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Stationary analysis of the shortest queue problem

Plinio S. Dester , Christine Fricker , Danielle Tibi
Queueing Systems, 2017, 87 (3-4), pp.211-243. ⟨10.1007/s11134-017-9556-8⟩
Journal articles hal-01666312v1

Editorial: Second Issue on Mean Field Games

Alain Bensoussan , François Delarue
Applied Mathematics and Optimization, 2017, 76 (1), pp.1 - 3. ⟨10.1007/s00245-017-9436-y⟩
Journal articles hal-01868155v1

Small noise and long time phase diffusion in stochastic limit cycle oscillators

Giambattista Giacomin , Christophe Poquet , Assaf Shapira
Journal of Differential Equations, 2017
Journal articles hal-01301862v1

On the central management of risk networks

Florin Avram , A. Minca
Advances in Applied Probability, 2017, 49 (1), pp.221-237. ⟨10.1017/apr.2016.85⟩
Journal articles hal-01759858v1

A general and flexible method for signal extraction from single-cell RNA-seq data

Davide Risso , Fanny Perraudeau , Svetlana Gribkova , Sandrine Dudoit , Jean-Philippe Vert
Nature Communications, 2018, 9 (1)
Journal articles hal-01985432v1

Limit theorems for weighted and regular Multilevel estimators

Daphné Giorgi , Vincent Lemaire , Gilles Pagès
Monte Carlo Methods and Applications, 2017, 23 (1), pp.43. ⟨10.1515/mcma-2017-0102⟩
Journal articles hal-01398292v1

Improving dynamical properties of metropolized discretizations of overdamped Langevin dynamics

Max Fathi , Gabriel Stoltz
Numerische Mathematik, 2017, 136 (2), pp.545-602. ⟨10.1007/s00211-016-0849-3⟩
Journal articles hal-01153573v1

Equivalence of ensembles for large vehicle-sharing models

Christine Fricker , Danielle Tibi
Annals of Applied Probability, 2017, 27 (2), pp.883-916. ⟨10.1214/16-AAP1219⟩
Journal articles hal-01203789v1

Epigenetics in forest trees

Mamadou Dia Sow , Isabel Allona , Christophe Ambroise , Daniel Conde , Régis Fichot , et al.
Marie Mirouze; Etienne Bucher; Philippe Gallusc. Advances in Botanical Research, 88, Academic Press, 2018, Plant épigenetics coming of age for breeding applicationss in Botanical, 978-0-12-815403-8. ⟨10.1016/bs.abr.2018.09.003⟩
Book sections hal-03611447v1

The $Z$-invariant massive Laplacian on isoradial graphs

Cédric Boutillier , Béatrice de Tilière , Kilian Raschel
Inventiones Mathematicae, 2017, 208 (1), pp.109-189. ⟨10.1007/s00222-016-0687-z⟩
Journal articles hal-01140329v1

The generalized master fields

Guillaume Cébron , Antoine Dahlqvist , Franck Gabriel
Journal of Geometry and Physics, 2017, 119, pp.34 - 53. ⟨10.1016/j.geomphys.2017.04.012⟩
Journal articles hal-01738703v1

Mean Field Games of Timing and Models for Bank Runs

René Carmona , François Delarue , Daniel Lacker
Applied Mathematics and Optimization, 2017, 76 (1), pp.217 - 260. ⟨10.1007/s00245-017-9435-z⟩
Journal articles hal-01868150v1

Pulsed-field gradient nuclear magnetic resonance measurements (PFG NMR) for diffusion ordered spectroscopy (DOSY) mapping

G. Pagès , Véronique Gilard , Robert Martino , Myriam Malet-Martino
Analyst, 2017, 142 (20), pp.3771-3796. ⟨10.1039/C7AN01031A⟩
Journal articles hal-02060534v1

A new method for estimation and model selection: $\rho$-estimation

Yannick Baraud , Lucien Birgé , Mathieu Sart
Inventiones Mathematicae, 2017, 207 (2), pp.425-517. ⟨10.1007/s00222-016-0673-5⟩
Journal articles hal-00966808v1

