| hal-03173293 |
Estimating minimum effect with outlier selection |
Carpentier Alexandra Delattre Sylvain Roquain Etienne Verzelen Nicolas |
2021 |
| hal-02557113 |
Interpretable Random Forests via Rule Extraction |
Bénard Clément Biau Gérard da Veiga Sébastien Scornet Erwan |
2021 |
| hal-02339372 |
Propagation of chaos for mean field rough differential equations |
Bailleul Ismaël Catellier Rémi Delarue François |
2021 |
| hal-01774150 |
Pricing without martingale measure |
Baptiste Julien Carassus Laurence Lépinette Emmanuel |
2021 |
| hal-03058452 |
Microbial community modelling and diversity estimation using the hierarchical Pitman-Yor process |
Mcgregor Kevin Labbe Aurélie Greenwood Celia Mt Parsons Todd Quince Christopher |
2020 |
| hal-02959494 |
Conditional Monte Carlo Learning for Diffusions II: extended methodology and application to risk measures and early stopping problems |
Abbas-Turki Lokman Pagès G. Diallo Babacar |
2020 |
| hal-02959492 |
Conditional Monte Carlo Learning for Diffusions I: main methodology and application to backward stochastic differential equations |
Abbas-Turki Lokman Pagès G. Diallo Babacar |
2020 |
| hal-02918263 |
Some results about kernel estimators for function derivatives based on stationary and ergodic continuous time processes with applications |
Bouzebda Salim Didi Sultana |
2020 |
| hal-02916950 |
Some asymptotic properties of kernel regression estimators of the mode for stationary and ergodic continuous time processes |
Bouzebda Salim Didi Sultana |
2020 |
| hal-02911078 |
Stochastic Control: from Gradient Methods and Dynamic Programming to Statistical Learning |
Pagès Gilles Pironneau Olivier |
2020 |
| hal-02908609 |
Elliptic dimers on minimal graphs and genus 1 Harnack curves |
Boutillier Cédric Cimasoni David de Tilière Béatrice |
2020 |
| hal-02905181 |
Locality in time of the European insurance regulation "risk-neutral" valuation framework, a pre-and post-Covid analysis and further developments |
Borel-Mathurin Fabrice El Karoui Nicole Loisel Stéphane Vedani Julien |
2020 |
| hal-02901167 |
Independence versus Indetermination: basis of two canonical clustering criteria |
Bertrand Pierre Broniatowski Michel Marcotorchino Jean-François |
2020 |
| hal-02890880 |
Sojourn time dimensions of fractional Brownian motion |
Nourdin Ivan Peccati Giovanni Seuret Stéphane |
2020 |
| hal-02866510 |
CONFORMAL BOOTSTRAP IN LIOUVILLE THEORY |
Guillarmou Colin Kupiainen Antti Rhodes Rémi Vargas Vincent |
2020 |
| hal-02696205 |
Deep backward multistep schemes for nonlinear PDEs and approximation error analysis |
Germain Maximilien Pham Huyen Warin Xavier |
2020 |
| hal-02616126 |
A digital twin-based approach for the management of geometrical deviations during assembly processes |
Grégorio Jean-Loup Lartigue Claire Thiébaut François Lebrun Régis |
2020 |
| hal-02615379 |
Constraint-Based Learning for Non-Parametric Continuous Bayesian Networks |
Lasserre Marvin Lebrun Régis Wuillemin Pierre-Henri |
2020 |
| hal-02586204 |
SMOOTH MIN-DIVERGENCE INFERENCE IN SEMI PARAMETRIC MODELS |
Broniatowski Michel Moutsouka Justin |
2020 |
| hal-02558245 |
Individual reserving and nonparametric estimation of claim amounts subject to large reporting delays |
Lopez Olivier Milhaud Xavier |
2020 |
| hal-02552537 |
A methodology for the mix design of earth bedding mortar |
Duriez Maïa Vieux-Champagne Florent Trad Rim Maillard Pascal Aubert Jean-Emmanuel |
2020 |
| hal-02506409 |
Flexible and Context-Specific AI Explainability: A Multidisciplinary Approach |
Beaudouin Valérie Bloch Isabelle Bounie David Clémençon Stéphan d'Alché-Buc Florence Eagan James Maxwell Winston Mozharovskyi Pavlo Parekh Jayneel |
2020 |
| hal-02486805 |
Shiga Toxin-Associated Hemolytic Uremic Syndrome: A Narrative Review |
Joseph Adrien Cointe Aurélie Kurkdjian Patricia Rafat Cédric Hertig Alexandre |
2020 |
| hal-02455744 |
RATE OF ESTIMATION FOR THE STATIONARY DISTRIBUTION OF STOCHASTIC DAMPING HAMILTONIAN SYSTEMS WITH CONTINUOUS OBSERVATIONS |
Delattre Sylvain Gloter Arnaud Yoshida Nakahiro |
2020 |
| hal-02442692 |
Selective review of offline change point detection methods |
Truong Charles Oudre Laurent Vayatis Nicolas |
2020 |
| hal-02179477 |
Duality between the local score of one sequence and constrained Hidden Markov Model |
Mercier Sabine Nuel Gregory |
2020 |
| hal-02059636 |
A colourful path to matrix-tree theorems |
Kassel Adrien Lévy Thierry |
2020 |
| hal-01817823 |
Binacox: automatic cut-point detection in high-dimensional Cox model with applications in genetics |
Bussy Simon Alaya Mokhtar Z. Jannot Anne-Sophie Guilloux Agathe |
2020 |
| hal-01817823 |
Binacox: automatic cut-point detection in high-dimensional Cox model with applications in genetics |
Bussy Simon Alaya Mokhtar Z. Jannot Anne-Sophie Guilloux Agathe |
2020 |
| hal-01635371 |
Scaling of sub-ballistic 1D Random Walks among biased Random Conductances: a story of wells and walls |
Berger Quentin Salvi Michele |
2020 |
| hal-01483585 |
Post hoc confidence bounds on false positives using reference families |
Blanchard Gilles Neuvial Pierre Roquain Etienne |
2020 |
| hal-01464530 |
New sharp Gagliardo-Nirenberg-Sobolev inequalities and an improved Borell-Brascamp-Lieb inequality |
Bolley François Cordero-Erausquin Dario Fujita Yasuhiro Gentil Ivan Guillin Arnaud |
2020 |
| hal-01374519 |
Spectral atoms of unimodular random trees |
Salez Justin |
2020 |
| hal-01321645 |
Non-Asymptotic Gaussian Estimates for the Recursive Approximation of the Invariant Measure of a Diffusion |
Honoré Igor Menozzi Stephane Pagès Gilles |
2020 |
| tel-03154815 |
Accelerated Monte-Carlo methods for piecewise deterministic Markov processes for a faster reliability assessment of power generation systems within the PyCATSHOO toolbox |
Galtier Thomas |
2019 |
| tel-02905425 |
Numerical methods and deep learning for stochastic control problems and partial differential equations |
Huré Come |
2019 |
| halshs-02157477 |
Handbook of Energy Finance |
Goutte Stéphane Nguyen Duc Khuong |
2019 |
| halshs-02148928 |
Contagion and bond pricing: The case of the ASEAN region |
Abid Ilyes Dhaoui Abderrazak Goutte Stéphane Guesmi Khaled |
2019 |
| halshs-02148925 |
What Interactions between Financial Globalization and Instability?-Growth in Developing Countries |
Gaies Brahim Goutte Stéphane Guesmi Khaled |
2019 |
| halshs-02148921 |
Commodities risk premia and regional integration in gas-exporting countries |
Abid Ilyes Guesmi Khaled Goutte Stéphane Urom Christian Chevallier Julien |
2019 |
| halshs-02148918 |
FDI, banking crises and growth: direct and spill over effects |
Gaies Brahim Goutte Stéphane Guesmi Khaled |
2019 |
| halshs-02148912 |
Media attention and Bitcoin prices |
Philippas Dionisis Rjiba Hatem Guesmi Khaled Goutte Stéphane |
2019 |
| hal-02880790 |
Biosafety Studies of a Clinically Applicable Lentiviral Vector for the Gene Therapy of Artemis-SCID |
Charrier S. Lagresle-Peyrou C. Poletti V. Rothe M. Cedrone G. Gjata B. Mavilio F. Fischer A. Schambach A. Villartay J. P. Cavazzana M. Hacein-Bey-Abina S. Galy A. |
2019 |
| hal-02461563 |
Metabolic enzymes expressed by cancer cells impact the immune infiltrate |
Stoll Gautier Kremer Margerie Bloy Normal Joseph Adrien Castedo Maria Meurice Guillaume Klein Christophe Galluzzi Lorenzo Michels Judith Kroemer Guido |
2019 |
| hal-02442702 |
A Data Set for the Study of Human Locomotion with Inertial Measurements Units |
Truong Charles Barrois-Müller Rémi Moreau Thomas Provost Clément Vienne-Jumeau Aliénor Moreau Albane Vidal Pierre-Paul Vayatis Nicolas Buffat Stéphane Yelnik Alain Ricard Damien Oudre Laurent |
2019 |
| hal-02442694 |
Greedy Kernel Change-Point Detection |
Truong Charles Oudre Laurent Vayatis Nicolas |
2019 |
| hal-02413920 |
ConvSCCS: convolutional self-controlled case-seris model for lagged adverser event detection |
Morel Maryan Bacry Emmanuel Gaïffas Stéphane Guilloux Agathe Leroy Fanny |
2019 |
| hal-02407752 |
Estimating Diversity Through Time using Molecular Phylogenies: Old and Species-Poor Frog Families are the Remnants of a Diverse Past |
Billaud O Moen D Parsons Todd L. Morlon Hélène |
2019 |
| hal-02407103 |
Largest eigenvalues of sparse inhomogeneous Erdős–Rényi graphs |
Benaych-Georges Florent Bordenave Charles Knowles Antti |
2019 |
| hal-02402782 |
Efficient sequential experimental design for surrogate modeling of nested codes |
Sophie Marque-Pucheu Garnier Josselin Perrin Guillaume |
2019 |
| hal-02398564 |
The price equation and evolutionary epidemiology |
Day Troy Parsons Todd L. Lambert Amaury Gandon Sylvain |
2019 |
| hal-02388073 |
Precision of caracterization of paper for recycling |
Pagès Gilles Reutenauer Victor |
2019 |
| hal-02377628 |
Improved adaptive Multilevel Monte Carlo and applications to finance |
Alaya Mohamed Ben Hajji Kaouther Kebaier Ahmed |
2019 |
| hal-02332850 |
Adaptive density estimation on bounded domains |
Bertin Karine El Kolei Salima Klutchnikoff Nicolas |
2019 |
| hal-02332820 |
Adaptive regression with Brownian path covariate |
Bertin Karine Klutchnikoff Nicolas |
2019 |
| hal-02332759 |
On a Skewed and Multifractal Unidimensional Random Field, as a Probabilistic Representation of Kolmogorov’s Views on Turbulence |
Chevillard Laurent Garban Christophe Rhodes Rémi Vargas Vincent |
2019 |
| hal-02326151 |
An intercomparison of a large ensemble of statistical downscaling methods over Europe: Results from the VALUE perfect predictor cross-validation experiment |
Gutiérrez J. Maraun D. Widmann M. Huth R. Hertig E. Benestad R. Roessler O. Wibig J. Wilcke R. Kotlarski S. San Martin D. Herrera S. Bedia J. Casanueva A. Manzanas R. Iturbide M. Vrac M. Dubrovsky M. Ribalaygua J. Portoles J. Räty O. Räisänen J. Hingray B ... |
2019 |
| hal-02300736 |
On choking and ingestion hazards for children in the United States |
Chabolle Frédéric Deheuvels Paul |
2019 |
| hal-02277747 |
SIMULATED ANNEALING IN Rd WITH SLOWLY GROWING POTENTIALS |
Fournier Nicolas Monmarché Pierre Tardif Camille |
2019 |
| hal-02276874 |
Nonzero-Sum Stochastic Differential Games with Impulse Controls: A Verification Theorem with Applications |
Aïd René Basei Matteo Callegaro Giorgia Campi Luciano Vargiolu Tiziano |
2019 |
| hal-02194486 |
On choking and ingestion hazards for children in the United States |
Chabolle Frédéric Deheuvels Paul |
2019 |
| hal-02144572 |
Continuum Limit of Random Matrix Products in Statistical Mechanics of Disordered Systems |
Comets Francis Giacomin Giambattista Greenblatt Rafael |
2019 |
| hal-02142008 |
Exact asymptotics for Duarte and supercritical rooted kinetically constrained models |
Marêché Laure Martinelli Fabio Toninelli Cristina |
2019 |
| hal-02114987 |
Optimizing active work: Dynamical phase transitions, collective motion, and jamming |
Nemoto Takahiro Fodor Etienne Cates Michael E. Jack Robert L. Tailleur Julien Cates Michael Jack Robert |
2019 |
| hal-02114663 |
A PROBABILISTIC APPROACH OF ULTRAVIOLET RENORMALISATION IN THE BOUNDARY SINE-GORDON MODEL |
Lacoin Hubert Rhodes Rémi Vargas Vincent |
2019 |
| hal-02113282 |
Non-commutative gauge theories and Zhang algebras |
Gilliers Nicolas |
2019 |
| hal-02113269 |
Matricial approximations of higher dimensional master fields |
Gilliers Nicolas |
2019 |
| hal-02107567 |
Strategic fire-sales and price-mediated contagion in the banking system |
Braouezec Yann Wagalath Lakshithe |
2019 |
| hal-02068964 |
