Get our free extension to see links to code for papers anywhere online!

 Add to Chrome

 Add to Firefox

CatalyzeX Code Finder - Browser extension linking code for ML papers across the web! | Product Hunt Embed
Robust pricing and hedging via neural SDEs

Jul 08, 2020
Patryk Gierjatowicz, Marc Sabate-Vidales, David Šiška, Lukasz Szpruch, Žan Žurič

  Access Paper or Ask Questions

Conditional Sig-Wasserstein GANs for Time Series Generation

Jun 09, 2020
Hao Ni, Lukasz Szpruch, Magnus Wiese, Shujian Liao, Baoren Xiao

  Access Paper or Ask Questions

Mean-Field Langevin Dynamics and Energy Landscape of Neural Networks

May 19, 2019
Kaitong Hu, Zhenjie Ren, David Siska, Lukasz Szpruch

* 29 pages 

  Access Paper or Ask Questions

Martingale Functional Control variates via Deep Learning

Oct 11, 2018
Marc Sabate Vidales, David Siska, Lukasz Szpruch

  Access Paper or Ask Questions

Non-asymptotic bounds for sampling algorithms without log-concavity

Sep 20, 2018
Mateusz B. Majka, Aleksandar Mijatović, Lukasz Szpruch

* 45 pages, some minor corrections 

  Access Paper or Ask Questions

Multilevel Monte Carlo for Scalable Bayesian Computations

Sep 15, 2016
Mike Giles, Tigran Nagapetyan, Lukasz Szpruch, Sebastian Vollmer, Konstantinos Zygalakis

  Access Paper or Ask Questions

Multi Level Monte Carlo methods for a class of ergodic stochastic differential equations

Jul 31, 2016
Lukasz Szpruch, Sebastian Vollmer, Konstantinos Zygalakis, Michael B. Giles

* 30 pages, 6 figures 

  Access Paper or Ask Questions