Pages that link to "Item:Q5744911"

The following pages link to Introduction to vector quantization and its applications for numerics (Q5744911):

Displaying 31 items.

• Improved error bounds for quantization based numerical schemes for BSDE and nonlinear filtering (Q681989) (← links)
• Optimal dual quantizers of \(1 D\log \)-concave distributions: uniqueness and Lloyd like algorithm (Q2037064) (← links)
• Multiple yield curve modelling with CBI processes (Q2037767) (← links)
• Three kinds of discrete approximations of statistical multivariate distributions and their applications (Q2062779) (← links)
• New approach to greedy vector quantization (Q2073221) (← links)
• Adaptive force biasing algorithms: new convergence results and tensor approximations of the bias (Q2090609) (← links)
• Convex order, quantization and monotone approximations of ARCH models (Q2100004) (← links)
• A fully quantization-based scheme for FBSDEs (Q2101958) (← links)
• Properties and generation of representative points of the exponential distribution (Q2122810) (← links)
• Reweighting samples under covariate shift using a Wasserstein distance criterion (Q2154951) (← links)
• Quantization and clustering on Riemannian manifolds with an application to air traffic analysis (Q2274972) (← links)
• Quantization meets Fourier: a new technology for pricing options (Q2288923) (← links)
• Characterization of probability distribution convergence in Wasserstein distance by \(L^p\)-quantization error function (Q2295030) (← links)
• New weak error bounds and expansions for optimal quantization (Q2297129) (← links)
• Data-driven stochastic inversion via functional quantization (Q2302505) (← links)
• Pointwise Convergence of the Lloyd I Algorithm in Higher Dimension (Q2820188) (← links)
• Recursive marginal quantization of higher-order schemes (Q4554449) (← links)
• Minimizing capital injections by investment and reinsurance for a piecewise deterministic reserve process model (Q4562056) (← links)
• A backward Monte Carlo approach to exotic option pricing (Q4575277) (← links)
• Uniform decomposition of probability measures: quantization, clustering and rate of convergence (Q4611267) (← links)
• Recursive Marginal Quantization of the Euler Scheme of a Diffusion Process (Q4682490) (← links)
• Convergence rate of optimal quantization grids and application to empirical measure (Q4969145) (← links)
• Conic quantization: stochastic volatility and market implied liquidity (Q4991041) (← links)
• Quantization goes polynomial (Q4991080) (← links)
• Quantization and martingale couplings (Q5026465) (← links)
• Determinantal Point Processes for Image Processing (Q5860285) (← links)
• Minimum energy representative points (Q6056198) (← links)
• Quantization dimensions of compactly supported probability measures via Rényi dimensions (Q6112884) (← links)
• A sampling criterion for constrained Bayesian optimization with uncertainties (Q6126129) (← links)
• On basis set optimisation in quantum chemistry (Q6127051) (← links)
• Learning the random variables in Monte Carlo simulations with stochastic gradient descent: Machine learning for parametric PDEs and financial derivative pricing (Q6178392) (← links)