BLOCK DESIGNS FOR EARLY-STAGE CLINICAL TRIALS |
Deheuvels Paul Derzko Gérard |
2019 |
| hal-02064336 |
Non-Essential Trace Elements Dietary Exposure in French Polynesia: Intake Assessment, Nail Bio Monitoring and Thyroid Cancer Risk |
Zidane Monia Ren Yen Xhaard Constance Leufroy Axelle Côte Suzanne Dewailly Eric Noel Laurent Guérin Thierry Bouisset Patrick Bernagout Solène Paaoafaite John Iltis Jacques Taquet Marc Suhas Eric Rachédi Frédérique Boissin Jean Louis Sebbag Joseph Shan Lar ... |
2019 |
| hal-01976435 |
Spiking and collapsing in large noise limits of SDE's |
Bernardin C. Chetrite R. Chhaibi Reda Najnudel J. Pellegrini C. |
2019 |
| hal-01902847 |
A new compounded four-parameter lifetime model: Properties, cure rate model and applications |
Nasir Arslan Jamal Farrukh Chesneau Christophe Shah Akbar |
2019 |
| hal-01864340 |
Maximum likelihood estimation for Gaussian processes under inequality constraints |
Bachoc François Lagnoux Agnes López-Lopera Andrés F. |
2019 |
| hal-01736453 |
Degenerations of SL(2,C) representations and Lyapunov exponents |
Dujardin Romain Favre Charles |
2019 |
| hal-01648382 |
Binarsity: a penalization for one-hot encoded features |
Alaya Mokhtar Z. Bussy Simon Gaïffas Stéphane Guilloux Agathe |
2019 |
| hal-01648382 |
Binarsity: a penalization for one-hot encoded features |
Alaya Mokhtar Z. Bussy Simon Gaïffas Stéphane Guilloux Agathe |
2019 |
| hal-01495788 |
Integral expression for the stationary distribution of reflected Brownian motion in a wedge |
Franceschi Sandro Raschel Kilian |
2019 |
| hal-01391939 |
CUTOFF AT THE " ENTROPIC TIME " FOR SPARSE MARKOV CHAINS |
Bordenave Charles Caputo Pietro Salez Justin |
2019 |
| hal-01145301 |
STRONG-VISCOSITY SOLUTIONS: SEMILINEAR PARABOLIC PDEs AND PATH-DEPENDENT PDEs |
Cosso Andrea Russo Francesco |
2019 |
| tel-02379278 |
Inférence de réseaux causaux à partir de données interventionnelles |
Monneret Gilles |
2018 |
| tel-01734698 |
Modèle de forêts enracinées sur des cycles et modèle de perles via les dimères |
Sun Wangru |
2018 |
| halshs-02148927 |
The Asymmetric Responses of Stock Markets |
Dhaoui Abderrazak Goutte Stéphane Guesmi Khaled |
2018 |
| halshs-02148926 |
On the determinants of industry-CDS index spreads: Evidence from a nonlinear setting |
Guesmi Khaled Dhaoui Abderrazak Goutte Stéphane Abid Ilyes |
2018 |
| halshs-02148924 |
On the study of conditional dependence structure between oil, gold and USD exchange rates |
Bedoui Rihab Braeik Sana Goutte Stéphane Guesmi Khaled |
2018 |
| halshs-02148916 |
Banking crises in developing countries–What crucial role of exchange rate stability and external liabilities? |
Gaies Brahim Goutte Stéphane Guesmi Khaled |
2018 |
| hal-02862823 |
Mid-Price Estimation for European Corporate Bonds: A Particle Filtering Approach |
Guéant Olivier Pu Jiang |
2018 |
| hal-02572794 |
A LIQUIDATION RISK ADJUSTMENT FOR VALUE AT RISK AND EXPECTED SHORTFALL |
Wagalath Lakshithe Zubelli Jorge |
2018 |
| hal-02507514 |
The skeleton of the UIPT, seen from infinity |
Curien Nicolas Ménard Laurent |
2018 |
| hal-02505173 |
Risk-Based Capital Requirements and Optimal Liquidation in a Stress Scenario* |
Braouezec Yann Wagalath Lakshithe |
2018 |
| hal-02467946 |
Anti-epileptic drugs induce cutaneous lymphocyte-associated antigen downregulation leading to potential human herpes virus-7 reactivation in clinically asymptomatic patients |
Caillot F. Andrieu E. Houivet E. Duvert-Lehembre S. Calbo S. Sabbah B. Maltete D. Martinaud O. Le Goff F. Malekpour P. Berard M. Rogez S. Joly P. Picard D. Musette P. |
2018 |
| hal-02465973 |
The tyrosine-kinase inhibitor sunitinib targets vascular endothelial (VE)-cadherin: a marker of response to antitumoural treatment in metastatic renal cell carcinoma |
Polena Helena Creuzet Julie Dufies Maeva Sidibé Adama Khalil-Mgharbel Abir Salomon Aude Deroux Alban Quesada Jean-Louis Roelants Caroline Filhol Odile Cochet Claude Blanc Ellen Ferlay-Segura Céline Borchiellini Delphine Ferrero Jean-Marc Escudier Bernard ... |
2018 |
| hal-02442709 |
Template-Based Step Detection with Inertial Measurement Units |
Oudre Laurent Barrois-Müller Rémi Moreau Thomas Truong Charles Vienne-Jumeau Aliénor Ricard Damien Vayatis Nicolas Vidal Pierre-Paul |
2018 |
| hal-02352612 |
Random planar maps and growth-fragmentations |
Bertoin Jean Curien Nicolas Kortchemski Igor |
2018 |
| hal-02352609 |
Martingales in self-similar growth-fragmentations and their connections with random planar maps |
Bertoin Jean Budd Timothy Curien Nicolas Kortchemski Igor |
2018 |
| hal-02350783 |
Continuous testing for Poisson process intensities: a new perspective on scanning statistics |
Picard Franck Reynaud-Bouret Patricia Roquain Etienne |
2018 |
| hal-02294178 |
Correcting the extended-source calibration for the Herschel-SPIRE Fourier-transform spectrometer |
Valtchanov I. Hopwood R. Bendo G. Benson C Conversi L. Fulton T. Griffin M. Joubaud T. Lim T. Lu N Marchili N Makiwa G Meyer R Naylor D North C Papageorgiou A Pearson C Polehampton E Scott J Schulz B. Spencer L van der Wiel M. Wu R |
2018 |
| hal-01985432 |
A general and flexible method for signal extraction from single-cell RNA-seq data |
Risso Davide Perraudeau Fanny Gribkova Svetlana Dudoit Sandrine Vert Jean-Philippe |
2018 |
| hal-01925014 |
Landau Damping to Partially Locked States in the Kuramoto Model |
Dietert Helge Fernandez Bastien Gerard-Varet David |
2018 |
| hal-01912694 |
Isokinetic solutions of the Navier-Stokes equation. |
Cirier Guy |
2018 |
| hal-01883423 |
Convergence of utility indifference prices to the superreplication price in a multiple-priors framework |
Blanchard Romain Carassus Laurence |
2018 |
| hal-01883419 |
Optimal investment with possibly non-concave utilities and no-arbitrage: a measure theoretical approach Miklós R ´ asonyi |
Blanchard Romain Carassus Laurence Rasonyi Miklos |
2018 |
| hal-01874820 |
Hydrodynamic limit for conservative spin systems with super-quadratic, partially inhomogeneous single-site potential |
Fathi Max Menz Georg |
2018 |
| hal-01872753 |
Universality and Sharpness in Absorbing-State Phase Transitions |
Rolla Leonardo Sidoravicius Vladas Zindy Olivier |
2018 |
| hal-01868588 |
Numerical Probabilistic Approach to MFG |
Angiuli Andrea Graves Christy V. Li Houzhi Chassagneux Jean-François Delarue François Carmona René |
2018 |
| hal-01868372 |
From the master equation to mean field game limit theory: A central limit theorem |
Delarue François Lacker Daniel Ramanan Kavita |
2018 |
| hal-01868370 |
From the master equation to mean field game limit theory: Large deviations and concentration of measure |
Delarue François Lacker Daniel Ramanan Kavita |
2018 |
| hal-01863616 |
A general weak and strong error analysis of the recursive quantization with an application to jump diffusions |
Pagès Gilles Sagna Abass |
2018 |
| hal-01848021 |
On path partitions of the divisor graph |
Melotti Paul Saias Eric |
2018 |
| hal-01832976 |
Performance of epistasis detection methods in semi-simulated GWAS |
Chatelain Clément Durand Guillermo Thuillier Vincent Augé Franck |
2018 |
| hal-01802878 |
Cost-effectiveness analysis of chlorhexidine-alcohol versus povidone iodine-alcohol solution in the prevention of intravascular-catheter-related bloodstream infections in France |
Farinetto Christian Maunoury Franck Ruckly Stephane Guenezan Jeremy Lucet Jean-Christophe Lepape Alain Pascal Julien Souweine Bertrand Mimoz Olivier Timsit Jean-François Puebla Iratxe |
2018 |
| hal-01798390 |
High-dimensional time-varying Aalen and Cox models |
Alaya Mokhtar Z. Lemler Sarah Guilloux Agathe Allart Thibault |
2018 |
| hal-01795308 |
Non-parametric Estimation of Survival in Age-Dependent Genetic Disease and Application to the Transthyretin-related Hereditary Amyloidosis |
Alarcon Flora Nuel Grégory Plante-Bordeneuve Violaine |
2018 |
| hal-01795293 |
Detecting Latent Exposure in Genome-Wide Association Studies using a Breakpoint Model for Logistic Regression |
Alarcon Flora Nuel Grégory |
2018 |
| hal-01795160 |
Geographic environmental Kuznets curves: The optimal growth linear-quadratic case |
Boucekkine Raouf Fabbri Giorgio Federico Salvatore Gozzi Fausto |
2018 |
| hal-01790073 |
Supplement to ``Weighted Multilevel Langevin Simulation of Invariant Measures |
Pagès Gilles Panloup Fabien |
2018 |
| hal-01774819 |
Two-dimensional Brownian random interlacement |
Comets Francis Popov Serguei |
2018 |
| hal-01770434 |
Minimax rate of testing in sparse linear regression |
Carpentier Alexandra Collier Olivier Comminges Laëtitia Tsybakov Alexandre Wang Yuhao |
2018 |
| hal-01764344 |
Uniform in bandwidth consistency of nonparametric regression based on copula representation |
Bouzebda Salim Elhattab Issam Seck Cheikh Tidiane |
2018 |
| hal-01745901 |
Inextricable complexity of two centuries of demographic changes: A fascinating modeling challenge |
El Karoui Nicole Hajji Kaouther Kaakai Sarah |
2018 |
| hal-01723859 |
A new approach to computing the asymptotics of the position of Fisher-KPP fronts |
Berestycki Julien Brunet Éric Derrida Bernard |
2018 |
| hal-01723857 |
Exact solution and precise asymptotics of a Fisher–KPP type front |
Berestycki Julien Brunet Éric Derrida Bernard |
2018 |
| hal-01723710 |
Singular behavior of Lyapunov exponents and the weak disorder limit in statistical mechanics |
Giacomin Giambattista Comets Francis Greenblatt Rafael L. |
2018 |
| hal-01721441 |
Construction of an aggregate consistent utility, without Pareto optimality. Application to Long-Term yield curve Modeling |
El Karoui Nicole Hillairet Caroline Mrad Mohamed |
2018 |
| hal-01721363 |
Exact Hydrodynamic Description of Active Lattice Gases |
Kourbane-Houssene Mourtaza Erignoux Clément Bodineau Thierry Tailleur Julien |
2018 |
| hal-01716814 |
Solutions of the Navier- Stokes equation in a bounded domain |
Cirier Guy |
2018 |
| hal-01714747 |
XVA Principles, Nested Monte Carlo Strategies, and GPU Optimizations |
Abbas-Turki Lokman Crépey Stéphane Diallo Babacar |
2018 |
| hal-01713905 |
Growth and agglomeration in the heterogeneous space: A generalized AK approach |
Boucekkine Raouf Fabbri Giorgio Federico Salvatore Gozzi Fausto |
2018 |
| hal-01633106 |
Statistical analysis and parameter selection for Mapper |
Carriere Mathieu Michel Bertrand Oudot Steve Y. |
2018 |
| hal-01598914 |
ESTIMATING GRAPH PARAMETERS WITH RANDOM WALKS |
Ben-Hamou Anna Oliveira Roberto Peres Yuval |
2018 |
| hal-01568243 |
Existence and continuity of the flow constant in first passage percolation |
Rossignol Raphaël Théret Marie |
2018 |
| hal-01546288 |
Dynamics of a planar Coulomb gas |
Bolley François Chafaï Djalil Fontbona Joaquin |
2018 |
| hal-01517340 |
Activity statistics in a colloidal glass former: experimental evidence for a dynamical transition |
Abou Bérengère Colin Rémy Lecomte Vivien Pitard Estelle van Wijland Frédéric |
2018 |
| hal-01464521 |
KINETICALLY CONSTRAINED LATTICE GASES: TAGGED PARTICLE DIFFUSION |
Blondel Oriane Toninelli C |
2018 |
| hal-01403616 |
Optimal stopping with f -expectations: the irregular case |
Grigorova Miryana Imkeller Peter Ouknine Youssef Quenez Marie-Claire |
2018 |
| hal-01389938 |
Algebraic renormalisation of regularity structures |
Bruned M Hairer M Zambotti L. |
2018 |
| hal-01340798 |
Weighted Multilevel Langevin Simulation of Invariant Measures |
Pagès Gilles Panloup Fabien |
2018 |
| hal-01322464 |
