), 2003.
Abstract
"A forward–backward stochastic algorithm for quasi-linear PDEs",
Annals of Applied Probability, vol. 16(1), pp. 140-184, 2006.
Abstract