Publications
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Listed below, are sorted by year, the publications appearing in the HAL open archive.
2017
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Rare event simulation related to financial risks: efficient estimation and sensitivity analysis
- Agarwal Ankush
- de Marco Stefano
- Gobet Emmanuel
- Liu Gang
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Portfolio Benchmarking under Drawdown Constraint and Stochastic Sharpe Ratio
- Agarwal Ankush
- Sircar Ronnie
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Dynamics of a two-level system with priorities and application to an emergency call center
- Boeuf Vianney
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MODULAR INEQUALITIES FOR THE MAXIMAL OPERATOR IN VARIABLE LEBESGUE SPACES
- Cruz-Uribe David
- Di Fratta Giovanni
- Fiorenza Alberto
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Statistical inference of Ornstein-Uhlenbeck processes : generation of stochastic graphs, sparsity, applications in finance
- Matulewicz Gustaw
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Structural optimization under overhang constraints imposed by additive manufacturing technologies
- Allaire Grégoire
- Dapogny Charles
- Estevez Rafael
- Faure Alexis
- Michailidis Georgios
DOI : 10.1016/j.jcp.2017.09.041 -
Analysis of order book flows using a non-parametric estimation of the branching ratio matrix
- Achab M.
- Bacry Emmanuel
- Muzy J.
- Rambaldi M.
DOI : 10.1080/14697688.2017.1403132 -
Tropical Kraus maps for optimal control of switched systems
- Gaubert Stéphane
- Stott Nikolas
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Exact output stabilization at unobservable points: Analysis via an example
- Lagache Marc-Aurèle
- Serres Ulysse
- Gauthier Jean-Paul
DOI : 10.1109/CDC.2017.8264676 -
Error estimates for the Euler discretization of an optimal control problem with first-order state constraints
- Bonnans Joseph Frederic
- Festa Adriano
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Generalization of the Fourier-spectral Eyre scheme for the phase-field equations: Application to self-assembly dynamics in materials
- Demange Gilles
- Chamaillard M.
- Zapolsky Helena
- Lavrskyi M.
- Vaugeois Antoine
- Lunéville L.
- Simeone D.
- Patte Renaud
DOI : 10.1016/j.commatsci.2017.11.044 -
A Linear-Time Kernel Goodness-of-Fit Test
- Jitkrittum Wittawat
- Xu Wenkai
- Szabó Zoltán
- Fukumizu Kenji
- Gretton Arthur
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Learning spatiotemporal piecewise-geodesic trajectories from longitudinal manifold-valued data
- Chevallier Juliette
- Oudard Stéphane
- Allassonnière Stéphanie
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Learning spatiotemporal piecewise-geodesic trajectories from longitudinal manifold-valued data
- Chevallier Juliette
- Oudard Stéphane
- Allassonnière Stéphanie
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A Bayesian mixed-effects model to learn trajectories of changes from repeated manifold-valued observations
- Schiratti Jean-Baptiste
- Allassonniere Stéphanie
- Colliot Olivier
- Durrleman Stanley
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Proceedings of the international conference on computational mathematics and inverse problems honoring Peter Monk
- Haddar Houssem
- Cakoni Fioralba
- Sun Jiguang
- Bacuta Constantin
DOI : 10.1016/j.camwa.2017.09.001 -
Tightness and duality of martingale transport on the Skorokhod space *
- Guo Gaoyue
- Tan Xiaolu
- Touzi Nizar
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Sampling methods for reconstructing the geometry of a local perturbation in unknown periodic layers
- Haddar Houssem
- Nguyen Thi-Phong
DOI : 10.1016/j.camwa.2017.07.015 -
Blocking strategies and stability of particle Gibbs samplers
- Singh S
- Lindsten F
- Moulines Eric
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New sets of eigenvalues in inverse scattering for inhomogeneous media and their determination from scattering data
- Audibert Lorenzo
- Cakoni Fioralba
- Haddar Houssem
DOI : 10.1088/1361-6420/aa982f -
Adaptive estimation in the nonparametric random coefficients binary choice model by needlet thresholding
- Gautier Eric
- Le Pennec Erwan
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Branching processes for structured populations and estimators for cell division
- Marguet Aline
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The spatial structure of genetic diversity under natural selection and in heterogeneous environments
- Forien Raphael
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Fast discrete convolution in R2 using Sparse Bessel Decomposition
- Averseng Martin
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On the long-time behaviour of an age and trait structured population dynamics
- Roget Tristan