Maximal displacement of a supercritical branching random walk in a time-inhomogeneous random environment |
Mallein Bastien Miłoś Piotr |
2018 |
| hal-01322463 |
Brownian motion and Random Walk above Quenched Random Wall |
Mallein Bastien Miłoś Piotr |
2018 |
| hal-01320492 |
Minimal time spiking in various ChR2-controlled neuron models |
Renault Vincent Thieullen Michèle Trélat Emmanuel |
2018 |
| hal-01245867 |
A semiparametric extension of the stochastic block model for longitudinal networks |
Matias Catherine Rebafka Tabea Villers Fanny |
2018 |
| hal-01245479 |
Stability and Minimax Optimality of Tangential Delaunay Complexes for Manifold Reconstruction |
Aamari Eddie Levrard Clément |
2018 |
| hal-01187523 |
Random walk on sparse random digraphs |
Bordenave Charles Caputo Pietro Salez Justin |
2018 |
| hal-01171361 |
Dimensional improvements of the logarithmic Sobolev, Talagrand and Brascamp-Lieb inequalities |
Bolley François Gentil Ivan Guillin Arnaud |
2018 |
| hal-01158141 |
Modelling sovereign risks: from a hybrid model to the generalized density approach |
Jiao Ying Li Shanqiu |
2018 |
| hal-01023784 |
Perfect sampling algorithm for Schur processes |
Betea Dan Boutillier Cédric Bouttier Jérémie Chapuy Guillaume Corteel Sylvie Vuletić Mirjana |
2018 |
| hal-00910902 |
Nonlinear Randomized Urn Models: a Stochastic Approximation Viewpoint |
Laruelle Sophie Pagès Gilles |
2018 |
| hal-00874541 |
Maximal displacement of a supercritical branching random walk in a time-inhomogeneous random environment |
Mallein Bastien Miłoś Piotr |
2018 |
| tel-01897474 |
Nouveaux paradigmes en dynamique de populations hétérogènes : modélisation trajectorielle, agrégation, et données empiriques |
Kaakai Sarah |
2017 |
| tel-01821874 |
Quelques algorithmes rapides pour la finance quantitative |
Sall Guillaume |
2017 |
| tel-01761447 |
Branching processes and Erdős-Rényi graph |
Corre Pierre-Antoine |
2017 |
| tel-01759395 |
Non-anticipative functional calculus and applications to stochastic processes |
Lu Yi |
2017 |
| tel-01662176 |
Approche analytique pour le mouvement brownien réfléchi dans des cônes |
Franceschi Sandro |
2017 |
| tel-01632410 |
Lyapunov exponents of ergodic Schrödinger operators |
Metzger Florian |
2017 |
| tel-01597066 |
Limit theorems for Multilevel estimators with and without weights. Comparisons and applications |
Giorgi Daphné |
2017 |
| tel-01562667 |
Contribution to the study of the homogeneous Boltzmann equation |
Xu Liping |
2017 |
| medihal-01716168 |
R. Dujardin - Some problems of arithmetic origin in complex dynamics and geometry (part3) |
Dujardin Romain Magnien Jérémy |
2017 |
| medihal-01716162 |
R. Dujardin - Some problems of arithmetic origin in complex dynamics and geometry (part2) |
Dujardin Romain Magnien Jérémy |
2017 |
| medihal-01716153 |
R. Dujardin - Some problems of arithmetic origin in complex dynamics and geometry (part1) |
Dujardin Romain Magnien Jérémy |
2017 |
| halshs-02157475 |
Mean-Reverting Lévy Jump Dynamics in the European Power Sector |
Chevallier Julien Goutte Stéphane |
2017 |
| halshs-01656434 |
Jumps and volatility dynamics in agricultural commodity spot prices |
Boroumand Raphael Homayoun Goutte Stéphane Porcher Simon Porcher Thomas |
2017 |
| halshs-01467736 |
Stochastic Evolution of Distributions - Applications to CDS indices |
Bernis Guillaume Brunel Nicolas Kornprobst Antoine Scotti Simone |
2017 |
| hal-02879356 |
Regime-switching stochastic volatility model: estimation and calibration to VIX options |
Goutte Stéphane Ismail Amine Pham Huyen |
2017 |
| hal-02411725 |
O-GlcNAcylation of STAT5 controls tyrosine phosphorylation and oncogenic transcription in STAT5-dependent malignancies |
Freund P Kerenyi M Hager M Wagner T. Wingelhofer B Pham H. Elabd M Han X. Valent P Gouilleux F. Sexl V Krämer O Groner B Moriggl R |
2017 |
| hal-02408343 |
Random-walk in Beta-distributed random environment |
Barraquand Guillaume Corwin Ivan |
2017 |
| hal-02145820 |
Risk minimisation: the failure of electricity intra-day forward contracts |
Boroumand Raphael Homayoun Goutte Stéphane Porcher Simon Porcher Thomas |
2017 |
| hal-02141549 |
Slower deviations of the branching Brownian motion and of branching random walks |
Derrida Bernard Shi Zhan |
2017 |
| hal-02060534 |
Pulsed-field gradient nuclear magnetic resonance measurements (PFG NMR) for diffusion ordered spectroscopy (DOSY) mapping |
Pagès G. Gilard V. Martino R. Martino M. |
2017 |
| hal-02008792 |
Minimax optimality in robust detection of a disorder time in doubly-stochastic Poisson processes |
El Karoui Nicole Loisel Stéphane Salhi Yahia |
2017 |
| hal-01979833 |
Neutrophilic Steroid-Refractory Recurrent Wheeze and Eosinophilic Steroid-Refractory Asthma in Children |
Guiddir Tamazoust Saint-Pierre Philippe Purenne-Denis Elsa Lambert Nathalie Laoudi Yacine Couderc Rémy Gouvis-Echraghi Rahelé Amat Flore Just Jocelyne |
2017 |
| hal-01979830 |
The IL-4 rs2070874 polymorphism may be associated with the severity of recurrent viral-induced wheeze |
Amat Flore Louha Malek Benet Marta Guiddir Tamazoust Bourgoin-Heck Mélisande Saint-Pierre Philippe Paluel-Marmont Colombe Fontaine Cécile Lambert Nathalie Couderc Rémy Gonzalez Juan-Ramon Just Jocelyne |
2017 |
| hal-01935918 |
Correlation and variable importance in random forests |
Gregorutti Baptiste Michel Bertrand Saint-Pierre Philippe |
2017 |
| hal-01868155 |
Editorial: Second Issue on Mean Field Games |
Bensoussan Alain Delarue François |
2017 |
| hal-01868150 |
Mean Field Games of Timing and Models for Bank Runs |
Carmona René Delarue François Lacker Daniel |
2017 |
| hal-01759858 |
On the central management of risk networks |
Avram Florin Minca A. |
2017 |
| hal-01745354 |
LOST IN CONTAGION? BUILDING A LIQUIDATION INDEX FROM COVARIANCE DYNAMICS |
Wagalath Lakshithe |
2017 |
| hal-01738703 |
The generalized master fields |
Cébron Guillaume Dahlqvist Antoine Gabriel Franck |
2017 |
| hal-01725285 |
Random Obstacle Problems |
Zambotti Lorenzo |
2017 |
| hal-01721563 |
Dynamical Symmetry Breaking and Phase Transitions in Driven Diffusive Systems |
Baek Yongjoo Kafri Yariv Lecomte Vivien |
2017 |
| hal-01705859 |
Rate of convergence for polymers in a weak disorder |
Comets Francis Liu Quansheng |
2017 |
| hal-01692425 |
Assistance for home care of the elderly with sensor solutions. |
Oger Julie Mougeot Mathilde Besseau Stéphane |
2017 |
| hal-01666957 |
Computing real solutions of polynomial fuzzy systems |
Aubry Philippe Marrez Jérémy Valibouze Annick |
2017 |
| hal-01666312 |
Stationary analysis of the shortest queue problem |
Dester Plinio S. Fricker Christine Tibi Danielle |
2017 |
| hal-01665936 |
Gaussian processes for computer experiments |
Bachoc François Contal Emile Maatouk Hassan Rullière Didier |
2017 |
| hal-01657827 |
Efficient sequential experimental design for surrogate modeling of nested codes |
Marque-Pucheu Sophie Perrin Guillaume Garnier Josselin |
2017 |
| hal-01649325 |
Positive association of the oriented percolation cluster in randomly oriented graphs |
Bienvenu François |
2017 |
| hal-01649085 |
Assessing model-based clustering methods with cytometry data sets |
Baudry Jean-Patrick Celeux Gilles |
2017 |
| hal-01648389 |
C-mix: a high dimensional mixture model for censored durations, with applications to genetic data |
Bussy Simon Guilloux Agathe Gaïffas Stéphane Jannot Anne-Sophie |
2017 |
| hal-01648389 |
C-mix: a high dimensional mixture model for censored durations, with applications to genetic data |
Bussy Simon Guilloux Agathe Gaïffas Stéphane Jannot Anne-Sophie |
2017 |
| hal-01631875 |
DIMER MODEL, BEAD MODEL AND STANDARD YOUNG TABLEAUX: FINITE CASES AND LIMIT SHAPES |
Sun Wangru |
2017 |
| hal-01619057 |
The beginnings of the soviet encyclopedia: Utopia and misery of mathematics in the political turmoils of the 1920s. |
Mazliak Laurent |
2017 |
| hal-01617472 |
Linking Statistical and Ecological Theory: Hubbell's Unified Neutral Theory of Biodiversity as a Hierarchical Dirichlet Process |
Harris Keith Parsons Todd L. Ijaz Umer Z. Lahti Leo Holmes Ian Quince Christopher |
2017 |
| hal-01617450 |
Dimension reduction for stochastic dynamical systems forced onto a manifold by large drift: a constructive approach with examples from theoretical biology |
Parsons Todd Rogers Tim |
2017 |
| hal-01614920 |
Probabilistic forecasting of the wind energy resource at the monthly to seasonal scale |
Alonzo Bastien Drobinski Philippe Plougonven Riwal Tankov Peter |
2017 |
| hal-01614758 |
Game Options in an Imperfect Market with Default |
Dumitrescu Roxana Quenez Marie-Claire Sulem Agnès |
2017 |
| hal-01613050 |
Forecasting Mortality Rate Improvements with a High-Dimensional VAR |
Guibert Quentin Lopez Olivier Piette Pierrick |
2017 |
| hal-01611560 |
Influence of microstructural parameters on the mechanical properties of oxide dispersion strengthened Fe-14Cr steels |
Dadé M. Malaplate J. Garnier J. de Geuser Frédéric Barcelo F. Wident P. Deschamps A. |
2017 |
| hal-01598915 |
CUTOFF FOR A STRATIFIED RANDOM WALK ON THE HYPERCUBE |
Ben-Hamou Anna Peres Yuval |
2017 |
| hal-01598912 |
COMPARING MIXING TIMES ON SPARSE RANDOM GRAPHS |
Ben-Hamou Anna Lubetzky Eyal Peres Yuval |
2017 |
| hal-01593459 |
Data sparse nonparametric regression with epsilon-insensitive losses |
Sangnier Maxime Fercoq Olivier d'Alché-Buc Florence |
2017 |
| hal-01586794 |
Area anomaly and generalized drift of iterated sums for hidden Markov walks |
Lopusanschi Olga Simon Damien |
2017 |
| hal-01574094 |
Monte-Carlo acceleration: importance sampling and hybrid dynamic systems |
Chraïbi Hassane Dutfoy Anne Galtier Thomas Garnier Josselin |
2017 |
| hal-01574018 |
The free-fermionic $C^{(1)}_2$ loop model, double dimers and Kashaev's recurrence |
Melotti Paul |
2017 |
| hal-01566968 |
Calibration and prediction of two nested computer codes |
Marque-Pucheu Sophie Perrin Guillaume Garnier Josselin |
2017 |
| hal-01562655 |
Nested polynomial trends for the improvement of Gaussian process-based predictors |
Perrin Guillaume Soize Christian Marque-Pucheu Sophie Garnier Josselin |
2017 |
| hal-01562618 |
Optimization by gradient boosting |
Biau Gérard Cadre Benoît |
2017 |
| hal-01562618 |
Optimization by gradient boosting |
Biau Gérard Cadre Benoît |
2017 |
| hal-01561548 |
Random polymers on the complete graph |
Comets Francis Moreno Gregorio Ramirez Alejandro F. |
2017 |
| hal-01560832 |
Computing Individual Risks based on Family History in Genetic Disease in the Presence of Competing Risks |
Nuel Grégory Lefebvre Alexandra Bouaziz Olivier |
2017 |
| hal-01557744 |
Harmonic measure for biased random walk in a supercritical Galton-Watson tree |
Lin Shen |
2017 |
| hal-01555892 |
On principal curves with a length constraint |
Delattre Sylvain Fischer Aurélie |
2017 |
| hal-01555188 |
Kardar-Parisi-Zhang equation with short-range correlated noise: Emergent symmetries and nonuniversal observables |
Mathey Steven Agoritsas Elisabeth Kloss Thomas Lecomte Vivien Canet Léonie |
2017 |
| hal-01552992 |
Accuracy of predictive ability measures for survival models |
Flandre Philippe Deutsch Reena O'Quigley John |
2017 |
| hal-01552492 |
Weak uniqueness and density estimates for sdes with coefficients depending on some path-functionals |
Frikha Noufel Li Libo |
2017 |
| hal-01541185 |
Improving the Benjamini-Hochberg Procedure for Discrete Tests |
Döhler Sebastian Durand Guillermo Roquain Etienne |
2017 |
| hal-01539752 |
