Noufel Frikha

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Publications

Citations

236

H-Index

Active since

2009

Affiliations

Laboratoire de Probabilités et Modèles Aléatoires(Current)

Délégation Paris 7

Laboratoire de Probabilités, Statistique et Modélisation

Sorbonne Université

Noufel Frikha is an author at Laboratoire de Probabilités et Modèles Aléatoires specializing in engineering, probability theory, and approximation theory.

ORCID

Top concepts

EngineeringProbabilityApproximation TheoryStochastic OptimizationStatisticsLarge DeviationsStochastic AnalysisStochastic CalculusStochastic ProcessesEntropy

Publications per year

2009–2020

Publications

Computing VaR and CVaR using stochastic approximation and adaptive unconstrained importance sampling

Olivier Bardou, Noufel Frikha, Gilles Pagès · Monte Carlo Methods and Applications · 2009 · 64 citations · Full text

Computing VaR and CVaR using Stochastic Approximation and Adaptive Unconstrained Importance Sampling

Olivier Bardou, Noufel Frikha, Gilles Pagès · 2009 · 36 citations

Concentration bounds for stochastic approximations

Noufel Frikha, Stéphane Menozzi · Electronic Communications in Probability · 2012 · 34 citations · Full text

Large Deviations, Engineering, Stochastic Optimization +10

Transport-Entropy inequalities and deviation estimates for stochastic approximation schemes

Max Fathi, Noufel Frikha · Electronic Journal of Probability · 2013 · 24 citations · Full text

Large Deviations, Engineering, Entropy +11

Multi-level stochastic approximation algorithms

Noufel Frikha · The Annals of Applied Probability · 2016 · 23 citations · Full text

Engineering, Stochastic Optimization, Uncertainty Quantification +10

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