Publications

2022

• Numerical challenges in the simulation of 1D bounded low-temperature plasmas with charge separation in various collisional regimes
  
  • Reboul Louis
  • Massot Marc
  • Alvarez Laguna Alejandro
  , 2022.
• Algorithms for non-linear constrained continuous optimization: a comparison between gradient-based methods and evolution strategies, and applications to radar antenna design
  
  • Dufossé Paul
  , 2022.
• Membership Inference Attacks via Adversarial Examples
  
  • Jalalzai Hamid
  • Kadoche Elie
  • Leluc Rémi
  • Plassier Vincent
  , 2022.
• Bridging socioeconomic pathways of CO2 emission and credit risk
  
  • Bourgey Florian
  • Gobet Emmanuel
  • Jiao Ying
  Annals of Operations Research, Springer Verlag, 2022. (10.1007/s10479-022-05135-y)
  DOI : 10.1007/s10479-022-05135-y
• Estimation of extreme quantiles from heavy-tailed distributions with neural networks
  
  • Allouche Michaël
  • Girard Stéphane
  • Gobet Emmanuel
  , 2022.
• Contributions to volatility modeling and risk management and to efficient numerical simulation in finance
  
  • de Marco Stefano
  , 2022.
• Joint SPX-VIX calibration with Gaussian polynomial volatility models: deep pricing with quantization hints
  
  • Abi Jaber Eduardo
  • Illand Camille
  • Li Shaun Xiaoyuan
  , 2022.
• Entropic optimal planning for path-dependent mean field games
  
  • Ren Zhenjie
  • Tan Xiaolu
  • Touzi Nizar
  • Yang Junjian
  , 2022.
• Dynamic programming equation for the mean field optimal stopping problem
  
  • Talbi Mehdi
  • Touzi Nizar
  • Zhang Jianfeng
  , 2022.
• Viscosity solutions for obstacle problems on Wasserstein space
  
  • Talbi Mehdi
  • Touzi Nizar
  • Zhang Jianfeng
  , 2022.
• From finite population optimal stopping to mean field optimal stopping
  
  • Talbi Mehdi
  • Touzi Nizar
  • Zhang Jianfeng
  , 2022.
• Contributions to generative modeling and dictionary learning : theory and application
  
  • Allouche Michaël
  , 2022.
• Inverse problems for stochastic neutronics
  
  • Houpert Corentin
  , 2022.
• Market making by an FX dealer: tiers, pricing ladders and hedging rates for optimal risk control
  
  • Barzykin Alexander
  • Bergault Philippe
  • Guéant Olivier
  , 2022.
• Ergodic behaviour of a multi-type growth-fragmentation process modelling the mycelial network of a filamentous fungus
  
  • Tomasevic Milica
  • Bansaye Vincent
  • Véber Amandine
  ESAIM: Probability and Statistics, EDP Sciences, 2022, 26, pp.397-435. (10.1051/ps/2022013)
  DOI : 10.1051/ps/2022013
• Multi-fidelity surrogate modeling adapted to functional outputs for uncertainty quantification of complex models
  
  • Kerleguer Baptiste
  , 2022.
• A generative model for fBm with deep ReLU neural networks
  
  • Allouche Michaël
  • Girard Stéphane
  • Gobet Emmanuel
  Journal of Complexity, Elsevier, 2022, 73, pp.101667. (10.1016/j.jco.2022.101667)
  DOI : 10.1016/j.jco.2022.101667
• Evolution and spread of multidrug resistant pathogens in a spatially heterogeneous environment
  
  • Griette Quentin
  • Alfaro Matthieu
  • Raoul Gaël
  • Gandon Sylvain
  , 2022. (10.1101/2022.07.16.500289)
  DOI : 10.1101/2022.07.16.500289
• A few aspects of large random maps
  
  • Marzouk Cyril
  , 2022.
• Template based Graph Neural Network with Optimal Transport Distances
  
  • Vincent-Cuaz Cédric
  • Flamary Rémi
  • Corneli Marco
  • Vayer Titouan
  • Courty Nicolas
  , 2022.
• FLamby: Datasets and Benchmarks for Cross-Silo Federated Learning in Realistic Healthcare Settings
  
  • Terrail Jean Ogier Du
  • Ayed Samy-Safwan
  • Cyffers Edwige
  • Grimberg Felix
  • He Chaoyang
  • Loeb Regis
  • Mangold Paul
  • Marchand Tanguy
  • Marfoq Othmane
  • Mushtaq Erum
  • Muzellec Boris
  • Philippenko Constantin
  • Silva Santiago
  • Teleńczuk Maria
  • Albarqouni Shadi
  • Avestimehr Salman
  • Bellet Aurélien
  • Dieuleveut Aymeric
  • Jaggi Martin
  • Karimireddy Sai Praneeth
  • Lorenzi Marco
  • Neglia Giovanni
  • Tommasi Marc
  • Andreux Mathieu
  , 2022.
• Aligning individual brains with Fused Unbalanced Gromov-Wasserstein
  
  • Thual Alexis
  • Tran Huy
  • Zemskova Tatiana
  • Courty Nicolas
  • Flamary Rémi
  • Dehaene Stanislas
  • Thirion Bertrand
  , 2022.
• Estimation of extreme quantiles with neural networks, application to extreme rainfalls
  
  • Allouche Michaël
  • Girard Stéphane
  • Gobet Emmanuel
  , 2022.
• Statistical learning and causal inference for energy production
  
  • Acharki Naoufal
  , 2022.
• Tight Bound for Sum of Heterogeneous Random Variables: Application to Chance Constrained Programming
  
  • Jacquet Quentin
  • Zorgati Riadh
  , 2022.