Refine penetrance estimates in the main pathogenic variants of transthyretin hereditary (familial) amyloid polyneuropathy (TTR-FAP) using a new non-parametric approach (NPSE) |
Gorram Farida Alarcon Flora Perdry Hervé Hébrard Bérénice Damy Thibaud Fanen Pascale Funalot Benoît Nuel Gregory Planté-Bordeneuve Violaine |
2017 |
| hal-01519983 |
The free energy in the Derrida--Retaux recursive model |
Hu Yueyun Shi Zhan |
2017 |
| hal-01517165 |
The coordination of centralised and distributed generation |
Aïd René Basei Matteo Pham Huyên |
2017 |
| hal-01508497 |
Rules of calculus in the path integral representation of white noise Langevin equations |
Cugliandolo Leticia F. Lecomte Vivien |
2017 |
| hal-01507054 |
Bismut-Elworthy-Li formulae for Bessel processes |
Elad Altman Henri |
2017 |
| hal-01504607 |
Identification of marginal causal relationships in gene networks from observational and interventional expression data |
Monneret Gilles Jaffrézic Florence Rau Andrea Zerjal Tatiana Nuel Grégory |
2017 |
| hal-01499659 |
The near-critical Gibbs measure of the branching random walk |
Pain Michel |
2017 |
| hal-01494187 |
Fixed effects selection in the linear mixed-effects model using adaptive ridge procedure for L0 penalty performance |
Adjakossa Eric Nuel Grégory |
2017 |
| hal-01494186 |
Profiled deviance for the multivariate linear mixed-effects model fitting |
Adjakossa Eric Nuel Grégory |
2017 |
| hal-01490985 |
Finite-time and finite-size scalings in the evaluation of large deviation functions: Analytical study using a birth-death process |
Nemoto Takahiro Guevara Hidalgo Esteban Lecomte Vivien |
2017 |
| hal-01490894 |
HEAVY TAILS FOR AN ALTERNATIVE STOCHASTIC PERPETUITY MODEL |
Mikosch Thomas Rezapour Mohsen Wintenberger Olivier |
2017 |
| hal-01466831 |
Mutations on a Random Binary Tree with Measured Boundary |
Duchamps Jean-Jil Lambert Amaury |
2017 |
| hal-01458419 |
Consistent Utility of Investment and Consumption : a forward/backward SPDE viewpoint * |
El Karoui Nicole Hillairet Caroline Mrad Mohamed |
2017 |
| hal-01443468 |
Exact simulation of the jump times of a class of Piecewise Deterministic Markov Processes |
Lemaire Vincent Thieullen Michèle Thomas Nicolas |
2017 |
| hal-01436267 |
On the tail behavior of a class of multivariate conditionally heteroskedastic processes |
Pedersen Rasmus Wintenberger Olivier |
2017 |
| hal-01431520 |
Perturbations by random matrices |
Benaych-Georges Florent Enriquez Nathanaël Michaïl Alkéos |
2017 |
| hal-01426652 |
Revealing the hidden structure of dynamic ecological networks |
Miele Vincent Matias Catherine |
2017 |
| hal-01412024 |
Approximation of Markov semigroups in total variation distance under an irregular setting: An application to the CIR process |
Rey Clément |
2017 |
| hal-01398292 |
Limit theorems for weighted and regular Multilevel estimators |
Giorgi Daphné Lemaire Vincent Pagès Gilles |
2017 |
| hal-01385585 |
Robust Markowitz mean-variance portfolio selection under ambiguous covariance matrix * |
Ismail Amine Pham Huyên |
2017 |
| hal-01383426 |
Positivity of the time constant in a continuous model of first passage percolation |
Gouéré Jean-Baptiste Théret Marie |
2017 |
| hal-01377694 |
Power countings versus physical scalings in disordered elastic systems – Case study of the one-dimensional interface |
Agoritsas Elisabeth Lecomte Vivien |
2017 |
| hal-01376983 |
Non density of stability for holomorphic mappings on P^k |
Dujardin Romain |
2017 |
| hal-01376808 |
Sparse Accelerated Exponential Weights |
Gaillard Pierre Wintenberger Olivier |
2017 |
| hal-01366489 |
L0 regularisation for the estimation of piecewise constant hazard rates in survival analysis |
Bouaziz Olivier Nuel Grégory |
2017 |
| hal-01350894 |
Finite-Time and -Size Scalings in the Evaluation of Large Deviation Functions Part II: Numerical Approach in Continuous Time |
Guevara Hidalgo Esteban Nemoto Takahiro Lecomte Vivien |
2017 |
| hal-01332542 |
A time warping approach to multiple sequence alignment |
Arribas-Gil Ana Matias Catherine |
2017 |
| hal-01322468 |
A N-branching random walk with random selection |
Cortines Aser Mallein Bastien |
2017 |
| hal-01322452 |
N -Branching random walk with α-stable spine |
Mallein Bastien |
2017 |
| hal-01322449 |
Branching random walk with selection at critical rate |
Mallein Bastien |
2017 |
| hal-01320498 |
Optimal control of infinite-dimensional piecewise deterministic Markov processes and application to the control of neuronal dynamics via Optogenetics |
Renault Vincent Thieullen Michèle Trélat Emmanuel |
2017 |
| hal-01305929 |
Linear quadratic optimal control of conditional McKean-Vlasov equation with random coefficients and applications * |
Pham Huyên |
2017 |
| hal-01301862 |
Small noise and long time phase diffusion in stochastic limit cycle oscillators |
Giacomin Giambattista Poquet Christophe Shapira Assaf |
2017 |
| hal-01295562 |
Asymptotic expansion of stationary distribution for reflected Brownian motion in the quarter plane via analytic approach |
Franceschi Sandro Kourkova Irina |
2017 |
| hal-01295549 |
Resolution of a large number of small random symmetric linear systems in single precision arithmetic on GPUs |
Abbas-Turki Lokman A. Graillat Stef |
2017 |
| hal-01287075 |
A Change-Point Model for Detecting Heterogeneity in Ordered Survival Responses |
Bouaziz Olivier Nuel Grégory |
2017 |
| hal-01275397 |
Alpha-CIR Model with Branching Processes in Sovereign Interest Rate Modelling |
Jiao Ying Ma Chunhua Scotti Simone |
2017 |
| hal-01271870 |
Tutte's invariant approach for Brownian motion reflected in the quadrant |
Franceschi Sandro Raschel Kilian |
2017 |
| hal-01248317 |
Bellman equation and viscosity solutions for mean-field stochastic control problem |
Pham Huyên Wei Xiaoli |
2017 |
| hal-01242023 |
Market inconsistencies of the market-consistent European life insurance economic valuations: pitfalls and practical solutions |
El Karoui Nicole Loisel Stéphane Prigent Jean-Luc Vedani Julien |
2017 |
| hal-01237346 |
Continuity of the time and isoperimetric constants in supercritical percolation |
Garet Olivier Marchand Regine Procaccia Eviatar Théret Marie |
2017 |
| hal-01234637 |
Vibrato and Automatic Differentiation for High Order Derivatives and Sensitivities of Financial Options |
Pagès Gilles Pironneau Olivier Sall Guillaume |
2017 |
| hal-01222936 |
Product Markovian quantization of an R^d -valued Euler scheme of a diffusion process with applications to finance |
Lucio Fiorin Pagès Gilles Sagna Abass |
2017 |
| hal-01212018 |
Regime-switching Stochastic Volatility Model : Estimation and Calibration to VIX options |
Goutte Stéphane Ismail Amine Pham Huyên |
2017 |
| hal-01205753 |
Dynamics of multivariate default system in random environment |
El Karoui Nicole Jeanblanc Monique Jiao Ying |
2017 |
| hal-01203789 |
Equivalence of ensembles for large vehicle-sharing models |
Fricker Christine Tibi Danielle |
2017 |
| hal-01192862 |
Computation of sensitivities for the invariant measure of a parameter dependent diffusion |
Assaraf Roland Jourdain Benjamin Lelièvre Tony Roux Raphaël |
2017 |
| hal-01171481 |
Stochastic particle approximation of the Keller-Segel equation and two-dimensional generalization of Bessel processes |
Fournier Nicolas Jourdain Benjamin |
2017 |
| hal-01170204 |
The high-temperature behavior for the directed polymer in dimension 1+2 |
Berger Quentin Lacoin Hubert |
2017 |
| hal-01167837 |
Statistical clustering of temporal networks through a dynamic stochastic block model |
Matias Catherine Miele Vincent |
2017 |
| hal-01154898 |
BSDEs with diffusion constraint and viscous Hamilton-Jacobi equations with unbounded data |
Cosso Andrea Pham Huyên Xing Hao |
2017 |
| hal-01153573 |
Improving dynamical properties of metropolized discretizations of overdamped Langevin dynamics |
Fathi Max Stoltz Gabriel |
2017 |
| hal-01141801 |
Reflected BSDEs when the obstacle is not right-continuous and optimal stopping |
Grigorova Miryana Imkeller Peter Offen Elias Ouknine Youssef Quenez Marie-Claire |
2017 |
| hal-01140329 |
The $Z$-invariant massive Laplacian on isoradial graphs |
Boutillier Cédric de Tilière Béatrice Raschel Kilian |
2017 |
| hal-01104773 |
Ergodicity of robust switching control and nonlinear system of quasi variational inequalities |
Bayraktar Erhan Cosso Andrea Pham Huyên |
2017 |
| hal-01094046 |
The Li-Yau inequality and applications under a curvature-dimension condition |
Bakry Dominique Bolley François Gentil Ivan |
2017 |
| hal-00986128 |
Population Dynamics of Globally Coupled Degrade-and-Fire Oscillators |
Blumenthal Alex Fernandez Bastien |
2017 |
| hal-00920660 |
Multilevel Richardson-Romberg extrapolation |
Lemaire Vincent Pagès Gilles |
2017 |
| hal-00858083 |
A human proof of Gessel's lattice path conjecture |
Bostan Alin Kurkova Irina Raschel Kilian |
2017 |
| hal-00650653 |
The master field on the plane. |
Lévy Thierry |
2017 |
| cea-01144118 |
Dimers on Rail Yard Graphs |
Boutillier Cédric Bouttier Jérémie Chapuy Guillaume Corteel Sylvie Ramassamy Sanjay |
2017 |
| tel-01822162 |
Semi-parametric bayesian model, applications in dose finding studies |
Clertant Matthieu |
2016 |
| tel-01575418 |
Using Poisson processes for rare event simulation |
Walter Clément |
2016 |
| tel-01527888 |
Inférence de modèles conditionnellement hétéroscédastiques avec variables exogènes |
Thieu Le Quyen |
2016 |
| tel-01508922 |
Micro-macro analysis of heterogenous age-structured populations dynamics. Application to self-exciting processes and demography |
Boumezoued Alexandre |
2016 |
| tel-01508513 |
Optimal control of deterministic and stochastic neuron models, in finite and infinite dimension. Application to the control of neuronal dynamics via Optogenetics |
Renault Vincent |
2016 |
| tel-01507600 |
Inférence pour les modèles statistiques mal spécifiés, application à une étude sur les facteurs pronostiques dans le cancer du sein |
Duroux Roxane |
2016 |
| tel-01495593 |
Holonomy fields and random matrices: invariance by braids and permutations. |
Gabriel Franck |
2016 |
| tel-01468688 |
Segmentation of Counting Processes and Dynamical Models |
Alaya Mokhtar Z. |
2016 |
| tel-01454988 |
Contribution à la résolution de problèmes inverses sous contraintes et application de méthodes de conception robuste pour le dimensionnement de pièces mécaniques de turboréacteurs en phase avant-projets. |
Biret Maëva |
2016 |
| tel-01452799 |
Estimation of parametric and semiparametric mixture models using phi-divergences |
Al-Mohamad Diaa |
2016 |
| tel-01439330 |
Pathwise decompositions of Lévy processes: applications to epidemiological modeling |
DÁvila Felipe Miraine |
2016 |
| tel-01411592 |
Around planar dimer models: Schur processes and integrable statistical mechanics on isoradial graphs |
Boutillier Cédric |
2016 |
| tel-01407254 |
Holonomy fields and random matrices : invariance by braids and permutations |
Gabriel Franck |
2016 |
| tel-01405437 |
Sovereign risk modelling and applications |
Li Jean-Francois, Shanqiu |
2016 |
| tel-01388458 |
THE GENERALIZED POLAND-SCHERAGA MODEL: A BIVARIATE RENEWAL APPROACH TO DNA DENATURATION |
Khatib Maha |
2016 |
| tel-01387393 |
Quelques résultats en statistiques des grandes dimensions |
Giuliani Marc-Antoine |
2016 |
| tel-01383637 |
Agents hétérogènes et formation des prix sur les marchés financiers |
Donier Jonathan |
2016 |
| tel-01376929 |
