Zobrazeno 1 - 10
of 1 811
pro vyhledávání: '"Pannier, P"'
Autor:
Pannier, Alexandre, Salvi, Cristopher
We develop a provably convergent kernel-based solver for path-dependent PDEs (PPDEs). Our numerical scheme leverages signature kernels, a recently introduced class of kernels on path-space. Specifically, we solve an optimal recovery problem by approx
Externí odkaz:
http://arxiv.org/abs/2403.11738
Autor:
Pannier, Alexandre
We regard options on VIX and Realised Variance as solutions to path-dependent partial differential equations (PDEs) in a continuous stochastic volatility model. The modeling assumption specifies that the instantaneous variance is a $C^3$ function of
Externí odkaz:
http://arxiv.org/abs/2311.08289
Autor:
Penedo, Guilherme, Malartic, Quentin, Hesslow, Daniel, Cojocaru, Ruxandra, Cappelli, Alessandro, Alobeidli, Hamza, Pannier, Baptiste, Almazrouei, Ebtesam, Launay, Julien
Large language models are commonly trained on a mixture of filtered web data and curated high-quality corpora, such as social media conversations, books, or technical papers. This curation process is believed to be necessary to produce performant mod
Externí odkaz:
http://arxiv.org/abs/2306.01116
In the setting of stochastic Volterra equations, and in particular rough volatility models, we show that conditional expectations are the unique classical solutions to path-dependent PDEs. The latter arise from the functional It\^o formula developed
Externí odkaz:
http://arxiv.org/abs/2304.03042
Autor:
Ammon, Martin, Pannier, Michel
We utilise a quotient of the universal enveloping algebra of the Poincar\'e algebra in three spacetime dimensions, on which we formulate a covariant constancy condition. The equations so obtained contain the Fierz-Pauli equations for non-interacting,
Externí odkaz:
http://arxiv.org/abs/2211.12530
The efficiency of the conversion of CO$_2$ into CO with nanosecond repetitively pulsed discharges (NRP) is investigated in a high pressure batch reactor. Stable discharges are obtained at up to 12~bar. By-products of CO$_2$ splitting are measured wit
Externí odkaz:
http://arxiv.org/abs/2211.00592
Autor:
Ana Luísa Pinho, Hugo Richard, Ana Fernanda Ponce, Michael Eickenberg, Alexis Amadon, Elvis Dohmatob, Isabelle Denghien, Juan Jesús Torre, Swetha Shankar, Himanshu Aggarwal, Alexis Thual, Thomas Chapalain, Chantal Ginisty, Séverine Becuwe-Desmidt, Séverine Roger, Yann Lecomte, Valérie Berland, Laurence Laurier, Véronique Joly-Testault, Gaëlle Médiouni-Cloarec, Christine Doublé, Bernadette Martins, Gaël Varoquaux, Stanislas Dehaene, Lucie Hertz-Pannier, Bertrand Thirion
Publikováno v:
Scientific Data, Vol 11, Iss 1, Pp 1-16 (2024)
Abstract The Individual Brain Charting (IBC) is a multi-task functional Magnetic Resonance Imaging dataset acquired at high spatial-resolution and dedicated to the cognitive mapping of the human brain. It consists in the deep phenotyping of twelve in
Externí odkaz:
https://doaj.org/article/fb0b1e4ba8df461c8c727033cb4d5bd5
Autor:
Eulalie Fourneau, Mélissa Pannier, Wassila Riah, Emmanuelle Personeni, Annette Morvan-Bertrand, Josselin Bodilis, Barbara Pawlak
Publikováno v:
Frontiers in Microbiology, Vol 15 (2024)
IntroductionThe rhizosphere is the zone of soil surrounding plant roots that is directly influenced by root exudates released by the plant, which select soil microorganisms. The resulting rhizosphere microbiota plays a key role in plant health and de
Externí odkaz:
https://doaj.org/article/a87956f256b0492a9a699fc367518b3e
Autor:
Pierre-Yves Postic, Yann Leprince, Soraya Brosset, Laure Drutel, Emeline Peyric, Ines Ben Abdallah, Dhaif Bekha, Sara Neumane, Edouard Duchesnay, Mickael Dinomais, Mathilde Chevignard, Lucie Hertz-Pannier
Publikováno v:
Frontiers in Neuroscience, Vol 18 (2024)
IntroductionEarly focal brain injuries lead to long-term disabilities with frequent cognitive impairments, suggesting global dysfunction beyond the lesion. While plasticity of the immature brain promotes better learning, outcome variability across in
Externí odkaz:
https://doaj.org/article/2cf7262ba82b49e98582ceaf93d807c0
We show the existence of a stationary measure for a class of multidimensional stochastic Volterra systems of affine type. These processes are in general not Markovian, a shortcoming which hinders their large-time analysis. We circumvent this issue by
Externí odkaz:
http://arxiv.org/abs/2204.05270