Publications

2023

• Large population limit of the spectrum of killed birth-and-death processes
  
  • Chazottes J.-R
  • Collet P
  • Méléard S
  Journal of Functional Analysis, Elsevier, 2023, 285 (9), pp.110092. (10.1016/j.jfa.2023.110092)
  DOI : 10.1016/j.jfa.2023.110092
• Deep learning solutions to some prediction problems in finance
  
  • Chen Qinkai
  , 2023.
• Mean field game of mutual holding with defaultable agents, and systemic risk
  
  • Djete Mao Fabrice
  • Guo Gaoyue
  • Touzi Nizar
  ArXiv e-prints, 2023.
• Improved convergence rate for Reflected BSDEs by penalization method
  
  • Gobet Emmanuel
  • Wang Wanqing
  , 2023.
• flowMC: Normalizing flow enhanced sampling package for probabilistic inference in JAX
  
  • Wong Kaze
  • Gabrié Marylou
  • Foreman-Mackey Daniel
  Journal of Open Source Software, Open Journals, 2023, 8 (83), pp.5021. (10.21105/joss.05021)
  DOI : 10.21105/joss.05021
• Statistical error bounds for weighted mean and median, with application to robust aggregation of cryptocurrency data
  
  • Allouche Michaël
  • Echenim Mnacho
  • Gobet Emmanuel
  • Maurice Anne-Claire
  , 2023.
• Drosophilids with darker cuticle have higher body temperature under light
  
  • Freoa Laurent
  • Chevin Luis-Miguel
  • Christol Philippe
  • Méléard Sylvie
  • Rera Michael
  • Véber Amandine
  • Gibert Jean-Michel
  Scientific Reports, Nature Publishing Group, 2023, 13 (1), pp.3513. (10.1038/s41598-023-30652-6)
  DOI : 10.1038/s41598-023-30652-6
• MULTI-STEP VARIANT OF THE PARAREAL ALGORITHM: CONVERGENCE ANALYSIS AND NUMERICS
  
  • Ait-Ameur Katia
  • Maday Yvon
  , 2023.
• Market Making and Incentives Design in the Presence of a Dark Pool: A Stackelberg Actor–Critic Approach
  
  • Baldacci Bastien
  • Manziuk Iuliia
  • Mastrolia Thibaut
  • Rosenbaum Mathieu
  Operations Research, INFORMS, 2023, 71 (2), pp.727-749. (10.1287/opre.2022.2406)
  DOI : 10.1287/opre.2022.2406
• Waveform inversion via reduced order modeling
  
  • Borcea Liliana
  • Garnier Josselin
  • Mamonov Alexander
  • Zimmerling Jörn
  Geophysics, Society of Exploration Geophysicists, 2023, 88 (2), pp.R175-R191. (10.1190/geo2022-0070.1)
  DOI : 10.1190/geo2022-0070.1
• Transform MCMC schemes for sampling intractable factor copula models
  
  • Bénézet Cyril
  • Gobet Emmanuel
  • Targino Rodrigo
  Methodology and Computing in Applied Probability, Springer Verlag, 2023, 25 (1), pp.13. (10.1007/s11009-023-09983-4)
  DOI : 10.1007/s11009-023-09983-4
• Paraxial Wave Propagation in Random Media with Long-Range Correlations
  
  • Borcea Liliana
  • Garnier Josselin
  • Sølna Knut
  SIAM Journal on Applied Mathematics, Society for Industrial and Applied Mathematics, 2023, 83 (1), pp.25-51. (10.1137/22M149524X)
  DOI : 10.1137/22M149524X
• Procédé de synthèse d'images
  
  • Prenat Michel
  • Le Pennec Erwan
  • Berginc Gérard
  , 2023.
• A multiscale algorithm for computing realistic image transformations in the LDDMM framework -Application to the modelling of fetal brain growth
  
  • Gaudfernau Fleur
  • Allassonière Stéphanie
  • Le Pennec Erwan
  , 2023.
• Discretization of the Ergodic Functional Central Limit Theorem
  
  • Pagès Gilles
  • Rey Clément
  Journal of Theoretical Probability, Springer, 2023, 36 (4), pp.2359-2402. (10.1007/s10959-023-01237-w)
  DOI : 10.1007/s10959-023-01237-w
• On unitarity of the scattering operator in non-Hermitian quantum mechanics
  
  • Novikov Roman
  • Taimanov Iskander
  , 2023.
• On Lipschitz solutions of mean field games master equations
  
  • Bertucci Charles
  • Lasry Jean-Michel
  • Lions Pierre-Louis
  , 2023.
• Is interpolation benign for random forest regression?
  
  • Arnould Ludovic
  • Boyer Claire
  • Scornet Erwan
  , 2023.
• Individual and population approaches for calibrating division rates in population dynamics: Application to the bacterial cell cycle
  
  • Doumic Marie
  • Hoffmann Marc
  , 2023, 40, pp.1-81. (10.1142/9789811266140_0001)
  DOI : 10.1142/9789811266140_0001
• Scaling limits of bisexual Galton-Watson processes
  
  • Bansaye Vincent
  • Caballero Maria-Emilia
  • Méléard Sylvie
  • San Martín Jaime
  Stochastics: An International Journal of Probability and Stochastic Processes, Taylor & Francis: STM, Behavioural Science and Public Health Titles, 2023, 95 (5), pp.749-784. (10.1080/17442508.2022.2123706)
  DOI : 10.1080/17442508.2022.2123706
• Accuracy assessment of an internal resistance model of Li-ion batteries in immersion cooling configuration
  
  • Solai Elie
  • Beaugendre Heloise
  • Bieder Ulrich
  • Congedo Pietro Marco
  Applied Thermal Engineering, Elsevier, 2023, 220 (119656). (10.1016/j.applthermaleng.2022.119656)
  DOI : 10.1016/j.applthermaleng.2022.119656
• Robust prediction interval estimation for Gaussian processes by cross-validation method
  
  • Acharki Naoufal
  • Bertoncello Antoine
  • Garnier Josselin
  Computational Statistics and Data Analysis, Elsevier, 2023, 178, pp.107597. (10.1016/j.csda.2022.107597)
  DOI : 10.1016/j.csda.2022.107597
• Goal-oriented sensitivity analysis of hyperparameters in deep learning
  
  • Novello Paul
  • Poëtte Gaël
  • Lugato David
  • Congedo Pietro Marco
  Journal of Scientific Computing, Springer Verlag, 2023, 94 (3), pp.45. (10.1007/s10915-022-02083-4)
  DOI : 10.1007/s10915-022-02083-4
• Observation of light thermalization to negative-temperature Rayleigh-Jeans equilibrium states in multimode optical fibers
  
  • Baudin K.
  • Garnier J.
  • Fusaro A.
  • Berti N.
  • Michel C.
  • Krupa K.
  • Millot G.
  • Picozzi Antonio
  Physical Review Letters, American Physical Society, 2023, 130 (6), pp.063801. (10.1103/PhysRevLett.130.063801)
  DOI : 10.1103/PhysRevLett.130.063801
• Numerical shape optimization among convex sets
  
  • Bogosel Beniamin
  Applied Mathematics and Optimization, Springer Verlag (Germany), 2023, 87 (1), pp.1. (10.1007/s00245-022-09920-w)
  DOI : 10.1007/s00245-022-09920-w