Publications

2022

• Tight Bound for Sum of Heterogeneous Random Variables: Application to Chance Constrained Programming
  
  • Jacquet Quentin
  • Zorgati Riadh
  , 2022.
• Multi-output Gaussian processes for inverse uncertainty quantification in neutron noise analysis
  
  • Lartaud Paul
  • Humbert Philippe
  • Garnier Josselin
  , 2022.
• Convergence analysis and novel algorithms in multi-objective optimization
  
  • Marescaux Eugénie
  , 2022.
• Stochastic measure-valued models for populations expanding in a continuum
  
  • Louvet Apolline
  , 2022.
• The epidemic footprint of contact structures with several levels of mixing
  
  • Kubasch Madeleine
  • Bansaye Vincent
  • Deslandes François
  • Vergu Elisabeta
  , 2022.
• Dealing with multi-currency inventory risk in FX cash markets
  
  • Barzykin Alexander
  • Bergault Philippe
  • Guéant Olivier
  , 2022.
• Algorithmic market making in dealer markets with hedging and market impact
  
  • Barzykin Alexander
  • Bergault Philippe
  • Guéant Olivier
  , 2022.
• Phase retrieval and phaseless inverse scattering with background information
  
  • Hohage Thorsten
  • Novikov Roman
  • Sivkin Vladimir
  , 2022.
• Market making by an FX dealer: tiers, pricing ladders and hedging rates for optimal risk control
  
  • Barzykin Alexander
  • Bergault Philippe
  • Guéant Olivier
  , 2022.
• Mean field games master equations: from discrete to continuous state space
  
  • Bertucci Charles
  • Cecchin Alekos
  , 2022.
• Stationary martingale solution for the 2D stochastic Gross-Pitaevskii equation
  
  • de Bouard Anne
  • Debussche Arnaud
  • Fukuizumi Reika
  , 2022.
• Uncertainty quantification methodology for seismic fragility curves of mechanical structures : Application to a piping system of a nuclear power plant
  
  • Gauchy Clément
  , 2022.
• Internal Energy Relaxation Processes and Bulk Viscosities in Fluids
  
  • Bruno Domenico
  • Giovangigli Vincent
  , 2022.
• Stochastic calibration of a carbon nitridation model from plasma wind tunnel experiments using a Bayesian formulation
  
  • del Val Anabel
  • Le Maitre Olivier
  • Congedo Pietro Marco
  • Magin Thierry E.
  Carbon, Elsevier, 2022, 200. (10.1016/j.carbon.2022.07.069)
  DOI : 10.1016/j.carbon.2022.07.069
• Reweighting the RCT for generalization: finite sample error and variable selection
  
  • Colnet Bénédicte
  • Josse Julie
  • Varoquaux Gaël
  • Scornet Erwan
  , 2022.
• A Proximal Markov Chain Monte Carlo Method for Bayesian Inference in Imaging Inverse Problems: When Langevin Meets Moreau
  
  • Durmus Alain
  • Moulines Éric
  • Pereyra Marcelo
  SIAM Review, Society for Industrial and Applied Mathematics, 2022, 64 (4), pp.991-1028. (10.1137/22M1522917)
  DOI : 10.1137/22M1522917
• McKean–Vlasov Optimal Control: Limit Theory and Equivalence Between Different Formulations
  
  • Djete Mao Fabrice
  • Possamaï Dylan
  • Tan Xiaolu
  Mathematics of Operations Research, INFORMS, 2022, 47 (4), pp.2891-2930. (10.1287/moor.2021.1232)
  DOI : 10.1287/moor.2021.1232
• Optimal Liquidation with Signals: the General Propagator Case
  
  • Abi Jaber Eduardo
  • Neuman Eyal
  , 2022.
• Interior point methods are not worse than Simplex
  
  • Allamigeon Xavier
  • Dadush Daniel
  • Loho Georg
  • Natura Bento
  • Vegh Laszlo
  , 2022, pp.267-277. (10.1109/FOCS54457.2022.00032)
  DOI : 10.1109/FOCS54457.2022.00032
• A comparative study of polynomial-type chaos expansions for indicator functions
  
  • Bourgey Florian
  • Gobet Emmanuel
  • Rey Clément
  SIAM/ASA Journal on Uncertainty Quantification, ASA, American Statistical Association, 2022, 10 (4), pp.1350-1383. (10.1137/21M1413146)
  DOI : 10.1137/21M1413146
• An hypothesis test for the domain of attraction of a random variable
  
  • Olivero Héctor
  • Talay Denis
  , 2022.
• Quantification of model-form uncertainties affecting the calibration of a carbon nitridation model by means of Bayesian Model Averaging
  
  • del Val Anabel
  • Magin Thierry
  • Congedo Pietro Marco
  International Journal of Heat and Mass Transfer, Elsevier, 2022, 213, pp.124271. (10.1016/j.ijheatmasstransfer.2023.124271)
  DOI : 10.1016/j.ijheatmasstransfer.2023.124271
• Newton method for stochastic control problems
  
  • Gobet Emmanuel
  • Grangereau Maxime
  SIAM Journal on Control and Optimization, Society for Industrial and Applied Mathematics, 2022, 60 (5), pp.2996-3025. (10.1137/21M1408567)
  DOI : 10.1137/21M1408567
• Algorithmes de couplage entre neutronique, thermohydraulique et thermique.
  
  • Delvaux Robin
  , 2022.
• Scaling limit of graph classes through split decomposition
  
  • Bassino Frédérique
  • Bouvel Mathilde
  • Féray Valentin
  • Gerin Lucas
  • Pierrot Adeline
  , 2022.