Concentration and compression over infinite alphabets, mixing times of random walks on random graphs |
Ben-Hamou Anna |
2016 |
| tel-01361307 |
Contributions to the study of extreme behaviors and applications |
Cadena Meitner |
2016 |
| tel-01344528 |
Modelling the dependence structure of multivariate and spatial extremes |
Béranger Boris |
2016 |
| tel-01307921 |
Approches micro-macro des dynamiques de populations hétérogènes structurées par âge. Application aux processus auto-excitants et à la démographie. |
Boumezoued Alexandre |
2016 |
| tel-01297282 |
Asymptotic methods in stochastic control and applications in finance |
Cai Jiatu |
2016 |
| medihal-01414553 |
Vincent Vargas - La théorie conforme des champs de Liouville en dimension 2 |
Vargas Vincent Bastien Fanny |
2016 |
| inserm-01590360 |
Allergen immunotherapy for allergic rhinoconjunctivitis: protocol for a systematic review. |
Dhami Sangeeta Nurmatov Ulugbek Roberts Graham Pfaar Oliver Muraro Antonella Ansotegui Ignacio Calderon Moises Cingi Cemal Demoly Pascal Durham Stephen van Wijk Ronald Gerth Halken Susanne Hamelmann Eckard Hellings Peter Jacobsen Lars Knol Edward Larenas ... |
2016 |
| halshs-01517884 |
Lines on the Horizon |
Jaeck Frédéric Guerraggio Angelo Mazliak Laurent |
2016 |
| hal-03180754 |
On a toy model of interacting neurons |
Fournier Nicolas Loecherbach Eva |
2016 |
| hal-03003955 |
FIRE SALES FORENSICS: MEASURING ENDOGENOUS RISK |
Cont Rama Wagalath Lakshithe |
2016 |
| hal-02881014 |
Lymphopoiesis in transgenic mice over-expressing Artemis |
Rivera-Munoz P. Abramowski V. Jacquot S. Andre P. Charrier S. Lipson-Ruffert K. Fischer A. Galy A. Cavazzana M. Villartay J. P. |
2016 |
| hal-02862360 |
The behavior of dealers and clients on the European corporate bond market: the case of Multi-Dealer-to-Client platforms |
Fermanian Jean-David Guéant Olivier Pu Jiang |
2016 |
| hal-02436692 |
Design influence on player retention: A method based on time varying survival analysis |
Allart Thibault Levieux Guillaume Pierfitte Michel Guilloux Agathe Natkin Stéphane |
2016 |
| hal-02403354 |
On the properties of variational approximations of Gibbs posteriors |
Chopin Nicolas Alquier Pierre Ridgway James |
2016 |
| hal-02360196 |
A specific prediction equation is necessary to estimate peak oxygen uptake in obese patients with metabolic syndrome |
Debeaumont D. Tardif C. Folope V. Castres I. Lemaître Frédéric Tourny C. Dechelotte P. Thill C. Darmon A. Coquart J. |
2016 |
| hal-02145806 |
Asymmetric evidence of gasoline price responses in France: A Markov-switching approach |
Boroumand Raphael Homayoun Goutte Stéphane Porcher Simon Porcher Thomas |
2016 |
| hal-01979835 |
Multi-state models and cost-effectiveness analysis |
Saint-Pierre Philippe |
2016 |
| hal-01874821 |
A gradient flow approach to large deviations for diffusion processes |
Fathi Max |
2016 |
| hal-01874817 |
The two-scale approach to hydrodynamic limits for nonreversible dynamics |
Duong Manh Hong Fathi Max |
2016 |
| hal-01868153 |
Editorial: First Issue on Mean Field Games |
Bensoussan Alain Delarue François |
2016 |
| hal-01792384 |
Instructive role of M-CSF on commitment of bipotent myeloid cells involves ERK-dependent positive and negative signaling |
Carras S. Valayer A. Moratal C. Weiss-Gayet M. Pages G. Morle F. Mouchiroud G. Gobert S. |
2016 |
| hal-01764371 |
Multivariate wavelet density and regression estimators for stationary and ergodic discrete time processes: Asymptotic results |
Bouzebda Salim Didi Sultana |
2016 |
| hal-01764365 |
Some uniform consistency results in the partially linear additive model components estimation |
Bouzebda Salim Chokri Khalid Louani Djamal |
2016 |
| hal-01764362 |
Additive regression model for stationary and ergodic continuous time processes |
Bouzebda Salim Didi Sultana |
2016 |
| hal-01609481 |
An optimal trading problem in intraday electricity markets |
Aïd René Gruet P. Pham H. |
2016 |
| hal-01562988 |
INSTITUTIONAL INVESTORS AND THE DEPENDENCE STRUCTURE OF ASSET RETURNS |
Cont Rama Wagalath Lakshithe |
2016 |
| hal-01539355 |
Resolution of a large number of small random symmetric linear systems in single precision arithmetic on GPUs |
Abbas-Turki L.A. Graillat Stef |
2016 |
| hal-01519215 |
Optimal stopping and a non-zero-sum Dynkin game in discrete time with risk measures induced by BSDEs |
Grigorova Miryana Quenez Marie-Claire |
2016 |
| hal-01514653 |
Evolutionary consequences of behavioral diversity |
Stewart Alexander J. Parsons Todd L. Plotkin Joshua B. |
2016 |
| hal-01504794 |
Two-dimensional random interlacements and late points for random walks |
Comets Francis Popov Serguei Vachkovskaia Marina |
2016 |
| hal-01504789 |
Localization in log-gamma polymers with boundaries |
Comets Francis Nguyen Vu Lan |
2016 |
| hal-01504784 |
Maximum likelihood estimator consistency for recurrent random walk in a parametric random environment with finite support |
Comets Francis Falconnet Mikael Loukianov Oleg Loukianova Dasha |
2016 |
| hal-01504779 |
Constrained information transmission on Erdös-Rényi graphs |
Comets Francis Gallesco Christophe Popov Serguei Vachkovskaia Marina |
2016 |
| hal-01504760 |
{\it Large deviations for the empirical measure of heavy tailed Markov renewal processes} |
Zambotti Lorenzo Mariani Mauro |
2016 |
| hal-01490969 |
Mutational pattern of a sample from a critical branching population |
Delaporte Cécile Lambert Amaury Achaz Guillaume |
2016 |
| hal-01490961 |
Testing for independence between evolutionary processes |
Behdenna Abdelkader Pothier Joël Abby Sophie Achaz Guillaume Lambert Amaury |
2016 |
| hal-01490942 |
Escape rate and singular limiting distributions for intermittent maps with holes |
Fernandez Bastien Demers Mark |
2016 |
| hal-01490927 |
Long signal change-point detection |
Biau Gérard Bleakley Kevin Mason David |
2016 |
| hal-01485689 |
Derivative pricing for a multicurve extension of the Gaussian, exponentially quadratic short rate model. |
Grbac Zorana Meneghello Laura Runggaldier Wolfgang J. |
2016 |
| hal-01485687 |
Approximate option pricing in the Lévy Libor model. |
Grbac Zorana Krief David Tankov Peter |
2016 |
| hal-01482529 |
Dynamics done with your bare hands: Lecture notes by Diana Davis, Bryce Weaver, Roland K. W. Roeder, Pablo Lessa |
Dal'Bo-Milonet Françoise Ledrappier François Wilkinson Amie |
2016 |
| hal-01474924 |
Refine penetrance estimates in the main pathogenic variants of transthyretin hereditary (familial) amyloid polyneuropathy (TTR-FAP) using a new non-parametric approach (NPSE) |
Gorram Farida Alarcon Flora Perdry Hervé Hébrard Bérénice Damy Thibaud Fanen Pascale Funalot Benoît Nuel Gregory Planté-Bordeneuve And Violaine |
2016 |
| hal-01465592 |
Micropore-induced capillarity enhances bone distribution in vivo in biphasic calcium phosphate scaffolds |
Rustom L. E. Boudou T. Lou S. Y. Pignot-Paintrand I. Nemke B. W. Lu Y. Markel M. D. Picart C. Johnson A. W. |
2016 |
| hal-01464483 |
Analyse exploratoire par k-Coclustering avec Khiops CoViz |
Guerraz Bruno Boullé Marc Gay Dominique Lemaire Vincent Clérot Fabrice |
2016 |
| hal-01446063 |
Estimation of the joint distribution of random effects for a discretely observed diffusion with random effects |
Delattre Maud Genon-Catalot Valentine Larédo Catherine |
2016 |
| hal-01440112 |
INFRARED COLOR SELECTION OF MASSIVE GALAXIES AT z \textgreater 3 |
Wang T. Elbaz D. Schreiber C. Pannella M. Shu X. Willner S. P. Ashby M. L. N. Huang J. -S. Fontana A. Dekel A. Daddi Emanuele Ferguson H. C. Dunlop J. Ciesla L. Koekemoer A. M. Giavalisco M. Boutsia K. Finkelstein S. Juneau S. Barro G. Koo D. C. Michalows ... |
2016 |
| hal-01437468 |
What does ICL tell us about homogeneity for Model-Based Clustering? |
Baudry Jean-Patrick Celeux Gilles |
2016 |
| hal-01436950 |
Robust imaging with electromagnetic waves in noisy environments |
Borcea Liliana Garnier Josselin |
2016 |
| hal-01436949 |
Incoherent shock waves in long-range optical turbulence |
Xu Gang Garnier Josselin Faccio Daniele Trillo Stefano Picozzi Antonio |
2016 |
| hal-01436935 |
Passive synthetic aperture imaging with limited noise sources |
Garnier Josselin |
2016 |
| hal-01436934 |
Weak Langmuir optical turbulence in a fiber cavity |
Xu Gang Garnier Josselin Mussot Arnaud Trillo Stefano Churkin, D.V. Nikita Tarasov Picozzi Antonio |
2016 |
| hal-01436895 |
Robust seismic velocity change estimation using ambient noise recordings |
Daskalakis Emmanouil Evangelidis C.P. Garnier Josselin N.S. Melis Papanicolaou George Tsogka Chrysoula |
2016 |
| hal-01436827 |
Apparent attenuation of shear waves propagating through a randomly stratified anisotropic medium |
Garnier Josselin Sølna Knut |
2016 |
| hal-01436819 |
Polarization effects for electromagnetic wave propagation in random media |
Borcea Liliana Garnier Josselin |
2016 |
| hal-01436816 |
Spectroscopic imaging of a dilute cell suspension |
Ammari Habib Garnier Josselin Giovangigli Laure Jing Wenjia Seo Jin Keun |
2016 |
| hal-01436806 |
Derivation of a one-way radiative transfer equation in random media |
Borcea Liliana Garnier Josselin |
2016 |
| hal-01435004 |
Cohort effect in survival analysis: a change-point perspective |
Bouaziz Olivier Nuel Grégory |
2016 |
| hal-01429068 |
Improving the Prediction Cost of Drift Handling Algorithms by Abstaining |
Loeffel Pierre-Xavier Lemaire Vincent Marsala Christophe Detyniecki Marcin |
2016 |
| hal-01427253 |
Breakpoint Model for Logistic Regression and Application to the detection of G x E Interactions |
Nuel Grégory Alarcon Flora |
2016 |
| hal-01417203 |
Mixed generalized Dynkin game and stochastic control in a Markovian framework |
Dumitrescu Roxana Quenez Marie-Claire Sulem Agnès |
2016 |
| hal-01415437 |
Counting Regular Expressions in Degenerated Sequences Through Lazy Markov Chain Embedding |
Nuel Gregory Delos Vincent |
2016 |
| hal-01415420 |
Optimal stopping and a non-zero-sum Dynkin game in discrete time with risk measures induced by BSDEs |
Quenez Marie-Claire Grigorova Miryana |
2016 |
| hal-01413829 |
The probability that two random integers are coprime |
Bureaux Julien Enriquez Nathanaël |
2016 |
| hal-01413228 |
THE POISSON-VORONOI CELL AROUND AN ISOLATED NUCLEUS |
Calka Pierre Demichel Yann Enriquez Nathanaël |
2016 |
| hal-01413024 |
Modèles de polymère, transition d'accrochage, et désordre |
Berger Quentin |
2016 |
| hal-01403845 |
Séminaire de Probabilités XLVIII |
Beiglböck Mathias Huesmann Martin Stebegg Florian Juillet Nicolas Pagès Gilles Taguchi Dai Devulder Alexis Barczy Mátyás Kern Peter Bailleul Ismaël Angst Jürgen Tardif Camille Privault Nicolas Behme Anita Lindner Alexander Maejima Makoto Lecouvey Cédric R ... |
2016 |
| hal-01402104 |
Long time behavior in locally activated random walks |
Meunier Nicolas Mouhot Clément Roux Raphaël |
2016 |
| hal-01400952 |
Eigenrange: A Robust Spectral Method for Dimensionality Reduction |
Kharouf Malika Rebafka Tabea Sokolovska Nataliya |
2016 |
| hal-01398288 |
Modèle markovien déterministe par morceaux caché pour la propagation de fissure |
Greciet Florine Azaïs Romain Gegout-Petit Anne Biret Maeva |
2016 |
| hal-01396747 |
Weighted CART algorithm for censored data |
Milhaud Xavier Thérond Pierre-Emmanuel Lopez Olivier |
2016 |
| hal-01396602 |
Risk management for whales |
Cont Rama Wagalath Lakshithe |
2016 |
| hal-01396590 |
Weak approximations for martingale representations |
Lu Yi Cont Rama |
