Publications

2019

• Estimation of the environment distribution of a random walk in random environment
  
  • Havet Antoine
  , 2019.
• Extension of AK-MCS for the efficient computation of very small failure probabilities
  
  • Razaaly Nassim
  • Congedo Pietro Marco
  , 2019.
• A Stochastic Analysis of a Network with Two Levels of Service
  
  • Boeuf Vianney
  • Robert Philippe
  Queueing Systems, Springer Verlag, 2019, 92 (3-4), pp.30. (10.1007/s11134-019-09617-y)
  DOI : 10.1007/s11134-019-09617-y
• Approximation of stochastic processes by non-expansive flows and coming down from infinity
  
  • Bansaye Vincent
  The Annals of Applied Probability, Institute of Mathematical Statistics (IMS), 2019, 29 (4). (10.1214/18-AAP1456)
  DOI : 10.1214/18-AAP1456
• Model-uncertain value-at-risk, expected shortfall and sharpe ratio, using Stochastic Approximation
  
  • Crépey Stéphane
  • Fort Gersende
  • Gobet Emmanuel
  • Stazhynski Uladzislau
  , 2019.
• A Formalization of Convex Polyhedra Based on the Simplex Method
  
  • Allamigeon Xavier
  • Katz Ricardo David
  Journal of Automated Reasoning, Springer Verlag, 2019, 63 (2), pp.323–345. (10.1007/s10817-018-9477-1)
  DOI : 10.1007/s10817-018-9477-1
• Gaussian Mixture Penalty for Trajectory Optimization Problems
  
  • Rommel Cédric
  • Bonnans Frédéric
  • Martinon Pierre
  • Gregorutti Baptiste
  Journal of Guidance, Control, and Dynamics, American Institute of Aeronautics and Astronautics, 2019, 42 (8), pp.1857--1862. (10.2514/1.G003996)
  DOI : 10.2514/1.G003996
• Systems of Gaussian process models for directed chains of solvers
  
  • Sanson Francois
  • Le Maitre Olivier
  • Congedo Pietro Marco
  Computer Methods in Applied Mechanics and Engineering, Elsevier, 2019, 352, pp.32-55. (10.1016/j.cma.2019.04.013)
  DOI : 10.1016/j.cma.2019.04.013
• Taylor expansions of the value function associated with a bilinear optimal control problem
  
  • Breiten Tobias
  • Kunisch Karl
  • Pfeiffer Laurent
  Annales de l'Institut Henri Poincaré C, Analyse non linéaire, EMS, 2019, 36 (5), pp.1361-1399. (10.1016/j.anihpc.2019.01.001)
  DOI : 10.1016/j.anihpc.2019.01.001
• A birth–death model of ageing: from individual-based dynamics to evolutive differential inclusions
  
  • Méléard Sylvie
  • Rera Michael
  • Roget Tristan
  Journal of Mathematical Biology, Springer, 2019, 79 (3), pp.901-939. (10.1007/s00285-019-01382-z)
  DOI : 10.1007/s00285-019-01382-z
• f-SAEM: A fast Stochastic Approximation of the EM algorithm for nonlinear mixed effects models
  
  • Karimi Belhal
  • Lavielle Marc
  • Moulines Éric
  Computational Statistics and Data Analysis, Elsevier, 2019. (10.1016/j.csda.2019.07.001)
  DOI : 10.1016/j.csda.2019.07.001
• High-frequency trading : statistical analysis, modelling and regulation
  
  • Saliba Pamela
  , 2019.
• Weighted Radon transforms and their applications
  
  • Goncharov Fedor
  , 2019.
• Model-based clustering with missing not at random data. Missing mechanism
  
  • Laporte Fabien
  • Biernacki Christophe
  • Celeux Gilles
  • Josse Julie
  , 2019.
• Rates of Convergence of Perturbed FISTA-based algorithms
  
  • Aujol Jean-François
  • Dossal Charles
  • Fort Gersende
  • Moulines Éric
  , 2019.
• Benchmarking Algorithms from the platypus Framework on the Biobjective bbob-biobj Testbed
  
  • Brockhoff Dimo
  • Tušar Tea
  , 2019, 7. (10.1145/3319619.3326896)
  DOI : 10.1145/3319619.3326896
• A Global Surrogate Assisted CMA-ES
  
  • Hansen Nikolaus
  , 2019, pp.664-672. (10.1145/3321707.3321842)
  DOI : 10.1145/3321707.3321842
• The Impact of Sample Volume in Random Search on the bbob Test Suite
  
  • Brockhoff Dimo
  • Hansen Nikolaus
  , 2019. (10.1145/3319619.3326894)
  DOI : 10.1145/3319619.3326894
• Benchmarking MO-CMA-ES and COMO-CMA-ES on the Bi-objective bbob-biobj Testbed
  
  • Dufossé Paul
  • Touré Cheikh
  , 2019. (10.1145/3319619.3326892)
  DOI : 10.1145/3319619.3326892
• Benchmarking Multivariate Solvers of SciPy on the Noiseless Testbed
  
  • Varelas Konstantinos
  • Dahito Marie-Ange
  , 2019. (10.1145/3319619.3326891)
  DOI : 10.1145/3319619.3326891
• Benchmarking Large Scale Variants of CMA-ES and L-BFGS-B on the bbob-largescale Testbed
  
  • Varelas Konstantinos
  , 2019. (10.1145/3319619.3326893)
  DOI : 10.1145/3319619.3326893
• Uncrowded Hypervolume Improvement: COMO-CMA-ES and the Sofomore framework
  
  • Touré Cheikh
  • Hansen Nikolaus
  • Auger Anne
  • Brockhoff Dimo
  , 2019. (10.1145/3321707.3321852)
  DOI : 10.1145/3321707.3321852
• Mixed-Integer Benchmark Problems for Single-and Bi-Objective Optimization
  
  • Tušar Tea
  • Brockhoff Dimo
  • Hansen Nikolaus
  , 2019.
• Rare Event Estimation and Robust Optimization Methods with Application to ORC Turbine Cascade
  
  • Razaaly Nassim
  , 2019.
• Machine learning based on Hawkes processes and stochastic optimization
  
  • Bompaire Martin
  , 2019.