Cohen, Samuel N.
- Synthetic Data -- what, why and how?
2022/05/06 by J.B. Jordon, Jordon, James, Łukasz Szpruch +13 · 10 citations
Computer Science · Decision Sciences · #Big Data Technologies and Applications #Data Quality and Management #FOS: Computer and information sciences #Machine Learning (cs.LG) #Privacy-Preserving Technologies in Data
- TAPAS: a Toolbox for Adversarial Privacy Auditing of Synthetic Data
2022/11/12 by Florimond Houssiau, J.B. Jordon, Houssiau, Florimond +15 · 9 citations
Computer Science · Decision Sciences · Social Sciences · #Artificial Intelligence (cs.AI) #Cryptography and Security (cs.CR) #Data Quality and Management #FOS: Computer and information sciences #Machine Learning (cs.LG) #Privacy, Security, and Data Protection #Privacy-Preserving Technologies in Data
- Identifiability in inverse reinforcement learning
2021/06/07 by Cao, Haoyang, Cohen, Samuel N., Szpruch, Lukasz · 6 citations
#2020: 49N45 #49N10 #60J10 #62M05 #90C40 #93B15 #93B30 #93E12 #FOS: Computer and information sciences #FOS: Mathematics #Machine Learning (cs.LG) #Optimization and Control (math.OC)
- Arbitrage-free neural-SDE market models
2021/05/24 by Cohen, Samuel N., Reisinger, Christoph, Wang, Sheng · 3 citations
#62M45 #62P05 #91B28 #91B70 #Computational Finance (q-fin.CP) #FOS: Computer and information sciences #FOS: Economics and business #FOS: Mathematics #Machine Learning (stat.ML) #Probability (math.PR) #Risk Management (q-fin.RM) #Statistical Finance (q-fin.ST)
- Pathwise Stochastic Control with Applications to Robust Filtering
2019/02/14 by Allan, Andrew L., Cohen, Samuel N. · 2 citations
#60H99 #93E11 #93E20 #FOS: Mathematics #Probability (math.PR)
- Nowcasting using regression on signatures
2023/05/17 by Samuel N. Cohen, Giulia Mantoan, Cohen, Samuel N. +9 · 2 voices · 2 citations
Computer Science · Decision Sciences · Economics, Econometrics and Finance · Mathematics · #60G35 #60L10 #60L90 #62M10 #62M20 #Complex Systems and Time Series Analysis #Econometrics (econ.EM) #FOS: Computer and information sciences #FOS: Economics and business #FOS: Mathematics #Forecasting Techniques and Applications #Methodology (stat.ME) #Probability (math.PR) #Time Series Analysis and Forecasting #econ.EM #math.PR #stat.ME
- Generalization and Robustness of the Tilted Empirical Risk
2024/09/28 by Gholamali Aminian, Amir R. Asadi, Aminian, Gholamali +9 · 5 citations
Decision Sciences · #Risk and Portfolio Optimization
- Solutions of Backward Stochastic Differential Equations on Markov Chains
2008/09/30 by Samuel N. Cohen, Cohen, Samuel N., Robert J. Elliott +1 · 1 citation
Decision Sciences · #Simulation Techniques and Applications
- Representing filtration consistent nonlinear expectations as g-expectations in general probability spaces
2011/02/25 by Cohen, Samuel N. · 1 citation
#60G48 #60H20 #91B06 #Computational Finance (q-fin.CP) #FOS: Economics and business #FOS: Mathematics #Optimization and Control (math.OC) #Probability (math.PR)
- Quasi-sure analysis, aggregation and dual representations of sublinear\n expectations in general spaces
2011/10/12 by Samuel N. Cohen, Cohen, Samuel N. · 1 citation
Decision Sciences · Mathematics · #60A10 #60A86 #91B06 #Decision-Making and Behavioral Economics #FOS: Mathematics #Fuzzy Systems and Optimization #Optimization and Control (math.OC) #Probability (math.PR) #Risk and Portfolio Optimization
- Hyperbolic contractivity and the Hilbert metric on probability measures
2023/09/05 by Cohen, Samuel N., Fausti, Eliana · 2 citations
#15B51 #47A35 #52B12 #60B10 #62B11 #94A15 #FOS: Mathematics #Probability (math.PR) #Statistics Theory (math.ST)
- Neural Q-learning for solving PDEs
2022/03/31 by Cohen, Samuel N., Jiang, Deqing, Sirignano, Justin · 1 citation
#37N30 #60H30 #62M45 #65N12 #Analysis of PDEs (math.AP) #FOS: Computer and information sciences #FOS: Mathematics #Machine Learning (cs.LG) #Machine Learning (stat.ML) #Numerical Analysis (math.NA) #Probability (math.PR)
- Estimating risks of option books using neural-SDE market models
2022/02/15 by Samuel N. Cohen, Christoph Reisinger, Cohen, Samuel N. +3 · 1 citation
Economics, Econometrics and Finance · Engineering · #62M45 #62P05 #91B28 #91B70 #Computational Finance (q-fin.CP) #FOS: Computer and information sciences #FOS: Economics and business #FOS: Mathematics #Machine Learning (stat.ML) #Probability (math.PR) #Reservoir Engineering and Simulation Methods #Risk Management (q-fin.RM) #Statistical Finance (q-fin.ST) #Stochastic processes and financial applications
- A Framework for Auditable Synthetic Data Generation
2022/11/21 by Houssiau, Florimond, Cohen, Samuel N., Szpruch, Lukasz +5 · 1 citation
#Cryptography and Security (cs.CR) #FOS: Computer and information sciences
- Global Convergence of Deep Galerkin and PINNs Methods for Solving Partial Differential Equations
2023/05/10 by Deqing Jiang, Jiang, Deqing, Justin Sirignano +3 · 1 citation
Physics and Astronomy · #FOS: Computer and information sciences #FOS: Mathematics #Machine Learning (cs.LG) #Model Reduction and Neural Networks #Numerical Analysis (math.NA)
- Optimal adaptive control with separable drift uncertainty
2023/09/13 by Cohen, Samuel N., Knochenhauer, Christoph, Merkel, Alexander · 1 citation
#Analysis of PDEs (math.AP) #FOS: Mathematics #Optimization and Control (math.OC) #Probability (math.PR)
- Generalization Error of Graph Neural Networks in the Mean-field Regime
2024/02/10 by Aminian, Gholamali, He, Yixuan, Reinert, Gesine +2 · 1 citation
#FOS: Computer and information sciences #Information Theory (cs.IT) #Machine Learning (cs.LG) #Machine Learning (stat.ML)
- Mean-field Analysis of Generalization Errors
2023/06/20 by Aminian, Gholamali, Cohen, Samuel N., Szpruch, Łukasz · 1 citation
#46N30 #49N80 #60F99 #62B10 #FOS: Computer and information sciences #FOS: Mathematics #Machine Learning (cs.LG) #Machine Learning (stat.ML) #Statistics Theory (math.ST)
- Exponential contractions and robustness for approximate Wonham filters
2023/05/03 by Cohen, Samuel N., Fausti, Eliana · 1 citation
#FOS: Mathematics #Probability (math.PR) #Statistics Theory (math.ST)