2016 |
| hal-01396583 |
Stochastic integration by parts and Functional Ito calculus (Lectures Notes of the Barcelona Summer School on Stochastic Analysis, Centro de Recerca de Matematica, July 2012) |
Cont Rama Bally Vlad Caramellino Lucia |
2016 |
| hal-01396577 |
Rates of convergence of rho-estimators for sets of densities satisfying shape constraints |
Baraud Yannick Birgé Lucien |
2016 |
| hal-01396568 |
Extreme current fluctuations of boundary-driven systems in the large-N limit |
Baek Yongjoo Kafri Yariv Lecomte Vivien |
2016 |
| hal-01396562 |
Population-dynamics method with a multicanonical feedback control |
Nemoto Takahiro Bouchet Freddy Jack Robert L. Lecomte Vivien |
2016 |
| hal-01394651 |
Recovering the Brownian Coalescent Point Process from the Kingman Coalescent by Conditional Sampling |
Lambert Amaury Schertzer Emmanuel |
2016 |
| hal-01393137 |
Optimal Real-Time Bidding Strategies |
Fernandez Tapia Joaquin Guéant Olivier Lasry Jean-Michel |
2016 |
| hal-01393134 |
The behavior of dealers and clients on the European corporate bond market: the case of Multi-Dealer-to-Client platforms |
Fermanian Jean-David Guéant Olivier Pu Jiang |
2016 |
| hal-01392920 |
Multivariate Intensity Estimation via Hyperbolic Wavelet Selection |
Akakpo Nathalie |
2016 |
| hal-01388022 |
Generalized Dynkin games and doubly reflected BSDEs with jumps |
Dumitrescu Roxana Quenez Marie-Claire Sulem Agnès |
2016 |
| hal-01387021 |
Data driven estimation of Laplace-Beltrami operator |
Chazal Frédéric Giulini Ilaria Michel Bertrand |
2016 |
| hal-01382716 |
Novel genetic loci underlying human intracranial volume identified through genome-wide association |
Adams Hieab H H Hibar Derrek P Chouraki Vincent Stein Jason L Nyquist Paul A Rentería Miguel E Trompet Stella Arias-Vasquez Alejandro Seshadri Sudha Desrivières Sylvane Beecham Ashley H Jahanshad Neda Wittfeld Katharina van der Lee Sven J. Abramovic Lucij ... |
2016 |
| hal-01380680 |
A Gibbs Conditional theorem under extreme deviation |
Biret Maeva Broniatowski Michel Cao Zangsheng |
2016 |
| hal-01380175 |
Optimal learning with Bernstein online aggregation |
Wintenberger Olivier |
2016 |
| hal-01378473 |
Multivariate Longitudinal Analysis with Bivariate Correlation Test |
Adjakossa Eric Houngla Sadissou Ibrahim Hounkonnou Mahouton Norbert Nuel Gregory |
2016 |
| hal-01377971 |
Feasible Invertibility Conditions for Maximum Likelihood Estimation for Observation-Driven Models * |
Blasques F Gorgi P Koopman S Wintenberger O |
2016 |
| hal-01377788 |
Daylight imaging for virtual reflection seismology} |
Garnier Josselin |
2016 |
| hal-01377786 |
Ghost imaging in the random paraxial regime |
Garnier Josselin |
2016 |
| hal-01377785 |
Apparent attenuation of shear waves propagating through a stratified anisotropic medium |
Garnier Josselin Sølna Knut |
2016 |
| hal-01377780 |
Spectroscopic imaging of a dilute cell suspension |
Garnier Josselin Giovangigli Laure Ammari Habib Jing Wenjia Seo Jin Keun |
2016 |
| hal-01377774 |
Derivation of a one-way radiative transfer equation |
Garnier Josselin Borcea L. |
2016 |
| hal-01377770 |
Fourth-moment analysis for beam propagation in the white-noise paraxial regime |
Garnier Josselin Solna Knut |
2016 |
| hal-01377765 |
Passive Imaging with Ambient Noise. |
Garnier Josselin Papanicolaou G. |
2016 |
| hal-01376925 |
WEIGHTED SAMPLING WITHOUT REPLACEMENT |
Ben-Hamou Anna Peres Yuval Salez Justin |
2016 |
| hal-01375901 |
Pattern Coding Meets Censoring: (almost) Adaptive Coding on Countable Alphabets |
Ben-Hamou Anna Boucheron Stephane Gassiat Elisabeth |
2016 |
| hal-01375522 |
Estimation for Models Defined by Conditions on Their L-Moments |
Broniatowski Michel Decurninge Alexis |
2016 |
| hal-01375424 |
A Proximal Point Algorithm for Minimum Divergence Estimators with Application to Mixture Models |
Al Mohamad Diaa Broniatowski Michel |
2016 |
| hal-01375165 |
A recursive algorithm for a pipeline maintenance scheduling problem |
Boumahdaf Assia Broniatowski Michel |
2016 |
| hal-01373949 |
ON THE WEAK APPROXIMATION OF A SKEW DIFFUSION BY AN EULER-TYPE SCHEME |
Frikha N |
2016 |
| hal-01373940 |
ON THE FIRST HITTING TIMES FOR ONE-DIMENSIONAL ELLIPTIC DIFFUSIONS |
Frikha Noufel Kohatsu-Higa Arturo Li Libo |
2016 |
| hal-01371926 |
SAFIP: A STREAMING ALGORITHM FOR INVERSE PROBLEMS |
Biret Maeva Broniatowski Michel |
2016 |
| hal-01370425 |
A Weak Dynamic Programming Principle for Combined Optimal Stopping/Stochastic Control with Ef-Expectations |
Dumitrescu Roxana Quenez Marie-Claire Sulem Agnès |
2016 |
| hal-01368322 |
Decoupled polarization dynamics of incoherent waves and bimodal spectral incoherent solitons |
Fusaro Adrien Garnier Josselin Michel Claire Xu Gang Fatome Julien Wright Logan Wise Frank Picozzi Antonio |
2016 |
| hal-01367760 |
The different asymptotic regimes of nearly unstable autoregressive processes |
Rosenbaum Mathieu Jaisson Thibault |
2016 |
| hal-01367756 |
Optimal discretization of hedging strategies with directional views |
Cai Jiatu Fukasawa Masaaki Rosenbaum Mathieu Tankov Peter |
2016 |
| hal-01367752 |
Statistical inference versus mean field limit for Hawkes processes |
Fournier Nicolas Delattre Sylvain |
2016 |
| hal-01367717 |
Velocity of the L-branching Brownian motion |
Pain Michel |
2016 |
| hal-01362314 |
A semiparametric model for Generalized Pareto regression based on a dimension reduction assumption |
Hambuckers Julien Heuchenne Cédric Lopez Olivier |
2016 |
| hal-01362059 |
Randomized filtering and Bellman equation in Wasserstein space for partial observation control problem |
Bandini Elena Cosso Andrea Fuhrman Marco Pham Huyên |
2016 |
| hal-01361829 |
The densest subgraph problem in sparse random graphs |
Salez Justin Anantharam Venkat |
2016 |
| hal-01361825 |
The interpolation method for random graphs with prescribed degrees |
Salez Justin |
2016 |
| hal-01361811 |
Comments on: Probability enhanced effective dimension reduction for classifying sparse functional data by Yao, F., Wu, Y. and Zou, J. |
Biau Gérard Levrard Clément |
2016 |
| hal-01361796 |
A random forest guided tour (with comments and a rejoinder by the authors) |
Biau Gérard Scornet Erwan |
2016 |
| hal-01361789 |
COBRA: A Combined Regression Strategy |
Biau Gérard Fischer Aurélie Guedj Benjamin Malley James |
2016 |
| hal-01361789 |
COBRA: A Combined Regression Strategy |
Biau Gérard Fischer Aurélie Guedj Benjamin Malley James |
2016 |
| hal-01361770 |
A general HJM framework for multiple yield curve modeling |
Cuchiero Christa Fontana Claudio Gnoatto Alessandro |
2016 |
| hal-01361730 |
Generalized Poland-Scheraga denaturation model and two-dimensional renewal processes |
Giacomin Giambattista Khatib Maha |
2016 |
| hal-01361671 |
Fixation probability in a two-locus intersexual selection model |
Guillermo Durand Lessard Sabin |
2016 |
| hal-01360876 |
The difficulties of scientific life in occupied France |
Mazliak Laurent |
2016 |
| hal-01358648 |
Entropic Ricci curvature bounds for discrete interacting systems |
Fathi Max Maas Jan |
2016 |
| hal-01355715 |
A note on dynamical models on random graphs and Fokker-Planck equations |
Delattre Sylvain Giacomin Giambattista Luçon Eric |
2016 |
| hal-01350893 |
Finite-Time and -Size Scalings in the Evaluation of Large Deviation Functions Part I: Analytical Study using a Birth-Death Process |
Nemoto Takahiro Guevara Hidalgo Esteban Lecomte Vivien |
2016 |
| hal-01349773 |
Robustness of the Parsimonious Reconciliation Method in Cophylogeny |
Urbini Laura Sinaimeri Blerina Matias Catherine Sagot Marie-France |
2016 |
| hal-01348828 |
Optimal trading policies for wind energy producer |
Tan Zongjun Tankov Peter |
2016 |
| hal-01346341 |
A (New) Versatile Statistic for Genome-Wide Association Studies |
Perduca Vittorio Nuel Grégory |
2016 |
| hal-01344869 |
Modelling the Variability of the Wind Energy Resource on Monthly and Seasonal Timescales |
Alonzo Bastien Ringkjob Hans-Kristian Jourdier Benedicte Drobinski Philippe Plougonven Riwal Tankov Peter |
2016 |
| hal-01343862 |
Semi-Parametric Estimation of Survival in Age-Dependent Genetic Disease. Application to the Transthyretin-related Hereditary Amyloidosis |
Alarcon Flora Nuel Gregory Planté-Bordeneuve Violaine |
2016 |
| hal-01343106 |
Application of Belief Propagation to Genome-Wide Association Studies |
Perduca Vittorio Nuel Grégory |
2016 |
| hal-01343103 |
A New Versatile Statistic for Genome-Wide Association Studies |
Perduca Vittorio Nuel Grégory |
2016 |
| hal-01342983 |
Asymptotic periodicity in networks of degrade-and-fire oscillators |
Blumenthal Alex Fernandez Bastien |
2016 |
| hal-01340631 |
Wave Generation in Unidirectional Chains of Idealized Neural Oscillators |
Fernandez Bastien Mintchev Stanislav M. |
2016 |
| hal-01338806 |
Sur l'exemple d'Euler d'une fonction CMO |
Kahane Jean-Pierre Saias Eric |
2016 |
| hal-01338023 |
REGULAR VARIATION OF A RANDOM LENGTH SEQUENCE OF RANDOM VARIABLES AND APPLICATION TO RISK ASSESSMENT |
Tillier C Wintenberger O |
2016 |
| hal-01337515 |
Randomized dynamic programming principle and Feynman-Kac representation for optimal control of McKean-Vlasov dynamics |
Bayraktar Erhan Cosso Andrea Pham Huyên |
2016 |
| hal-01336913 |
Rates of convergence for robust geometric inference |
Chazal F Massart P Michel B |
2016 |
| hal-01336837 |
The vacant set of two-dimensional critical random interlacement is infinite |
Comets Francis Popov Serguei |
2016 |
| hal-01336238 |
Exercices sur les temps locaux de semi-martingales continues et les excursions browniennes |
Mallein Bastien Yor Marc |
2016 |
| hal-01332630 |
Parametric inference for discrete observations of diffusion processes with mixed effects |
Delattre Maud Genon-Catalot Valentine Larédo Catherine |
2016 |
| hal-01332360 |
Convex lattice polygonal lines with a constrained number of vertices |
Bureaux Julien Enriquez Nathanaël |
2016 |
| hal-01328196 |
Erratum: Optimal stopping time problem in a general framework |
Kobylanski Magdalena Quenez Marie-Claire |
2016 |
| hal-01327412 |
Adaptive kernel estimation of the baseline function in the Cox model with high-dimensional covariates |
Guilloux Agathe Lemler Sarah Taupin Marie-Luce |
2016 |
| hal-01326224 |
A new method for estimation and model selection: ρ-estimation |
Baraud Yannick Birgé Lucien Sart Mathieu |
2016 |
| hal-01320331 |
The Parareal Algorithm for American Options |
Pagès Gilles Pironneau Olivier Sall Guillaume |
2016 |
| hal-01317748 |
Finding solutions of fuzzy polynomial equations systems by an Algebraic method |
Boroujeni Marziyeh Basiri Abdolali Rahmany Sajjad Valibouze Annick |
2016 |
| hal-01317611 |
Analytic approach for reflected Brownian motion in the quadrant |
Franceschi Sandro Kurkova Irina Raschel Kilian |
2016 |
| hal-01316478 |
Driven interfaces: from flow to creep through model reduction |
Agoritsas Elisabeth García-García Reinaldo Lecomte Vivien Truskinovsky Lev Vandembroucq Damien |
2016 |
| hal-01316122 |
Rate of convergence for polymers in a weak disorder |
Comets Francis Liu Quansheng |
2016 |
| hal-01314781 |
RHO-ESTIMATORS REVISITED: GENERAL THEORY AND APPLICATIONS |
Baraud Yannick Birgé Lucien |
2016 |
| hal-01314680 |
Large Deviations for the Branching Brownian Motion in Presence of Selection or Coalescence |
Derrida Bernard Shi Zhan |
2016 |
| hal-01313125 |
Estimating jump intensity and detecting jump instants in the context of p derivatives |
