No photo of Gerard Ben Arous

Gerard Ben Arous

Professor of Mathematics

    1982 …2019
    If you made any changes in Pure, your changes will be visible here soon.

    Research Output 1982 2019

    Filter
    Conference contribution
    2019

    Stable Limit Laws for Reaction-Diffusion in Random Environment

    Ben Arous, G., Molchanov, S. & Ramírez, A. F., Jan 1 2019, Probability and Analysis in Interacting Physical Systems - In Honor of S.R.S. Varadhan, 2016. Olla, S., Friz, P., König, W. & Mukherjee, C. (eds.). Springer New York LLC, p. 123-171 49 p. (Springer Proceedings in Mathematics and Statistics; vol. 283).

    Research output: Chapter in Book/Report/Conference proceedingConference contribution

    Limit Laws
    Random Environment
    Reaction-diffusion
    Fluctuations
    Rank One Perturbation
    2018

    Comparing Dynamics: Deep Neural Networks versus Glassy Systems

    Baity-Jest, M., Sagun, L., Mario, G., Spiglery, S., Ben Arous, G., Cammarota, C., LeCun, Y., Vvyart, M. & Biroli, G. J., Jan 1 2018, 35th International Conference on Machine Learning, ICML 2018. Krause, A. & Dy, J. (eds.). International Machine Learning Society (IMLS), Vol. 1. p. 526-535 10 p.

    Research output: Chapter in Book/Report/Conference proceedingConference contribution

    Physics
    Deep neural networks
    2015

    Second order expansion for implied volatility in two factor local stochastic volatility models and applications to the dynamic λ-Sabr model

    Ben Arous, G. & Laurence, P., 2015, Large Deviations and Asymptotic Methods in Finance. Springer New York LLC, Vol. 110. p. 89-136 48 p.

    Research output: Chapter in Book/Report/Conference proceedingConference contribution

    Implied Volatility
    Stochastic Volatility Model
    Dynamic Model
    Volatility
    Financial Mathematics

    The Loss Surfaces of Multilayer Networks

    Choromanska, A., Henaff, M. B., Mathieu, M., Ben Arous, G. & LeCun, Y., 2015, International Conference on Articial Intelligence and Statistics (AISTATS).

    Research output: Chapter in Book/Report/Conference proceedingConference contribution

    2003

    Algorithms for stochastic approximations of curvature flows

    Unal, G., Nain, D., Ben-Arous, G., Shimkin, N., Tannenbaum, A. & Zeitouni, O., 2003, IEEE International Conference on Image Processing. Vol. 2. p. 651-654 4 p.

    Research output: Chapter in Book/Report/Conference proceedingConference contribution

    Crystal growth
    Computer vision