Numerical methods for Stochastic differential equations: two examples

Paul-Éric Chaudru de Raynal , Gilles Pagès , Clément Rey
SMAI 2017 - 8e Biennale Française des Mathématiques Appliquées et Industrielles, Jun 2017, Ronce les Bains, France. pp.65-77, ⟨10.1051/proc/201864065⟩
Conference papers hal-03918534v1

Efficient sequential experimental design for surrogate modeling of nested codes

Marque-Pucheu Sophie , Josselin Garnier , Guillaume Perrin
ESAIM: Probability and Statistics, 2019
Journal articles hal-02402782v1

Perturbations by random matrices

Florent Benaych-Georges , Nathanaël Enriquez , Alkéos Michaïl
Preprints, Working Papers, ... hal-01431520v1

Maximum likelihood estimation for Gaussian processes under inequality constraints

François Bachoc , Agnes Lagnoux , Andrés F. López-Lopera
Electronic Journal of Statistics , 2019, 13 (2), pp.2921-2969. ⟨10.1214/19-EJS1587⟩
Journal articles hal-01864340v1

Linking Statistical and Ecological Theory: Hubbell's Unified Neutral Theory of Biodiversity as a Hierarchical Dirichlet Process

Keith Harris , Todd L. Parsons , Umer Z. Ijaz , Leo Lahti , Ian Holmes , et al.
Proceedings of the IEEE, 2017, 105 (3), pp.516 - 529. ⟨10.1109/JPROC.2015.2428213⟩
Journal articles hal-01617472v1


Lakshithe Wagalath
International Journal of Theoretical and Applied Finance, 2017, 20 (01), ⟨10.1142/S0219024917500017⟩
Journal articles hal-01745354v1

Finite-time and finite-size scalings in the evaluation of large deviation functions: Analytical study using a birth-death process

Takahiro Nemoto , Esteban Guevara Hidalgo , Vivien Lecomte
Physical Review E , 2017, 95, pp.012102
Journal articles hal-01490985v1

Jumps and volatility dynamics in agricultural commodity spot prices

Raphael Homayoun Boroumand , Stéphane Goutte , Simon Porcher , Thomas Porcher
Applied Economics, 2017, 49 (40), pp.4035 - 4054. ⟨10.1080/00036846.2016.1273507⟩
Journal articles halshs-01656434v1

Dimension reduction for stochastic dynamical systems forced onto a manifold by large drift: a constructive approach with examples from theoretical biology

Todd Parsons , Tim Rogers
Journal of Physics A: Mathematical and Theoretical, 2017, 50 (41), ⟨10.1088/1751-8121/aa86c7⟩
Journal articles hal-01617450v1

Mean-Reverting Lévy Jump Dynamics in the European Power Sector

Julien Chevallier , Stéphane Goutte
Climate Finance, pp.299-333, 2017
Book sections halshs-02157475v1

Random-walk in Beta-distributed random environment

Guillaume Barraquand , Ivan Corwin
Probability Theory and Related Fields, 2017, 167 (3-4), pp.1057-1116. ⟨10.1007/s00440-016-0699-z⟩
Journal articles hal-02408343v1

Slower deviations of the branching Brownian motion and of branching random walks

Bernard Derrida , Zhan Shi
Journal of Physics A: Mathematical and Theoretical, 2017, 50 (34), pp.344001. ⟨10.1088/1751-8121/aa7f98⟩
Journal articles hal-02141549v1

Risk minimisation: the failure of electricity intra-day forward contracts

Raphael Homayoun Boroumand , Stéphane Goutte , Simon Porcher , Thomas Porcher
International Journal of Global Energy Issues, 2017, 40 (5), pp.335. ⟨10.1504/IJGEI.2017.086847⟩
Journal articles hal-02145820v1

Regime-switching stochastic volatility model: estimation and calibration to VIX options

Stéphane Goutte , Amine Ismail , Huyen Pham
Applied Mathematical Finance, 2017
Journal articles hal-02879356v1

Minimax optimality in robust detection of a disorder time in doubly-stochastic Poisson processes

Nicole El Karoui , Stéphane Loisel , Yahia Salhi
Annals of Applied Probability, 2017, 27 (4), pp.2515-2538
Journal articles hal-02008792v1