Bosq Denis |
2016 |
| hal-01312510 |
RHO-ESTIMATORS FOR SHAPE RESTRICTED DENSITY ESTIMATION |
Baraud Yannick Birgé Lucien |
2016 |
| hal-01307105 |
A random forest guided tour |
Biau Gérard Scornet Erwan |
2016 |
| hal-01306340 |
Neural Random Forests |
Biau Gérard Scornet Erwan Welbl Johannes |
2016 |
| hal-01306340 |
Neural Random Forests |
Biau Gérard Scornet Erwan Welbl Johannes |
2016 |
| hal-01304927 |
Large deviations for power-law thinned Lévy processes |
Aïdekon E. van der Hofstad R. Kliem S. van Leeuwaarden J.S.H. |
2016 |
| hal-01304311 |
On Euler's example of a completely multiplicative function with sum 0 |
Kahane Jean-Pierre Saias Eric |
2016 |
| hal-01303788 |
Microorganisms linked to inflammatory bowel disease-associated dysbiosis differentially impact host physiology in gnotobiotic mice |
Hoffmann Thomas W Pham Hang-Phuong Bridonneau Chantal Aubry Camille Lamas Bruno Martin-Gallausiaux Camille Moroldo Marco Rainteau Dominique Lapaque Nicolas Six Adrien Richard Mathias L Fargier Emilie Le Guern Marie-Emmanuelle Langella Philippe Sokol Harry ... |
2016 |
| hal-01302289 |
Dynamic programming for optimal control of stochastic McKean-Vlasov dynamics |
Pham Huyên Wei Xiaoli |
2016 |
| hal-01301442 |
Resilience to Contagion in Financial Networks |
Amini Hamed Cont Rama Minca Andreea |
2016 |
| hal-01299325 |
Adaptive estimation of the baseline hazard function in the Cox model by model selection, with high-dimensional covariates |
Guilloux Agathe Lemler Sarah Taupin Marie-Luce |
2016 |
| hal-01298861 |
Nested polynomial trends for the improvement of Gaussian process-based predictors |
Perrin Guillaume Soize Christian Garnier Josselin Sophie Marque-Pucheu |
2016 |
| hal-01298615 |
On valuing stochastic perpetuities using new long horizon stock price models distinguishing booms, busts, and balanced markets |
Madan D.B. Yor M. |
2016 |
| hal-01292817 |
On the number of lattice convex chains |
Bureaux Julien Enriquez Nathanaël |
2016 |
| hal-01291909 |
Rate of convergence of the Nanbu particle system for hard potentials and Maxwell molecules |
Fournier N. Mischler Stéphane |
2016 |
| hal-01291344 |
Local limit theorems and renewal theory with no moments |
Alexander Kenneth S. Berger Quentin |
2016 |
| hal-01291340 |
Local asymptotics for the first intersection of two independent renewals |
Alexander Kenneth S. Berger Quentin |
2016 |
| hal-01288587 |
Sur l’exemple d’Euler d’une fonction complètement multiplicative de somme nulle |
Kahane Jean-Pierre Saïas Eric |
2016 |
| hal-01288230 |
Probabilistic Models for the (sub)Tree(s) of Life |
Lambert Amaury |
2016 |
| hal-01287521 |
Impact of subsampling and tree depth on random forests |
Duroux Roxane Scornet Erwan |
2016 |
| hal-01287143 |
The comb representation of compact ultrametric spaces |
Lambert Amaury Uribe Bravo Geronimo |
2016 |
| hal-01286515 |
Pathwise integration with respect to paths of finite quadratic variation |
Ananova Anna Cont Rama |
2016 |
| hal-01284884 |
A new statistical method for curve group analysis of longitudinal gene expression data illustrated for breast cancer in the NOWAC postgenome cohort as a proof of principle |
Lund Eiliv Holden Lars Bøvelstad Hege Plancade Sandra Mode Nicolle Günther Clara-Cecilie Nuel Gregory Thalabard Jean-Christophe Holden Marit |
2016 |
| hal-01279440 |
An Adaptive Ridge Procedure for L-0 Regularization |
Frommlet Florian Nuel Gregory |
2016 |
| hal-01275275 |
On empirical distribution function of high-dimensional Gaussian vector components with an application to multiple testing |
Delattre S. Roquain E. |
2016 |
| hal-01273774 |
¬The beginnings of the Soviet encyclopedia. |
Mazliak Laurent |
2016 |
| hal-01271516 |
Convergence in total variation distance for a third order scheme for one dimensional diffusion process |
Rey Clément |
2016 |
| hal-01270909 |
Fungal microbiota dysbiosis in IBD. |
Sokol Harry Leducq Valentin Aschard Hugues Pham Hang-Phuong Jegou Sarah Landman Cecilia Cohen David Liguori Giuseppina Bourrier Anne Nion-Larmurier Isabelle Cosnes Jacques Seksik Philippe Langella Philippe Skurnik David Richard Mathias L Beaugerie Laurent ... |
2016 |
| hal-01270565 |
Improving HMD mortality estimates with HFD fertility data |
Boumezoued Alexandre |
2016 |
| hal-01269722 |
A new look at short-term implied volatility in asset price models with jumps |
Mijatovic A. Tankov P. |
2016 |
| hal-01269717 |
Tails of weakly dependent random vectors |
Tankov P. |
2016 |
| hal-01267535 |
The mirrors model: macroscopic diffusion without noise or chaos |
Chiffaudel Y. Lefevere R. |
2016 |
| hal-01266220 |
Weak approximation of martingale representations |
Cont R. Lu Y. |
2016 |
| hal-01266184 |
Stochastic integration by parts and Functional Ito calculus |
Bally V. Caramellino L. Cont R. |
2016 |
| hal-01265486 |
Quantifying age-dependent extinction from species phylogenies |
Alexander H.K. Lambert A. Stadler T. |
2016 |
| hal-01264005 |
. The number of accessible paths in the hypercube |
Berestycki J. Brunet E. Shi Z. |
2016 |
| hal-01263766 |
CVaR hedging using quantization based stochastic approximation algorithm |
Bardou O. Frikha N. Pagès G. |
2016 |
| hal-01263216 |
On the sizes of burnt and fireproof components for fires on a large Cayley tree |
Marzouk C. |
2016 |
| hal-01263213 |
Fires on large recursive trees |
Marzouk C. |
2016 |
| hal-01263185 |
Lévy Copulas: Review of Recent Results |
Tankov P. |
2016 |
| hal-01263163 |
The different asymptotic regimes of nearly unstable autoregressive processes |
Jaisson T. Rosenbaum M. |
2016 |
| hal-01262593 |
Discreteness effects in population dynamics |
Guevara Hidalgo Esteban Lecomte Vivien |
2016 |
| hal-01262397 |
Population dynamics method with a multi-canonical feedback control |
Nemoto Takahiro Bouchet Freddy Jack Robert L. Lecomte Vivien |
2016 |
| hal-01262117 |
Ergodicity for a stochastic Hodgkin–Huxley model driven by Ornstein–Uhlenbeck type input |
Höpfner R. LÖcherbach E. Thieullen M. |
2016 |
| hal-01261400 |
An optimal trading problem in intraday electricity markets |
Aïd R. Gruet P. Pham H. |
2016 |
| hal-01258922 |
Goodness-of-fit tests for extended Log-GARCH models |
Francq Christian Wintenberger Olivier Zakoïan Jean-Michel |
2016 |
| hal-01257022 |
Propagation of chaos for the Landau equation with moderately soft potentials |
Fournier Nicolas Hauray Maxime |
2016 |
| hal-01255369 |
Is it possible to detect G×E interactions in GWAS when causal exposure is unobserved? |
Alarcon Flora Perduca Vittorio Nuel Gregory |
2016 |
| hal-01255002 |
Random Forests and Kernel Methods |
Scornet Erwan |
2016 |
| hal-01235335 |
Randomization method and backward SDEs for optimal control of partially observed path-dependent stochastic systems |
Bandini Elena Cosso Andrea Fuhrman Marco Pham Huyên |
2016 |
| hal-01222870 |
Exponential inequalities for unbounded functions of geometrically ergodic Markov chains. Applications to quantitative error bounds for regenerative Metropolis algorithms |
Wintenberger Olivier |
2016 |
| hal-01211302 |
A combinatorial theory of random matrices III: random walks on $\mathfrak{S}(N)$, ramified coverings and the $\mathfrak{S}(\infty)$ Yang-Mills measure |
Gabriel Franck |
2016 |
| hal-01141691 |
Pinning on a defect line: characterization of marginal disorder relevance and sharp asymptotics for the critical point shift |
Berger Quentin Lacoin Hubert |
2016 |
| hal-01141228 |
Tree-based censored regression with applications in insurance |
Lopez Olivier Milhaud Xavier Thérond Pierre-Emmanuel |
2016 |
| hal-01140119 |
Long signal change-point detection |
Biau Gérard Bleakley Kevin Mason David |
2016 |
| hal-01140119 |
Long signal change-point detection |
Biau Gérard Bleakley Kevin Mason David |
2016 |
| hal-01121585 |
Discrete Hammersley's Lines with sources and sinks |
Basdevant A-L Enriquez N Gerin L Gouéré J-B |
2016 |
| hal-01102806 |
HAWKES PROCESSES ON LARGE NETWORKS |
Delattre Sylvain Fournier Nicolas Hoffmann Marc |
2016 |
| hal-01101970 |
Nonparametric weighted estimators for biased data |
Comte Fabienne Rebafka Tabea |
2016 |
| hal-01100604 |
A multitype sticky particle construction of Wasserstein stable semigroups solving one-dimensional diagonal hyperbolic systems with large monotonic data |
Jourdain Benjamin Reygner Julien |
2016 |
| hal-01071396 |
Long time asymptotics for fully nonlinear Bellman equations: a Backward SDE approach |
Cosso Andrea Fuhrman Marco Pham Huyen |
2016 |
| hal-01066954 |
Robust feedback switching control: dynamic programming and viscosity solutions |
Bayraktar Erhan Cosso Andrea Pham Huyen |
2016 |
| hal-01011501 |
Fluctuations at the edges of the spectrum of the full rank deformed GUE |
Capitaine Mireille Péché S. |
2016 |
| hal-00983930 |
The interpolation method for random graphs with prescribed degrees |
Salez Justin |
2016 |
| hal-00973918 |
Optimal learning with Bernstein Online Aggregation |
Wintenberger Olivier |
2016 |
| hal-00966808 |
A new method for estimation and model selection: $\rho$-estimation |
Baraud Yannick Birgé Lucien Sart Mathieu |
2016 |
| hal-00947749 |
A Parametrix Approach for some Degenerate Stable Driven SDEs |
Huang Lorick Menozzi Stephane |
2016 |
| hal-00919079 |
The densest subgraph problem in sparse random graphs |
Anantharam Venkat Salez Justin |
2016 |
| hal-00870585 |
Multi-level stochastic approximation algorithms |
Frikha Noufel |
2016 |
| hal-00869883 |
Existence and regularity of solution for a Stochastic Cahn-Hilliard/Allen-Cahn equation with unbounded noise diffusion |
Antonopoulou Dimitra Karali Geogia Millet Annie |
2016 |
| hal-00807258 |
Estimation for stochastic differential equations with mixed effects. |
Genon-Catalot Valentine Larédo Catherine |
2016 |
| hal-00768526 |
Partial Splitting of Longevity and Financial Risks: The Longevity Nominal Choosing Swaptions |
Bensusan Harry El Karoui Nicole Loisel Stéphane Salhi Yahia |
2016 |
| hal-00596684 |
Prefixes of minimal factorisations of a cycle |
Lévy Thierry |
2016 |
| hal-00555139 |
An estimation method for the chi-square divergence with application to test of hypotheses |
Broniatowski Michel Leorato Samantha |
2016 |
| hal-00430262 |
Bivariate Cox model and copulas |
Achibi Mohamed Broniatowski Michel |
2016 |
| ensl-01400946 |
Beyond universality in random matrix theory |
Edelman A Guionnet Alice Péché S |
2016 |
| PMA-1683 |
Probabilistic Models for the (sub)Tree(s) of Life. |
A. LAMBERT |
2016 |
| PMA-1682 |
The comb representation of compact ultrametric spaces. |
A. LAMBERT, G. URIBE BRAVO |
2016 |
| PMA-1681 |
Pathwise integration with respect to paths of finite quadratic variation. |
A. ANANOVA, R. CONT |
2016 |
| PMA-1680 |
Extreme current fluctuations of boundary-driven systems in the large-N limit. |
Y. BAEK, Y. KAFRI, V. LECOMTE |
2016 |
| PMA-1679 |
Population dynamics method with a multi-canonical feedback control. |
T. NEMOTO, F. BOUCHET, R.L. JACK, , V. LECOMTE |
2016 |
| PMA-1678 |
Distribution of zeros in the rough geometry of fluctuating interfaces. |
A.L. ZAMORATEGUI, V. LECOMTE, A.B. KOLTON |
2016 |
| PMA-1677 |
Discreteness Effects in Population Dynamics. |
E. GUEVARA HIDALGO, V. LECOMTE |
2016 |
| PMA-1676 |
Bellman equation and viscosity solutions for mean-field stochastic control problem. |
H. PHAM, X. WEI |
2016 |
| PMA-1675 |
Estimation and clustering in a semiparametric Poisson process stochastic block model for longitudinal networks: Semiparametric estimation in PPSBM. |
