Publications

2023

• Truncation errors and modified equations for the lattice Boltzmann method via the corresponding Finite Difference schemes
  
  • Bellotti Thomas
  ESAIM: Mathematical Modelling and Numerical Analysis, EDP Sciences, 2023, 57, pp.1225–1255. (10.1051/m2an/2023008)
  DOI : 10.1051/m2an/2023008
• STATISTICAL INFERENCE FOR ROUGH VOLATILITY: MINIMAX THEORY
  
  • Chong Carsten
  • Hoffmann Marc
  • Liu Yanghui
  • Szymanski Grégoire
  • Rosenbaum Mathieu
  , 2023.
• Optimal incentives in a limit order book: a SPDE control approach
  
  • Baldacci Bastien
  • Bergault Philippe
  , 2023.
• Automated Market Makers: Mean-Variance Analysis of LPs Payoffs and Design of Pricing Functions
  
  • Bergault Philippe
  • Bertucci Louis
  • Bouba David
  • Guéant Olivier
  , 2023.
• Factorization of polynomials over the symmetrized tropical semiring and Descartes' rule of sign over ordered valued fields
  
  • Akian Marianne
  • Gaubert Stephane
  • Tavakolipour Hanieh
  , 2023.
• A Formal Disproof of Hirsch Conjecture
  
  • Allamigeon Xavier
  • Canu Quentin
  • Strub Pierre-Yves
  , 2023, pp.17-29. (10.1145/3573105.3575678)
  DOI : 10.1145/3573105.3575678
• Tensor rectifiable G-flat chains
  
  • Goldman Michael
  • Merlet Benoît
  , 2023.
• A deformation theorem for tensor flat chains and applications (complement to "Tensor rectifiable G-flat chains")
  
  • Goldman Michael
  • Merlet Benoît
  , 2023.
• State and parameter learning with PARIS particle Gibbs
  
  • Cardoso Gabriel Victorino
  • Janati Yazid
  • Le Corff Sylvain
  • Moulines Éric
  • Olsson Jimmy
  , 2023. (10.48550/arXiv.2301.00900)
  DOI : 10.48550/arXiv.2301.00900
• A Posteriori Validation of Generalized Polynomial Chaos Expansions
  
  • Breden Maxime
  SIAM Journal on Applied Dynamical Systems, Society for Industrial and Applied Mathematics, 2023, 22 (2), pp.765-801. (10.1137/22M1493197)
  DOI : 10.1137/22M1493197
• Well posedness and stochastic derivation of a diffusion-growth-fragmentation equation in a chemostat
  
  • Tchouanti Josué
  Stochastics and Partial Differential Equations: Analysis and Computations, Springer US, 2023. (10.1007/s40072-023-00288-8)
  DOI : 10.1007/s40072-023-00288-8
• Cross impact in derivative markets
  
  • Tomas Mehdi
  • Mastromatteo Iacopo
  • Benzaquen Michael
  Wilmott Journal, Wiley, 2023, 123, pp.16–28.
• A growth-fragmentation-isolation process on random recursive trees and contact tracing
  
  • Bansaye Vincent
  • Gu Chenlin
  • Yuan Linglong
  The Annals of Applied Probability, Institute of Mathematical Statistics (IMS), 2023, 33 (6B), pp.5233-5278. (10.1214/23-AAP1947)
  DOI : 10.1214/23-AAP1947
• Filling the gap between individual-based evolutionary models and Hamilton-Jacobi equations
  
  • Champagnat Nicolas
  • Méléard Sylvie
  • Mirrahimi Sepideh
  • Chi Tran Viet
  Journal de l'École polytechnique — Mathématiques, École polytechnique, 2023, 10, pp.1247-1275. (10.5802/jep.244)
  DOI : 10.5802/jep.244
• Rayleigh–Jeans thermalization vs beam cleaning in multimode optical fibers
  
  • Baudin K.
  • Garnier J.
  • Fusaro A.
  • Krupa K.
  • Michel C.
  • Millot G.
  • Picozzi Antonio
  Optics Communications, Elsevier, 2023, 545, pp.129716. (10.1016/j.optcom.2023.129716)
  DOI : 10.1016/j.optcom.2023.129716
• Optimal transport methods for combinatorial optimization over two random point sets
  
  • Goldman Michael
  • Trevisan Dario
  Probability Theory and Related Fields, Springer Verlag, 2023. (10.1007/s00440-023-01245-1)
  DOI : 10.1007/s00440-023-01245-1
• Unbiased constrained sampling with Self-Concordant Barrier Hamiltonian Monte Carlo
  
  • Noble Maxence
  • de Bortoli Valentin
  • Durmus Alain
  , 2022.
• On geometric convergence for the Metropolis-adjusted Langevin algorithm under simple conditions
  
  • Oliviero-Durmus Alain
  • Moulines Éric
  Biometrika, Oxford University Press (OUP), 2023. (10.1093/biomet/asad060)
  DOI : 10.1093/biomet/asad060
• Two-scale modelling of two-phase flows based on the Stationary Action Principle and a Geometric Method Of Moments
  
  • Loison Arthur
  • Pichard Teddy
  • Kokh Samuel
  • Massot Marc
  , 2023.
• Particle approximation of the doubly parabolic Keller-Segel equation in the plane
  
  • Fournier Nicolas
  • Tomašević Milica
  Journal of Functional Analysis, Elsevier, 2023, 285 (7), pp.110064. (10.1016/j.jfa.2023.110064)
  DOI : 10.1016/j.jfa.2023.110064
• Phase recovery from phaseless scattering data for discrete Schrödinger operators
  
  • Novikov Roman
  • Sharma Basant Lal
  Inverse Problems, IOP Publishing, 2023, 39 (12), pp.125006. (10.1088/1361-6420/ad03fe)
  DOI : 10.1088/1361-6420/ad03fe
• An optimal control-based numerical method for scalar transmission problems with sign-changing coefficients
  
  • Ciarlet Patrick
  • Lassounon David
  • Rihani Mahran
  SIAM Journal on Numerical Analysis, Society for Industrial and Applied Mathematics, 2023, 61 (3), pp.1316-1339. (10.1137/22M1495998)
  DOI : 10.1137/22M1495998
• Design patterns of hierarchies for order structures
  
  • Allamigeon Xavier
  • Canu Quentin
  • Cohen Cyril
  • Sakaguchi Kazuhiko
  • Strub Pierre-Yves
  , 2023.
• The nonlocal isoperimetric problem for polygons: Hardy-Littlewood and Riesz inequalities
  
  • Bogosel Beniamin
  • Bucur Dorin
  • Fragalà Ilaria
  Mathematische Annalen, Springer Verlag, 2023. (10.1007/s00208-023-02683-x)
  DOI : 10.1007/s00208-023-02683-x
• Stochastic Approximation Beyond Gradient for Signal Processing and Machine Learning
  
  • Dieuleveut Aymeric
  • Fort Gersende
  • Moulines Eric
  • Wai Hoi-To
  IEEE Transactions on Signal Processing, Institute of Electrical and Electronics Engineers, 2023, 71, pp.3117-3148. (10.1109/TSP.2023.3301121)
  DOI : 10.1109/TSP.2023.3301121