Publications

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Listed below, are sorted by year, the publications appearing in the HAL open archive.

Sharp asymptotics of metastable transition times for one dimensional SPDEs
- Barret Florent
Annales de l'Institut Henri Poincaré (B) Probabilités et Statistiques, Institut Henri Poincaré (IHP), 2015, 51 (1), pp.129-166.
Sample Complexity of Dictionary Learning and other Matrix Factorizations
- Gribonval Rémi
- Jenatton Rodolphe
- Bach Francis
- Kleinsteuber Martin
- Seibert Matthias
IEEE Transactions on Information Theory, Institute of Electrical and Electronics Engineers, 2015, 61 (6), pp.3469-3486. (10.1109/TIT.2015.2424238)
DOI : 10.1109/TIT.2015.2424238
Robust utility maximization in nondominated models with 2BSDE: the uncertain volatility model
- Matoussi Anis
- Possamaï Dylan
- Zhou Chao
Mathematical Finance, Wiley, 2015, 25 (2), pp.258-287. (10.1111/mafi.12031)
DOI : 10.1111/mafi.12031
Analysis and simulation of rare events for SPDEs
- Bréhier Charles-Edouard
- Gazeau Maxime
- Goudenège Ludovic
- Rousset Mathias
ESAIM: Proceedings and Surveys, EDP Sciences, 2015, 48, pp.364-384. (10.1051/proc/201448017)
DOI : 10.1051/proc/201448017