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Neural networks-based backward scheme for fully nonlinear PDEs

Huyen Pham , Huyên Pham , Xavier Warin
Preprints, Working Papers, ... hal-02196165v1
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Probabilistic forecasting of the wind energy resource at the monthly to seasonal scale

Bastien Alonzo , Peter Tankov , Philippe Drobinski , Riwal Plougonven
International Journal of Forecasting, 2020, 36 (2), pp.515-530. ⟨10.1016/j.ijforecast.2019.07.005⟩
Journal articles hal-01614920v1
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Optimization by gradient boosting

Gérard Biau , Benoît Cadre
Advances in Contemporary Statistics and Econometrics: Festschrift in Honor of Christine Thomas-Agnan, ed. Daouia, A. and Ruiz-Gazen, A., 2021, pp.23-44
Journal articles hal-01562618v1
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New sharp Gagliardo-Nirenberg-Sobolev inequalities and an improved Borell-Brascamp-Lieb inequality

François Bolley , Dario Cordero-Erausquin , Yasuhiro Fujita , Ivan Gentil , Arnaud Guillin
International Mathematics Research Notices, In press, 2020 (10), pp.3042-3083. ⟨10.1093/imrn/rny111⟩
Journal articles hal-01464530v3
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Sojourn time dimensions of fractional Brownian motion

Ivan Nourdin , Giovanni Peccati , Stéphane Seuret
Bernoulli, 2020
Journal articles hal-02890880v1
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Spectral atoms of unimodular random trees

Justin Salez
Journal of the European Mathematical Society, 2020, 22 (2), pp.345-363. ⟨10.4171/JEMS/923⟩
Journal articles hal-01374519v2
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La théorie des probabilités et l'Institut Henri Poincaré (1918-1939) : construction d'un champ probabiliste parisien et pratique d'un transfert culturel

Matthias Cléry
Histoire et perspectives sur les mathématiques [math.HO]. Université Paris-Saclay, 2020. Français. ⟨NNT : 2020UPASK003⟩
Theses tel-03131709v1
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Recursive computation of invariant distributions of Feller processes

Gilles Pagès , Clément Rey
Stochastic Processes and their Applications, 2020, 130, pp.328 - 365. ⟨10.1016/⟩
Journal articles hal-03488737v1
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On principal curves with a length constraint

Sylvain Delattre , Aurélie Fischer
Annales de l'Institut Henri Poincaré (B) Probabilités et Statistiques, 2020, 56 (3), ⟨10.1214/19-AIHP1030⟩
Journal articles hal-01555892v2
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Conditional Monte Carlo Learning for Diffusions I: main methodology and application to backward stochastic differential equations

Lokman Abbas-Turki , G. Pagès , Babacar Diallo
Preprints, Working Papers, ... hal-02959492v1
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Conditional Monte Carlo Learning for Diffusions II: extended methodology and application to risk measures and early stopping problems

Lokman Abbas-Turki , G. Pagès , Babacar Diallo
Preprints, Working Papers, ... hal-02959494v1
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Neural Random Forests

Gérard Biau , Erwan Scornet , Johannes Welbl
Sankhya A, 2019
Journal articles hal-01306340v2
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Algorithmic trading in a microstructural limit order book model

Frédéric Abergel , Côme Huré , Huyên Pham
Preprints, Working Papers, ... hal-01514987v2
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Shiga Toxin-Associated Hemolytic Uremic Syndrome: A Narrative Review

Adrien Joseph , Aurélie Cointe , Patricia Mariani Kurkdjian , Cédric Rafat , Alexandre Hertig
Toxins, 2020, 12 (2), pp.67. ⟨10.3390/toxins12020067⟩
Journal articles hal-02486805v1
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Anna Ben-Hamou , Eyal Lubetzky , Yuval Peres
Annales de l'Institut Henri Poincaré (B) Probabilités et Statistiques, 2019, ⟨10.1214/18-AIHP911⟩
Journal articles hal-01598912v1
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Constraint-Based Learning for Non-Parametric Continuous Bayesian Networks

Marvin Lasserre , Régis Lebrun , Pierre-Henri Wuillemin
FLAIRS 33 - 33rd Florida Artificial Intelligence Research Society Conference, May 2020, Miami, United States. pp.581-586
Conference papers hal-02615379v1
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Efficient sequential experimental design for surrogate modeling of nested codes

Sophie Marque-Pucheu , Guillaume Perrin , Josselin Garnier
ESAIM: Probability and Statistics, 2019, 23, pp.245-270. ⟨10.1051/ps/2018011⟩
Journal articles hal-01657827v1
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Charles Bordenave , Pietro Caputo , Justin Salez
Probability Theory and Related Fields, 2019, 173 (1-2), pp.261-292. ⟨10.1007/s00440-018-0834-0⟩
Journal articles hal-01391939v1
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Estimating minimum effect with outlier selection

Alexandra Carpentier , Sylvain Delattre , Etienne Roquain , Nicolas Verzelen
Annals of Statistics, 2021, 49 (1), pp.272-294. ⟨10.1214/20-AOS1956⟩
Journal articles hal-03173293v1
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Long time behavior in locally activated random walks

Nicolas Meunier , Clément Mouhot , Raphaël Roux
Communications in Mathematical Sciences, 2019, 17 (4), pp.1071 - 1094. ⟨10.4310/CMS.2019.v17.n4.a11⟩
Journal articles hal-01402104v1
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Flexible and Context-Specific AI Explainability: A Multidisciplinary Approach

Valérie Beaudouin , Isabelle Bloch , David Bounie , Stéphan Clémençon , Florence d'Alché-Buc , et al.
Preprints, Working Papers, ... hal-02506409v1
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Robust Markowitz mean-variance portfolio selection under ambiguous covariance matrix *

Amine Ismail , Huyên Pham
Mathematical Finance, 2019, 29 (1), pp.174-207. ⟨10.1111/mafi.12169⟩
Journal articles hal-01385585v2
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Accelerated Monte-Carlo methods for piecewise deterministic Markov processes for a faster reliability assessment of power generation systems within the PyCATSHOO toolbox

Thomas Galtier
General Mathematics [math.GM]. Université Paris Cité, 2019. English. ⟨NNT : 2019UNIP7176⟩
Theses tel-03154815v1
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Non-commutative gauge symmetry and pseudo-unitary diffusions

Nicolas Gilliers
Mathematics [math]. Sorbonne Universites, UPMC University of Paris 6, 2019. English. ⟨NNT : ⟩
Theses tel-02271696v1
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A digital twin-based approach for the management of geometrical deviations during assembly processes

Jean-Loup Grégorio , Claire Lartigue , François Thiébaut , Régis Lebrun
Journal of Manufacturing Systems, 2020, ⟨10.1016/j.jmsy.2020.04.020⟩
Journal articles hal-02616126v1