Sylvain Maire

According to our database, Sylvain Maire authored at least 20 papers between 2004 and 2022.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of five.

2022

An unbiased Monte Carlo method to solve linear Volterra equations of the second kind.

Ivan Dimov, Sylvain Maire, Venelin Todorov

Neural Comput. Appl., 2022

2020

A parallel strategy for an evolutionary stochastic algorithm: application to the CP decomposition of nonnegative N-th order tensors.

Souquières Laura, Cyril Prissette, Sylvain Maire, Nadège Thirion-Moreau

Proceedings of the 28th European Signal Processing Conference, 2020

2019

A new unbiased stochastic algorithm for solving linear Fredholm equations of the second kind.

Ivan T. Dimov, Sylvain Maire

Adv. Comput. Math., 2019

2017

The walk on moving spheres: A new tool for simulating Brownian motion's exit time from a domain.

Madalina Deaconu, Samuel Herrmann, Sylvain Maire

Math. Comput. Simul., 2017

A Proximal Approach for Nonnegative Tensor Decomposition.

Xuan Thanh Vu, Caroline Chaux, Nadège Thirion-Moreau, Sylvain Maire

Proceedings of the Latent Variable Analysis and Signal Separation, 2017

2016

Stochastic finite differences for elliptic diffusion equations in stratified domains.

Sylvain Maire, Giang Nguyen

Math. Comput. Simul., 2016

2015

A New Stochastic Optimization Algorithm to Decompose Large Nonnegative Tensors.

Xuan Thanh Vu, Sylvain Maire, Caroline Chaux, Nadège Thirion-Moreau

IEEE Signal Process. Lett., 2015

A partially reflecting random walk on spheres algorithm for electrical impedance tomography.

Sylvain Maire, Martin Simon

J. Comput. Phys., 2015

2014

Study of different strategies for the Canonical Polyadic decomposition of nonnegative third order tensors with application to the separation of spectra in 3D fluorescence spectroscopy.

Xuan Thanh Vu, Caroline Chaux, Sylvain Maire, Nadège Thirion-Moreau

Proceedings of the IEEE International Workshop on Machine Learning for Signal Processing, 2014

2013

Monte Carlo approximations of the Neumann problem.

Sylvain Maire, Etienne Tanré

Monte Carlo Methods Appl., 2013

New Monte Carlo schemes for simulating diffusions in discontinuous media.

Antoine Lejay, Sylvain Maire

J. Comput. Appl. Math., 2013

2012

A restarted estimation of distribution algorithm for solving sudoku puzzles.

Sylvain Maire, Cyril Prissette

Monte Carlo Methods Appl., 2012

2010

Adaptive integration and approximation over hyper-rectangular regions with applications to basket option pricing.

Christophe De Luigi, Sylvain Maire

Monte Carlo Methods Appl., 2010

Numerical solution of the Poisson equation over hypercubes using reduced Chebyshev polynomial bases.

Christophe De Luigi, Serge Dumont, Sylvain Maire

J. Comput. Appl. Math., 2010

2008

Some new simulations schemes for the evaluation of Feynman-Kac representations.

Sylvain Maire, Etienne Tanré

Monte Carlo Methods Appl., 2008

Computing the principal eigenelements of some linear operators using a branching Monte Carlo method.

Antoine Lejay, Sylvain Maire

J. Comput. Phys., 2008

2007

Computing the principal eigenvalue of the Laplace operator by a stochastic method.

Antoine Lejay, Sylvain Maire

Math. Comput. Simul., 2007

2005

Sequential Control Variates for Functionals of Markov Processes.

Emmanuel Gobet, Sylvain Maire

SIAM J. Numer. Anal., 2005

2004

Polynomial approximations of multivariate smooth functions from quasi-random data.

Sylvain Maire

Stat. Comput., 2004

A spectral Monte Carlo method for the Poisson equation.

Emmanuel Gobet, Sylvain Maire

Monte Carlo Methods Appl., 2004