Videos

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Convergence of Empirical Measures, Mean-Field Games and Deep Learning Algorithms Thumbnail

Convergence of Empirical Measures, Mean-Field Games and Deep Learning Algorithms

Presenter
  • Ruimeng Hu
May 23, 2022
IMSI
From stochastic control to continuous-time reinforcement learning Thumbnail

From stochastic control to continuous-time reinforcement learning

Presenter
  • Yufei Zhang
May 23, 2022
IMSI
Policy gradients algorithms for mean-field control in continuous time Thumbnail

Policy gradients algorithms for mean-field control in continuous time

Presenter
  • Huyên Pham
May 23, 2022
IMSI
Market making and incentives design in the presence of a dark pool: a deep reinforcement learning approach Thumbnail

Market making and incentives design in the presence of a dark pool: a deep reinforcement learning approach

Presenter
  • Mathieu Rosenbaum
May 23, 2022
IMSI
Optimal Stopping via Randomized Neural Networks Thumbnail

Optimal Stopping via Randomized Neural Networks

Presenter
  • Josef Teichmann
May 23, 2022
IMSI
Policy Gradient is Essentially Policy Evaluation Thumbnail

Policy Gradient is Essentially Policy Evaluation

Presenter
  • Xunyu Zhou
May 23, 2022
IMSI
Nonparametric Multiple-Output Center-Outward Quantile Regression Thumbnail

Nonparametric Multiple-Output Center-Outward Quantile Regression

Presenter
  • Eustasio del Barrio
May 20, 2022
IMSI
Sampling with kernelized Wasserstein gradient flows Thumbnail

Sampling with kernelized Wasserstein gradient flows

Presenter
  • Anna Korba
May 20, 2022
IMSI
Trajectory Inference via Mean-Field Langevin in Path Space Thumbnail

Trajectory Inference via Mean-Field Langevin in Path Space

Presenter
  • Lenaic Chizat
May 19, 2022
IMSI
Uniform consistency of estimated optimal transport plans Thumbnail

Uniform consistency of estimated optimal transport plans

Presenter
  • Johan Segers
May 19, 2022
IMSI
Geometry and Stability of Entropic Optimal Transport Thumbnail

Geometry and Stability of Entropic Optimal Transport

Presenter
  • Promit Ghosal
May 18, 2022
IMSI
Effect of Dependence on the Convergence of Empirical Wasserstein Distance Thumbnail

Effect of Dependence on the Convergence of Empirical Wasserstein Distance

Presenter
  • Nabarun Deb
May 18, 2022
IMSI