Publications

2018

• Optimal discretization of stochastic integrals driven by general Brownian semimartingale
  
  • Gobet Emmanuel
  • Stazhynski Uladzislau
  Annales de l'Institut Henri Poincaré (B) Probabilités et Statistiques, Institut Henri Poincaré (IHP), 2018, 54 (3). (10.1214/17-AIHP848)
  DOI : 10.1214/17-AIHP848
• First steps in the formalization of convex polyhedra in Coq
  
  • Allamigeon Xavier
  , 2018.
• Coupling a hierarchy of diffuse interface models with kinetic-based moment methods for spray atomization simulations in cryogenic rocket engines
  
  • Cordesse Pierre
  • Murrone Angelo
  • Massot Marc
  , 2018.
• Condition numbers of stochastic mean payoff games and what they say about nonarchimedean semidefinite programming
  
  • Allamigeon Xavier
  • Gaubert Stephane
  • Katz Ricardo
  • Skomra Mateusz
  , 2018.
• Diffusion processes in discontinuous media: numerical algorithms and benchmark tests
  
  • Lejay Antoine
  • Pichot Géraldine
  • Lenôtre Lionel
  , 2018.
• Supplement to "High-dimensional Bayesian inference via the Unadjusted Langevin Algorithm
  
  • Durmus Alain
  • Moulines Éric
  , 2018.
• Stopping Criteria, Initialization, and Implementations of BFGS and their Effect on the BBOB Test Suite
  
  • Blelly Aurore
  • Felipe-Gomes Matheus
  • Auger Anne
  • Brockhoff Dimo
  , 2018. (10.1145/3205651.3208303)
  DOI : 10.1145/3205651.3208303
• GECCO 2018 tutorial on evolutionary multiobjective optimization
  
  • Brockhoff Dimo
  , 2018.
• Algorithms for the resolution of stochastic control problems in high dimension by using probabilistic and max-plus methods
  
  • Fodjo Eric
  , 2018.
• FATIGUE EFFECTS IN ELASTIC MATERIALS WITH VARIATIONAL DAMAGE MODELS: A VANISHING VISCOSITY APPROACH
  
  • Alessi Roberto
  • Crismale Vito
  • Orlando Gianluca
  , 2018.
• Analysis and Implementation of a Hourly Billing Mechanism for Demand Response Management
  
  • Jacquot Paulin
  • Beaude Olivier
  • Gaubert Stéphane
  • Oudjane Nadia
  IEEE Transactions on Smart Grid, Institute of Electrical and Electronics Engineers, 2018. (10.1109/TSG.2018.2855041)
  DOI : 10.1109/TSG.2018.2855041
• On the role of bulk viscosity in compressible reactive shear layer developments
  
  • Boukharfane Radouan
  • Martínez Ferrer Pedro José Martinez Ferrer
  • Mura Arnaud
  • Giovangigli Vincent
  , 2018.
• Discriminative and Quantitative Analysis of Antineoplastic Taxane Drugs Using a Handheld Raman Spectrometer
  
  • Lê Laetitia
  • Tfayli Ali
  • Prognon Patrice
  • Caudron Eric
  BioMed Research International, Hindawi Publishing Corporation, 2018, 2018, pp.1-7. (10.1155/2018/8746729)
  DOI : 10.1155/2018/8746729
• Optimal Affine-Invariant Smooth Minimization Algorithms
  
  • d'Aspremont Alexandre
  • Guzman Cristobal
  • Jaggi Martin
  SIAM Journal on Optimization, Society for Industrial and Applied Mathematics, 2018, 28 (3), pp.2384 - 2405. (10.1137/17M1116842)
  DOI : 10.1137/17M1116842
• Efficient Metropolis-Hastings sampling for nonlinear mixed effects models
  
  • Karimi Belhal
  • Lavielle Marc
  , 2019.
• Percolation, permutations, particules en interaction
  
  • Gerin Lucas
  , 2018.
• The Brownian limit of separable permutations
  
  • Bassino Frédérique
  • Bouvel Mathilde
  • Féray Valentin
  • Gerin Lucas
  • Pierrot Adeline
  Annals of Probability, Institute of Mathematical Statistics, 2018, 46 (4), pp.2134 - 2189. (10.1214/17-AOP1223)
  DOI : 10.1214/17-AOP1223
• CMA-ES and Advanced Adaptation Mechanisms
  
  • Akimoto Youhei
  • Hansen Nikolaus
  , 2018.
• A Practical Guide to Experimentation (and Benchmarking)
  
  • Hansen Nikolaus
  , 2018.
• Analytical approximations of local-Heston volatility model and error analysis
  
  • Bompis Romain
  • Gobet Emmanuel
  Mathematical Finance, Wiley, 2018, 28 (3), pp.920-961. (10.1111/mafi.12154)
  DOI : 10.1111/mafi.12154
• On the Design of Optimal Health Insurance Contracts under Ex Post Moral Hazard
  
  • Martinon Pierre
  • Picard Pierre
  • Raj Anasuya
  Geneva Risk and Insurance Review, Palgrave Macmillan, 2018, 43 (2), pp.137-185. (10.1057/s10713-018-0034-y)
  DOI : 10.1057/s10713-018-0034-y
• Exact Hydrodynamic Description of Active Lattice Gases
  
  • Kourbane-Houssene Mourtaza
  • Erignoux Clément
  • Bodineau Thierry
  • Tailleur Julien
  Physical Review Letters, American Physical Society, 2018, 120 (26), pp.268003. (10.1103/PhysRevLett.120.268003)
  DOI : 10.1103/PhysRevLett.120.268003
• Multidimensional martingale optimal transport.
  
  • de March Hadrien
  , 2018.
• The Sparse Cardinal Sine Decomposition (SCSD) and its application to the simulation of suspensions
  
  • Alouges François
  • Aussal Matthieu
  • Lefebvre-Lepot Aline
  • Pigeonneau Franck
  • Sellier Antoine
  , 2018.
• Adjoint approximation of nonlinear hyperbolic systems with non-conservative products
  
  • Coquel Frédéric
  • Marmignon Claude
  • Rai Pratik
  • Renac Florent
  , 2018.