Calypso Herrera

Engineering · Physical Sciences

5h-index44citations12works0.02yr avg
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Research Topics

Sparse and Compressive Sensing Techniques(5), Model Reduction and Neural Networks(4), Stochastic Gradient Optimization Techniques(4), Neural Networks and Applications(3), Blind Source Separation Techniques(3)

Publications12 total

Optimal stopping via randomized neural networks
Frontiers of Mathematical Finance·2023· 8 citedOpen Access
Low-Rank Plus Sparse Decomposition of Covariance Matrices Using Neural Network Parametrization
IEEE Transactions on Neural Networks and Learning Systems·2021· 7 citedOpen Access
Neural Jump Ordinary Differential Equations: Consistent Continuous-Time\n Prediction and Filtering
arXiv (Cornell University)·2020· 8 citedOpen Access
Theoretical Guarantees for Learning Conditional Expectation using Controlled ODE-RNN.
arXiv (Cornell University)·2020· 4 citedOpen Access
Neural Jump Ordinary Differential Equations: Consistent Continuous-Time Prediction and Filtering
arXiv (Cornell University)·2020· 1 citedOpen Access
Denise: Deep Learning based Robust PCA for Positive Semidefinite Matrices.
arXiv (Cornell University)·2020· 7 citedOpen Access
Denise: Deep Robust Principal Component Analysis for Positive\n Semidefinite Matrices
arXiv (Cornell University)·2020· 1 citedOpen Access
Denise: Deep Robust Principal Component Analysis for Positive Semidefinite Matrices
arXiv (Cornell University)·2020· 2 citedOpen Access
Local Lipschitz Bounds of Deep Neural Networks
arXiv (Cornell University)·2020Open Access
Estimating Full Lipschitz Constants of Deep Neural Networks
RePEc: Research Papers in Economics·2020· 5 cited
Low-Rank plus Sparse Decomposition of Covariance Matrices using Neural\n Network Parametrization
arXiv (Cornell University)·2019· 1 citedOpen Access
Parallel American Monte Carlo
SSRN Electronic Journal·2014Open Access

Frequent Co-authors

Josef Teichmann(9), Florian Krach(7), Pierre Ruyssen(5), Michel Baes(2), Ariel Neufeld(2), Anastasis Kratsios(2), Florian Krach(2), Louis Paulot(1)