A PAC algorithm in relative precision for bandit problem with costly sampling

Autor: Marie Billaud Friess, Arthur Macherey, Anthony Nouy, Clémentine Prieur

Publikováno v: Mathematical Methods of Operations Research
Mathematical Methods of Operations Research, 2022, 96, pp.161-185. ⟨10.1007/s00186-022-00769-x⟩

International audience; This paper considers the problem of maximizing an expectation function over a finite set, or finite-arm bandit problem. We first propose a naive stochastic bandit algorithm for obtaining a probably approximately correct (PAC)

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::2f07e67f992aa6deaabd04f8b9e7b962
https://doi.org/10.1007/s00186-022-00769-x

A new splitting algorithm for dynamical low-rank approximation motivated by the fibre bundle structure of matrix manifolds

Autor: Antonio Falcó, Anthony Nouy, Marie Billaud-Friess

Publikováno v: CEU Repositorio Institucional
Fundación Universitaria San Pablo CEU (FUSPCEU)

Este artículo se encuentra disponible en la siguiente URL: https://link.springer.com/article/10.1007/s10543-021-00884-x Este es el postprint del siguiente artículo: Billaud-Friess, M., Falcó, A. & Nouy, A. (2022). A new splitting algorithm for dyn

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::26104a11b2052e164f790e7afac4112e

Stochastic methods for solving high-dimensional partial differential equations

Autor: Anthony Nouy, Arthur Macherey, Marie Billaud-Friess, Clémentine Prieur

Publikováno v: Springer Proceedings in Mathematics & Statistics
International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing-MCQMC 2018
International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing-MCQMC 2018, Jul 2018, Rennes, France. pp.125-141, ⟨10.1007/978-3-030-43465-6_6⟩
Springer Proceedings in Mathematics & Statistics ISBN: 9783030434649

International audience; We propose algorithms for solving high-dimensional Partial Differential Equations (PDEs) that combine a probabilistic interpretation of PDEs, through Feynman-Kac representation, with sparse interpolation. Monte-Carlo methods a

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::fb408f7c4ab83bacbeb99f1bc0af3ab7
https://hal.archives-ouvertes.fr/hal-02140703

A multi-material CCALE-MOF approach in cylindrical geometry

Autor: Mikhail Shashkov, Pierre-Henri Maire, Jérôme Breil, Marie Billaud Friess

Publikováno v: CiCP
CiCP, 2014, 15 (2), pp.330-364

In this paper we present recent developments concerning a Cell-Centered Arbitrary Lagrangian Eulerian (CCALE) strategy using the Moment Of Fluid (MOF) interface reconstruction for the numerical simulation of multi-material compressible fluid flows on

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::d7a917799690fb78cf3161a019cd72f9
https://hal.archives-ouvertes.fr/hal-01004851

Simulation of sharp interface multi-material flows involving an arbitrary number of components through an extended five-equation model

Autor: Marie Billaud Friess, Samuel Kokh

Publikováno v: Journal of Computational Physics
Journal of Computational Physics, Elsevier, 2014, 1307.8375, pp.1-52. ⟨10.1016/j.jcp.2014.05.012⟩

In this paper, we present an anti-diffusive method dedicated to the simulation of interface flows on Cartesian grids involving an arbitrary number m of compress- ible components. Our work is two folds. First, we introduce a m-component flow model tha

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::abe6465378099e7ef89c6ea05c127439