
Parameter Estimation for the McKeanVlasov Stochastic Differential Equation
In this paper, we consider the problem of parameter estimation for a sto...
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On stochastic mirror descent with interacting particles: convergence properties and variance reduction
An open problem in optimization with noisy information is the computatio...
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Towards Robust and Stable Deep Learning Algorithms for Forward Backward Stochastic Differential Equations
Applications in quantitative finance such as optimal trade execution, ri...
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Majorisationminimisation algorithms for minimising the difference between lattice submodular functions
We consider the problem of minimising functions represented as a differe...
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The sharp, the flat and the shallow: Can weakly interacting agents learn to escape bad minima?
An open problem in machine learning is whether flat minima generalize be...
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Predict Globally, Correct Locally: ParallelinTime Optimal Control of Neural Networks
The links between optimal control of dynamical systems and neural networ...
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Panos Parpas
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