Publications

2022

• Sensitivity Analysis Methodology for Extreme Financial Risks Using Splitting Methods based on Reversible Transformations
  
  • Gobet Emmanuel
  • Agarwal Ankush
  • Liu Gang
  • de Marco Stefano
  , 2022.
• SHAFF: Fast and consistent SHApley eFfect estimates via random Forests
  
  • Bénard Clément
  • Biau Gérard
  • da Veiga Sébastien
  • Scornet Erwan
  Proceedings of The 25th International Conference on Artificial Intelligence and Statistics, Camps-Valls, Gustau and Ruiz, Francisco J. R. and Valera, Isabel, 2022, 151, pp.5563-5582.
• The Multivariate price formation process and cross-impact
  
  • Tomas Mehdi
  , 2022.
• Minimization by Incremental Stochastic Surrogate Optimization for Large Scale Nonconvex Problems
  
  • Karimi Belhal
  • Wai Hoi-To
  • Moulines Eric
  • Li Ping
  , 2022.
• Provably Convergent Working Set Algorithm for Non-Convex Regularized Regression
  
  • Rakotomamonjy Alain
  • Flamary Rémi
  • Gasso Gilles
  • Salmon Joseph
  , 2022.
• Super-Acceleration with Cyclical Step-sizes
  
  • Goujaud Baptiste
  • Scieur Damien
  • Dieuleveut Aymeric
  • Taylor Adrien
  • Pedregosa Fabian
  , 2022.
• Wavelet-Based Multiscale Initial Flow For Improved Atlas Estimation in the Large Diffeomorphic Deformation Model Framework
  
  • Gaudfernau Fleur
  • Blondiaux Eléonore
  • Allassonnière Stéphanie
  • Le Pennec Erwan
  , 2022.
• A mean-field game of market-making against strategic traders
  
  • Baldacci Bastien
  • Bergault Philippe
  • Possamaï Dylan
  SIAM Journal on Financial Mathematics, Society for Industrial and Applied Mathematics, 2022, 14 (4), pp.1080-1112. (10.1137/22M1486492)
  DOI : 10.1137/22M1486492
• ICU Bed Availability Monitoring and analysis in the Grand Est region of France during the COVID-19 epidemic
  
  • Icubam Consortium
  • Bonnasse-Gahot Laurent
  • Dénès Maxime
  • Dulac-Arnold Gabriel
  • Girgin Sertan
  • Husson François
  • Iovene Valentin
  • Josse Julie
  • Kimmoun Antoine
  • Landes François
  • Nadal Jean-Pierre
  • Primet Romain
  • Quintao Frederico
  • Raverdy Pierre Guillaume
  • Rouvreau Vincent
  • Teboul Olivier
  • Yurchak Roman
  Statistique et Société, Société française de statistique (SFdS), 2022. (10.1101/2020.05.18.20091264)
  DOI : 10.1101/2020.05.18.20091264
• Monotone discretization of the Monge-Ampère equation of optimal transport
  
  • Bonnet Guillaume
  • Mirebeau Jean-Marie
  , 2022.
• Combining supervised deep learning and scientific computing : some contributions and application to computational fluid dynamics
  
  • Novello Paul
  , 2022.
• Maxwell's equations with hypersingularities at a conical plasmonic tip
  
  • Bonnet-Ben Dhia Anne-Sophie
  • Chesnel Lucas
  • Rihani Mahran
  Journal de Mathématiques Pures et Appliquées, Elsevier, 2022, 161, pp.70-110. (10.1016/j.matpur.2022.03.001)
  DOI : 10.1016/j.matpur.2022.03.001
• Software for optimal ecological transition path of a credit portfolio distribution
  
  • Gobet Emmanuel
  • Lage Clara
  , 2022.
• A Control Variate Method Driven by Diffusion Approximation
  
  • Garnier Josselin
  • Mertz Laurent
  Communications on Pure and Applied Mathematics, Wiley, 2022, 75 (3), pp.455-492. (10.1002/cpa.21976)
  DOI : 10.1002/cpa.21976
• McKean–Vlasov optimal control: The dynamic programming principle
  
  • Djete Mao Fabrice
  • Possamaï Dylan
  • Tan Xiaolu
  The Annals of Probability, 2022, 50 (2). (10.1214/21-AOP1548)
  DOI : 10.1214/21-AOP1548
• Feature selection for kernel methods in systems biology
  
  • Brouard Celine
  • Mariette Jérôme J.
  • Flamary Rémi
  • Vialaneix Nathalie
  NAR Genomics and Bioinformatics, Oxford University Press, 2022, 4 (1). (10.1093/nargab/lqac014)
  DOI : 10.1093/nargab/lqac014
• Decision-making tools for healthcare structures in times of pandemic
  
  • Garaix Thierry
  • Gaubert Stéphane
  • Josse Julie
  • Vayatis Nicolas
  • Véber Amandine
  Anaesthesia Critical Care & Pain Medicine, Elsevier Masson, 2022, 41 (2), pp.101052. (10.1016/j.accpm.2022.101052)
  DOI : 10.1016/j.accpm.2022.101052
• Random cographs: Brownian graphon limit and asymptotic degree distribution
  
  • Bassino Frédérique
  • Bouvel Mathilde
  • Féray Valentin
  • Gerin Lucas
  • Maazoun Mickaël
  • Pierrot Adeline
  Random Structures and Algorithms, Wiley, 2022, 60 (2), pp.166-200. (10.1002/rsa.21033)
  DOI : 10.1002/rsa.21033
• A Bilevel Energy Management Strategy for HEVs Under Probabilistic Traffic Conditions
  
  • Le Rhun Arthur
  • Bonnans Joseph Frédéric
  • de Nunzio Giovanni
  • Leroy Thomas
  • Martinon Pierre
  IEEE Transactions on Control Systems Technology, Institute of Electrical and Electronics Engineers, 2022, 30 (2), pp.728-739. (10.1109/TCST.2021.3073607)
  DOI : 10.1109/TCST.2021.3073607
• MDA for random forests: inconsistency, and a practical solution via the Sobol-MDA
  
  • Bénard Clément
  • da Veiga Sébastien
  • Scornet Erwan
  Biometrika, Oxford University Press (OUP), 2022, 109, pp.881–900.
• Deterministic Approximate EM Algorithm; Application to the Riemann Approximation EM and the Tempered EM
  
  • Lartigue Thomas
  • Durrleman Stanley
  • Allassonnière Stéphanie
  Algorithms, MDPI, 2022, 15 (3), pp.78. (10.3390/a15030078)
  DOI : 10.3390/a15030078
• Une régularisation quadratique pour la tarification de contrats d'électricité
  
  • Jacquet Quentin
  • van Ackooij Wim
  • Alasseur Clémence
  • Gaubert Stéphane
  , 2022.
• Parametric Shape Optimization using the Support Function
  
  • Antunes Pedro R S
  • Bogosel Beniamin
  Computational Optimization and Applications, Springer Verlag, 2022.
• Motion by curvature and large deviations for an interface dynamics on Z 2
  
  • Dagallier B
  , 2022.
• Scaling limits of random looptrees and bipartite plane maps with prescribed large faces
  
  • Marzouk Cyril
  , 2022.