Publications

2017

• Rare event simulation related to financial risks: efficient estimation and sensitivity analysis
  
  • Agarwal Ankush
  • de Marco Stefano
  • Gobet Emmanuel
  • Liu Gang
  , 2017.
• Portfolio Benchmarking under Drawdown Constraint and Stochastic Sharpe Ratio
  
  • Agarwal Ankush
  • Sircar Ronnie
  , 2017.
• Dynamics of a two-level system with priorities and application to an emergency call center
  
  • Boeuf Vianney
  , 2017.
• MODULAR INEQUALITIES FOR THE MAXIMAL OPERATOR IN VARIABLE LEBESGUE SPACES
  
  • Cruz-Uribe David
  • Di Fratta Giovanni
  • Fiorenza Alberto
  , 2017.
• Statistical inference of Ornstein-Uhlenbeck processes : generation of stochastic graphs, sparsity, applications in finance
  
  • Matulewicz Gustaw
  , 2017.
• Structural optimization under overhang constraints imposed by additive manufacturing technologies
  
  • Allaire Grégoire
  • Dapogny Charles
  • Estevez Rafael
  • Faure Alexis
  • Michailidis Georgios
  Journal of Computational Physics, Elsevier, 2017, 351, pp.295-328. (10.1016/j.jcp.2017.09.041)
  DOI : 10.1016/j.jcp.2017.09.041
• Analysis of order book flows using a non-parametric estimation of the branching ratio matrix
  
  • Achab M.
  • Bacry Emmanuel
  • Muzy J.
  • Rambaldi M.
  Quantitative Finance, Taylor & Francis (Routledge), 2017, 18 (2), pp.199-212. (10.1080/14697688.2017.1403132)
  DOI : 10.1080/14697688.2017.1403132
• Tropical Kraus maps for optimal control of switched systems
  
  • Gaubert Stéphane
  • Stott Nikolas
  , 2017, pp.1-15.
• Exact output stabilization at unobservable points: Analysis via an example
  
  • Lagache Marc-Aurèle
  • Serres Ulysse
  • Gauthier Jean-Paul
  , 2017, pp.6744-6749. (10.1109/CDC.2017.8264676)
  DOI : 10.1109/CDC.2017.8264676
• Error estimates for the Euler discretization of an optimal control problem with first-order state constraints
  
  • Bonnans Joseph Frederic
  • Festa Adriano
  SIAM Journal on Numerical Analysis, Society for Industrial and Applied Mathematics, 2017, 55 (2), pp.445--471.
• Generalization of the Fourier-spectral Eyre scheme for the phase-field equations: Application to self-assembly dynamics in materials
  
  • Demange Gilles
  • Chamaillard M.
  • Zapolsky Helena
  • Lavrskyi M.
  • Vaugeois Antoine
  • Lunéville L.
  • Simeone D.
  • Patte Renaud
  Computational Materials Science, Elsevier, 2017, 144, pp.11-22. (10.1016/j.commatsci.2017.11.044)
  DOI : 10.1016/j.commatsci.2017.11.044
• A Linear-Time Kernel Goodness-of-Fit Test
  
  • Jitkrittum Wittawat
  • Xu Wenkai
  • Szabó Zoltán
  • Fukumizu Kenji
  • Gretton Arthur
  , 2017.
• Learning spatiotemporal piecewise-geodesic trajectories from longitudinal manifold-valued data
  
  • Chevallier Juliette
  • Oudard Stéphane
  • Allassonnière Stéphanie
  , 2017.
• Learning spatiotemporal piecewise-geodesic trajectories from longitudinal manifold-valued data
  
  • Chevallier Juliette
  • Oudard Stéphane
  • Allassonnière Stéphanie
  , 2017.
• A Bayesian mixed-effects model to learn trajectories of changes from repeated manifold-valued observations
  
  • Schiratti Jean-Baptiste
  • Allassonniere Stéphanie
  • Colliot Olivier
  • Durrleman Stanley
  Journal of Machine Learning Research, Microtome Publishing, 2017, 18, pp.1-33.
• Sampling methods for reconstructing the geometry of a local perturbation in unknown periodic layers
  
  • Haddar Houssem
  • Nguyen Thi-Phong
  Computers & Mathematics with Applications, Elsevier, 2017, 74 (11), pp.2831-2855. (10.1016/j.camwa.2017.07.015)
  DOI : 10.1016/j.camwa.2017.07.015
• Proceedings of the international conference on computational mathematics and inverse problems honoring Peter Monk
  
  • Haddar Houssem
  • Cakoni Fioralba
  • Sun Jiguang
  • Bacuta Constantin
  , 2017. (10.1016/j.camwa.2017.09.001)
  DOI : 10.1016/j.camwa.2017.09.001
• Tightness and duality of martingale transport on the Skorokhod space *
  
  • Guo Gaoyue
  • Tan Xiaolu
  • Touzi Nizar
  Stochastic Processes and their Applications, Elsevier, 2017.
• Blocking strategies and stability of particle Gibbs samplers
  
  • Singh S
  • Lindsten F
  • Moulines Eric
  Biometrika, Oxford University Press (OUP), 2017, 104 (4), pp.953-969.
• New sets of eigenvalues in inverse scattering for inhomogeneous media and their determination from scattering data
  
  • Audibert Lorenzo
  • Cakoni Fioralba
  • Haddar Houssem
  Inverse Problems, IOP Publishing, 2017, 33 (12), pp.1-30. (10.1088/1361-6420/aa982f)
  DOI : 10.1088/1361-6420/aa982f
• Adaptive estimation in the nonparametric random coefficients binary choice model by needlet thresholding
  
  • Gautier Eric
  • Le Pennec Erwan
  , 2017.
• Branching processes for structured populations and estimators for cell division
  
  • Marguet Aline
  , 2017.
• The spatial structure of genetic diversity under natural selection and in heterogeneous environments
  
  • Forien Raphael
  , 2017.
• On the long-time behaviour of an age and trait structured population dynamics
  
  • Roget Tristan
  , 2017.
• Fast discrete convolution in R2 using Sparse Bessel Decomposition
  
  • Averseng Martin
  , 2017.