Xavier Warin

Joined

May 2023

Names

Xavier Warin (Preferred)

Emails

****@gmail.com (Confirmed)

,

****@edf.fr (Confirmed)

Personal Links

Career & Education History

Researcher

Edf (edf.fr)

1992 – 2023

Advisors, Relations & Conflicts

No relations added

Expertise

Stochastic control

,

machine learning

,

finance

2000 – Present

Publications

Deep backward schemes for high-dimensional nonlinear PDEs
Côme Huré, Huyen PHAM, Xavier Warin
- 12 May 2023
- OpenReview Archive Direct Upload
- Readers: Everyone
Approximation error analysis of some deep backward schemes for nonlinear PDEs
Maximilien Germain, Huyen PHAM, Xavier Warin
- 12 May 2023
- OpenReview Archive Direct Upload
- Readers: Everyone
Neural networks-based algorithms for stochastic control and PDEs in finance
Maximilien Germain, Huyen PHAM, Xavier Warin
- 12 May 2023
- OpenReview Archive Direct Upload
- Readers: Everyone
DeepSets and their derivative networks for solving symmetric PDEs
Maximilien Germain, Mathieu Lauriere, Huyen PHAM, Xavier Warin
- 12 May 2023
- OpenReview Archive Direct Upload
- Readers: Everyone
Quantile and moment neural networks for learning functionals of distributions
Xavier Warin
- Published: 01 Jan 2023, Last Modified: 12 May 2023
- CoRR 2023
- Readers: Everyone
DeepSets and Their Derivative Networks for Solving Symmetric PDEs
Maximilien Germain, Mathieu Laurière, Huyên Pham, Xavier Warin
- 2022 (modified: 17 Apr 2023)
- J. Sci. Comput. 2022
- Readers: Everyone
Rate of convergence for particle approximation of PDEs in Wasserstein space
Maximilien Germain, Huyên Pham, Xavier Warin
- Published: 01 Jan 2022, Last Modified: 12 May 2023
- J. Appl. Probab. 2022
- Readers: Everyone
Approximation Error Analysis of Some Deep Backward Schemes for Nonlinear PDEs
Maximilien Germain, Huyên Pham, Xavier Warin
- Published: 01 Jan 2022, Last Modified: 12 May 2023
- SIAM J. Sci. Comput. 2022
- Readers: Everyone
Fast multivariate empirical cumulative distribution function with connection to kernel density estimation
Nicolas Langrené, Xavier Warin
- Published: 01 Jan 2021, Last Modified: 12 May 2023
- Comput. Stat. Data Anal. 2021
- Readers: Everyone
Discretization and machine learning approximation of BSDEs with a constraint on the Gains-process
Idris Kharroubi, Thomas Lim, Xavier Warin
- Published: 01 Jan 2021, Last Modified: 12 May 2023
- Monte Carlo Methods Appl. 2021
- Readers: Everyone

View all 28 publications

Co-Authors