Dupuis, Paul
- Moderate Deviation Principles for Stochastic Differential Equations with Jumps
2014/01/28 by Amarjit Budhiraja, Budhiraja, Amarjit, Paul Dupuis +3 · 4 citations
Computer Science · Economics, Econometrics and Finance · #60F10 #60H15 #60J25 #60J75 #Advanced Mathematical Modeling in Engineering #FOS: Mathematics #Probability (math.PR) #Stochastic processes and financial applications
- Variational Representations and Neural Network Estimation of Rényi Divergences
2020/07/07 by Jeremiah Birrell, Birrell, Jeremiah, Paul Dupuis +7 · 4 citations
Computer Science · #Generative Adversarial Networks and Image Synthesis #Domain Adaptation and Few-Shot Learning #Stochastic Gradient Optimization Techniques
- Large Deviations for Stochastic Partial Differential Equations Driven by a Poisson Random Measure
2012/03/19 by Budhiraja, Amarjit, Chen, Jiang, Dupuis, Paul · 3 citations
#37L55 #60F10 #60H15 #FOS: Mathematics #Probability (math.PR)
- (f,Γ)-Divergences: Interpolating between f-Divergences and Integral Probability Metrics
2020/11/11 by Birrell, Jeremiah, Dupuis, Paul, Katsoulakis, Markos A. +2 · 4 citations
#FOS: Computer and information sciences #Machine Learning (cs.LG) #Machine Learning (stat.ML)
- On the Infinite Swapping Limit for Parallel Tempering
2011/10/22 by Paul Dupuis, Yufei Liu, Dupuis, Paul +5 · 2 citations
Mathematics · Physics and Astronomy · #FOS: Mathematics #Markov Chains and Monte Carlo Methods #Probability (math.PR) #Stochastic processes and statistical mechanics #Theoretical and Computational Physics
- Large deviations and queueing networks: methods for rate function\n identification
1998/09/29 by Rami Atar, Atar, Rami, Paul Dupuis +1 · 1 citation
Business, Management and Accounting · Economics, Econometrics and Finance · Engineering · #Advanced Queuing Theory Analysis #FOS: Mathematics #Optimization and Control (math.OC) #Probability (math.PR) #Stability and Control of Uncertain Systems #Stochastic processes and financial applications
- Robust bounds on risk-sensitive functionals via Renyi divergence
2013/10/23 by Atar, Rami, Chowdhary, Kamaljit, Dupuis, Paul · 1 citation
#FOS: Mathematics #Probability (math.PR)
- Moderate deviations for recursive stochastic algorithms
2014/01/23 by Paul Dupuis, Dupuis, Paul, Dane Johnson +1 · 1 citation
Decision Sciences · Economics, Econometrics and Finance · #60F10 #FOS: Mathematics #Probability (math.PR) #Simulation Techniques and Applications #Stochastic processes and financial applications
- Limits of relative entropies associated with weakly interacting particle systems
2014/12/17 by Budhiraja, Amarjit, Dupuis, Paul, Fischer, Markus +1 · 1 citation
#FOS: Mathematics #Probability (math.PR)
- Large Deviations for Small Noise Diffusions in a Fast Markovian\n Environment
2017/05/08 by Amarjit Budhiraja, Budhiraja, Amarjit, Paul Dupuis +3 · 1 citation
Economics, Econometrics and Finance · Mathematics · #34C29 #60J60 #60J75 #60K37. Secondary: 60G35 #FOS: Mathematics #Markov Chains and Monte Carlo Methods #Primary: 60F10 #Probability (math.PR) #Stochastic processes and financial applications #Stochastic processes and statistical mechanics
- The large deviation principle for interacting dynamical systems on random graphs
2020/07/27 by Paul Dupuis, Dupuis, Paul, Georgi S. Medvedev +1 · 1 citation
Mathematics · #Dynamical Systems (math.DS) #FOS: Mathematics #Geometry and complex manifolds #Markov Chains and Monte Carlo Methods #Probability (math.PR) #Stochastic processes and statistical mechanics