Publications

2023

• Large population limit for a multilayer SIR model including households and workplaces
  
  • Kubasch Madeleine
  , 2023.
• Generalizing a causal effect from a trial to a target population : methodological and theoretical contributions
  
  • Colnet Bénédicte
  , 2023.
• Some application of machine learning in quantitative finance : model calibration, volatility formation mechanism and news screening
  
  • Zhang Jianfei
  , 2023.
• Unbalanced CO-Optimal Transport
  
  • Tran Quang Huy
  • Janati Hicham
  • Courty Nicolas
  • Flamary Rémi
  • Redko Ievgen
  • Demetci Pinar
  • Singh Ritambhara
  Proceedings of the AAAI Conference on Artificial Intelligence, 2023, 37 (8), pp.10006-10016. (10.1609/aaai.v37i8.26193)
  DOI : 10.1609/aaai.v37i8.26193
• Estimation of extreme quantiles from heavy-tailed distributions with neural networks
  
  • Allouche Michaël
  • Girard Stéphane
  • Gobet Emmanuel
  , 2023.
• Properties of Discrete Sliced Wasserstein Losses
  
  • Tanguy Eloi
  • Flamary Rémi
  • Delon Julie
  Mathematics of Computation, American Mathematical Society, 2023. (https://doi.org/10.1090/mcom/3994)
  DOI : https://doi.org/10.1090/mcom/3994
• Moments approaches for asymptotic inverse problems of depolymerisation and fragmentation systems
  
  • Doumic Marie
  , 2024.
• Damping optimization of viscoelastic thin structures, application and analysis
  
  • Joubert Antoni
  • Allaire Grégoire
  • Amstutz Samuel
  • Diani Julie
  Structural and Multidisciplinary Optimization, Springer Verlag, 2023, 66 (7), pp.149. (10.1007/s00158-023-03602-z)
  DOI : 10.1007/s00158-023-03602-z
• Gradient estimates for the Schrödinger potentials: convergence to the Brenier map and quantitative stability
  
  • Chiarini Alberto
  • Conforti Giovanni
  • Greco Giacomo
  • Tamanini Luca
  Communications in Partial Differential Equations, Taylor & Francis, 2023, 48 (6), pp.895-943. (10.1080/03605302.2023.2215527)
  DOI : 10.1080/03605302.2023.2215527
• Adaptive importance sampling based on fault tree analysis for piecewise deterministic Markov process
  
  • Chennetier Guillaume
  • Chraibi Hassane
  • Dutfoy Anne
  • Garnier Josselin
  , 2023.
• Influence of the choice of the seismic intensity measure on fragility curves estimation in a bayesian framework based on reference prior
  
  • Van Biesbroeck Antoine
  • Gauchy Clément
  • Feau Cyril
  • Garnier Josselin
  , 2023, pp.94-111. (10.7712/120223.10327.19899)
  DOI : 10.7712/120223.10327.19899
• Entropic Optimal Planning for Path-Dependent Mean Field Games
  
  • Ren Zhenjie
  • Tan Xiaolu
  • Touzi Nizar
  • Yang Junjian
  SIAM Journal on Control and Optimization, Society for Industrial and Applied Mathematics, 2023, 61 (3), pp.1415-1437. (10.1137/22M1484444)
  DOI : 10.1137/22M1484444
• From the distributions of times of interactions to preys and predators dynamical systems
  
  • Bansaye Vincent
  • Cloez Bertrand
  Journal of Mathematical Biology, Springer, 2023, 87 (2). (10.1007/s00285-023-01925-5)
  DOI : 10.1007/s00285-023-01925-5
• Modèles structurés multi-niveaux de dynamiques épidémiques
  
  • Kubasch Madeleine
  • Bansaye Vincent
  • Deslandes François
  • Vergu Elisabeta
  , 2023.
• Large population games with interactions through controls and common noise: convergence results and equivalence between open-loop and closed-loop controls
  
  • Djete Mao Fabrice
  ESAIM: Control, Optimisation and Calculus of Variations, EDP Sciences, 2023, 29, pp.39. (10.1051/cocv/2023005)
  DOI : 10.1051/cocv/2023005
• Equilibrium in Functional Stochastic Games with Mean-Field Interaction
  
  • Abi Jaber Eduardo
  • Neuman Eyal
  • Voss Moritz
  , 2023.
• Decentralized Finance & Blockchain Technology
  
  • Gobet Emmanuel
  • Melachrinos Anastasia
  , 2023.
• Multistep interface coupling for high-order adaptive black-box multiphysics simulations
  
  • François L.
  • Massot M.
  , 2023. (10.23967/c.coupled.2023.027)
  DOI : 10.23967/c.coupled.2023.027
• An expansion formula for Hawkes processes and application to cyber-insurance derivatives *
  
  • Hillairet Caroline
  • Réveillac Anthony
  • Rosenbaum Mathieu
  Stochastic Processes and their Applications, Elsevier, 2023, 160, pp.89-119. (10.1016/j.spa.2023.02.012)
  DOI : 10.1016/j.spa.2023.02.012
• Numerical analysis of lattice Boltzmann schemes : from fundamental issues to efficient and accurate adaptive methods
  
  • Bellotti Thomas
  , 2023.
• Hi! PARIS: IA et Sciences des données pour la société
  
  • Richard Gael
  • Nicolas Vieille
  • Eric Moulines
  Télécom : revue de l'Association Amicale des ingénieurs de l'Ecole Nationale Supérieure des télécommunications, 2023 (#209).
• Mean estimation for Randomized Quasi Monte Carlo method
  
  • Gobet Emmanuel
  • Lerasle Matthieu
  • Métivier David
  , 2023.
• On the estimation of extreme quantiles with neural networks
  
  • Allouche Michaël
  • Girard Stéphane
  • Gobet Emmanuel
  , 2023.
• Tutorial "Quantitative issues in Centralised and Decentralised Finance
  
  • Gobet Emmanuel
  • Melachrinos Anastasia
  , 2023.
• The quintic Ornstein-Uhlenbeck volatility model that jointly calibrates SPX & VIX smiles
  
  • Abi Jaber Eduardo
  • Illand Camille
  • Li Shaun Xiaoyuan
  Risk, Infopro Digital, 2023, Cutting edge section.