C. MATIAS, T. REBAFKA, F. VILLERS |
2016 |
| tel-02003233 |
Pathwise functional calculus and applications to continuous-time finance |
Riga Candia |
2015 |
| tel-01333844 |
Dynamics of limit order book : statistical analysis, modelling and prediction |
Huang Weibing |
2015 |
| tel-01306427 |
Singular KPZ Type Equations |
Bruned Yvain |
2015 |
| tel-01288081 |
Dynamics of limit orders book: statistical analysis, modelisation and prediction |
Huang Weibing |
2015 |
| tel-01266156 |
Modeling, optimization and estimation for the on-line control of trading algorithms in limit-order markets |
Fernandez Tapia Joaquin |
2015 |
| tel-01250221 |
Learning with random forests |
Scornet Erwan |
2015 |
| tel-01238618 |
Some problems of statistics and optimal control for stochastic processes in the field of electricity markets prices modeling |
Gruet Pierre |
2015 |
| tel-01235080 |
A Statistical Approach to Topological Data Analysis |
Michel Bertrand |
2015 |
| tel-01213197 |
Dynamical aspects of a moving front model of mean-field type |
Cortines Aser |
2015 |
| tel-01203305 |
Contributions to multiple testing theory for high-dimensional data |
Roquain Etienne |
2015 |
| tel-01188650 |
Branching random walks, time-inhomogeneous environment, selection |
Mallein Bastien |
2015 |
| tel-01180711 |
Univariate and multivariate quantiles, probabilistic and statistical approaches : radar applications |
Decurninge Alexis |
2015 |
| tel-01180708 |
Stable-driven SDEs: a Parametrix Approach to Heat Kernel Estimates with an Application to Stochastic Algorithms |
Huang Lorick |
2015 |
| tel-01177197 |
Concentration results on extreme value theory |
Thomas Maud |
2015 |
| tel-01168589 |
Backward stochastic differential equations and stochastic control and applications to mathematical finance |
Choukroun Sébastien |
2015 |
| tel-01167855 |
Some integrable models in the KPZ universality class |
Barraquand Guillaume |
2015 |
| tel-01164581 |
Validation croisée et pénalisation pour l'estimation de densité |
Magalhães Nelo |
2015 |
| tel-01161734 |
Modeling of the price microstructure and applications of stochastic control to algorithmic trading. |
Fodra Pietro |
2015 |
| tel-01146830 |
Forêts aléatoires et sélection de variables : analyse des données des enregistreurs de vol pour la sécurité aérienne |
Gregorutti Baptiste |
2015 |
| tel-01102714 |
Study of some fractal and pathwise properties of continuous branching processes |
Duhalde Jean-Pierre |
2015 |
| hal-02879243 |
Mean-variance hedging under multiple defaults risk |
Choukroun Sebastien Goutte Stéphane Ngoupeyou Armand |
2015 |
| hal-02879222 |
The use of BSDEs to characterize the mean–variance hedging problem and the variance optimal martingale measure for defaultable claims |
Goutte Stéphane Ngoupeyou Armand |
2015 |
| hal-02504289 |
FIXED POINTS IN MULTIPLE EQUILIBRIA PROBABILITY-MIGRATION MODELS |
Garcon Manuel Garnier Josselin Omrane A. |
2015 |
| hal-02148309 |
A CONDITIONAL MARKOV REGIME SWITCHING MODEL TO STUDY MARGINS: APPLICATION TO THE FRENCH FUEL RETAIL MARKETS |
Boroumand Raphael Homayoun Goutte Stéphane Porcher Simon Porcher Thomas |
2015 |
| hal-02025492 |
Maladie gélatineuse de la plèvre : une entité rare et parfois isolée. À propos d’une observation |
Bronstein A. Campione U. Riviére E. André M. Grassin F. Paleiron N. |
2015 |
| hal-01979836 |
Early-Onset Atopic Dermatitis in Children: Which Are the Phenotypes at Risk of Asthma? Results from the ORCA Cohort |
Amat Flore Saint-Pierre Philippe Bourrat Emmanuelle Nemni Ariane Couderc Rémy Boutmy-Deslandes Emmanuelle Sahraoui Fatiha Pansé Isabelle Bagot Martine Fouéré Sébastien Just Jocelyne Chatenoud Lucienne |
2015 |
| hal-01935926 |
Grouped variable importance with random forests and application to multiple functional data analysis |
Gregorutti Baptiste Michel Bertrand Saint-Pierre Philippe |
2015 |
| hal-01890474 |
Asymptotic Behavior of Local Times of Compound Poisson Processes with Drift in the Infinite Variance Case |
Lambert Amaury Simatos Florian |
2015 |
| hal-01874814 |
Modified logarithmic Sobolev inequalities for canonical ensembles |
Fathi Max |
2015 |
| hal-01806262 |
ECOC comparison exercise with identical thermal protocols after temperature offset correction – instrument diagnostics by in-depth evaluation of operational parameters |
Panteliadis P. Hafkenscheid T. Cary B. Diapouli E. Fischer A. Favez O. Quincey P. Viana M. Hitzenberger R. Vecchi R. Saraga D. Sciare J. Jaffrezo J. John A. Schwarz J. Giannoni M. Novak J. Karanasiou A. Fermo P. Maenhaut W. |
2015 |
| hal-01729692 |
Critical exponent and bottom of the spectrum in pinched negative curvature |
Roblin Thomas Tapie Samuel |
2015 |
| hal-01721375 |
Interface Motion in Random Media |
Bodineau T. Teixeira A. |
2015 |
| hal-01696432 |
MIXING TIME OF A KINETICALLY CONSTRAINED SPIN MODEL ON TREES: POWER LAW SCALING AT CRITICALITY |
Cancrini N. Martinelli F. Roberto C. Toninelli C. |
2015 |
| hal-01485724 |
Interest Rate Modeling: Post-Crisis Challenges and Approaches. |
Grbac Zorana Runggaldier Wolfgang J. |
2015 |
| hal-01485698 |
A Lévy HJM multiple-curve model with application to CVA computation |
Grbac Zorana Crépey Stéphane Ngor Nathalie Skovmand David |
2015 |
| hal-01485693 |
Affine LIBOR models with multiple curves: theory, examples and calibration. |
Grbac Zorana Papapantoleon Antonis Schoenmakers John Skovmand David |
2015 |
| hal-01477415 |
Ciascuno secondo il proprio mestiere |
Mazliak Laurent Tazzioli Rossana |
2015 |
| hal-01436798 |
Passive synthetic aperture imaging |
Garnier Josselin Papanicolaou George |
2015 |
| hal-01436794 |
Paraxial approximation for a general random hyperbolic system |
Garnier Josselin Sølna Knut |
2015 |
| hal-01436789 |
On effective attenuation in multiscale composite media |
Garnier Josselin Sølna Knut |
2015 |
| hal-01428019 |
Prediction of human population responses to toxic compounds by a collaborative competition. |
Eduati Federica Mangravite Lara M Wang Tao Tang Hao Bare J Christopher Huang Rui Norman Thea Kellen Mike Menden Michael P Yang Yang Zhan Xiaowei Zhong Rui Xiao Guanghua Xia Menghang Abdo Nour Kosyk Oksana Friend Stephen Stolovitzky Gustavo Dearry Allen Ti ... |
2015 |
| hal-01415104 |
Influence of Disorder For the Polymer Pinning Model |
Berger Quentin |
2015 |
| hal-01396575 |
Discussion of "Hypotheses testing by convex optimization |
Birgé Lucien |
2015 |
| hal-01396571 |
About the non-asymptotic behavior of Bayes estimators |
Birgé Lucien |
2015 |
| hal-01376569 |
A weighted bootstrap procedure for divergence minimization problems |
Broniatowski Michel |
2015 |
| hal-01361750 |
Ergodic properties of equilibrium measures for smooth three dimensional flows |
Ledrappier Francois Lima Yuri Sarig Omri |
2015 |
| hal-01322443 |
Maximal displacement in the $d$-dimensional branching Brownian motion |
Mallein Bastien |
2015 |
| hal-01301802 |
The maximal drawdown of the Brownian meander |
Hu Yueyun Shi Zhan Yor Marc |
2015 |
| hal-01284275 |
Convergence Rates for Persistence Diagram Estimation in Topological Data Analysis |
Chazal Frédéric Glisse Marc Labruère Catherine Michel Bertrand |
2015 |
| hal-01283087 |
Landau damping in the Kuramoto model |
Fernandez Bastien Gérard-Varet David Giacomin Giambattista |
2015 |
| hal-01277584 |
Why Do Markets Crash? Bitcoin Data Offers Unprecedented Insights |
Donier Jonathan Bouchaud Jean-Philippe |
2015 |
| hal-01275563 |
Branching random walks |
Shi Z. |
2015 |
| hal-01272095 |
Asymptotic h-expansiveness rate of C∞ maps |
Burguet D. Liao G. Yang J. |
2015 |
| hal-01272093 |
Jumps of entropy for Cr interval maps |
Burguet D. |
2015 |
| hal-01269715 |
Numerical methods for the quadratic hedging problem in Markov models with jumps |
de Franco C. Tankov P. Warin X. |
2015 |
| hal-01269692 |
Les mathématiques du hasard, outil de l’expérience citoyenne |
Mazliak L. |
2015 |
| hal-01269683 |
Volterra and the journeys of French students in the 1910s |
Mazliak L. |
2015 |
| hal-01269672 |
Le Traité du calcul des probabilités et de ses applications: étendue et limites d'un projet borélien de grande envergure (1921-1939) |
Bustamante M.-C. Cléry M. Mazliak L. |
2015 |
| hal-01269663 |
On the centralizer of an infinite mixing rank one transformation |
Ryzhikov V. Thouvenot J.-P. |
2015 |
| hal-01266376 |
On the Douglas-Kazakov phase transition - Weighted potential theory under constraint for probabilists |
Lévy Thierry Maïda Mylène |
2015 |
| hal-01266348 |
Matsumoto–Yor Process and Infinite Dimensional Hyperbolic Space |
Bougerol P. |
2015 |
| hal-01266207 |
The end of the waterfall: default resources of central counterparties |
Cont R. |
2015 |
| hal-01265545 |
Cooperative strings and glassy interfaces |
Salez Thomas Salez Justin Dalnoki-Veress K. Raphael E. Forrest J.A. |
2015 |
| hal-01265077 |
Batched Bandit Problems |
Perchet Vianney Rigollet Philippe Chassang Sylvain Snowberg Erik |
2015 |
| hal-01265076 |
Online learning in repeated auctions |
Perchet Vianney Rigollet Philippe Weed John |
2015 |
| hal-01265075 |
Gains and Losses are Fundamentally Different in Regret Minimization: The Sparse Case |
Perchet Vianney Kwon Joon |
2015 |
| hal-01264465 |
A Processual Model for Functional Analyses of Carcinogenesis in the Prospective Cohort Design |
Lund E. Plancade S. Nuel G. Bovelstad H. Thalabard J.-C. |
2015 |
| hal-01264454 |
Editorial: Réseaux Bayésiens et Modèles Graphiques Probabilistes |
Leray Pascal Nuel G. |
2015 |
| hal-01264324 |
Erratum : On Omri Sarig's work on the dynamics on surfaces |
Ledrappier F. |
2015 |
| hal-01263805 |
Limiting results for the free energy of directed polymers in random environment with unbounded jumps |
Comets F. Fukushima R. Nakajima S. Yoshida N. |
2015 |
| hal-01263773 |
Introduction to vector quantization and its applications for numerics* |
Pagès G. |
2015 |
| hal-01263734 |
From coherent shocklets to giant collective incoherent shock waves in nonlocal turbulent flows |
Xu G. Vocke D. Faccio D. Garnier J. Roger T. Trillo Stefano Picozzi A. |
2015 |
| hal-01263375 |
A global homogeneity test for high-dimensional linear regression |
Charbonnier Camille Verzelen Nicolas Villers Fanny |
2015 |
| hal-01263366 |
Weak transport inequalities and applications to exponential and oracle inequalities |
Wintenberger Olivier |
2015 |
| hal-01263358 |
The generalized density approach in progressive enlargement of filtrations |
Jiao Ying Li Shanqiu |
2015 |
| hal-01263286 |
Tail index estimation, concentration and adaptivity |
Boucheron S. Thomas M. |
2015 |
| hal-01263282 |
About adaptive coding on countable alphabets: max-stable envelope classes |
Boucheron S. Gassiat E. Ohanessian M. |
2015 |
| hal-01263265 |
Lectures on the nearest neighbor method |
Biau Gérard Devroye L. |
2015 |
| hal-01263265 |
Lectures on the nearest neighbor method |
Biau Gérard Devroye L. |
2015 |
| hal-01263181 |
Large tick assets: implicit spread and optimal tick size |
Dayri K. Rosenbaum M. |
2015 |
| hal-01263172 |
Long time asymptotics for optimal investment |
Rosenbaum M. Yor M. |
2015 |
| hal-01262799 |
Around Tsirelson's equation, or: The evolution process may not explain everything |
Yano K. Yor M. |
2015 |
| hal-01262791 |
Some topics in probability theory |
Yen J.-Y. Yor M. |
2015 |
| hal-01262773 |
On two results of P. Deheuvels |
Yen J.-Y. Yor M. |
2015 |
| hal-01262752 |
On increasing risk, inequality and poverty measures: peacocks, lyrebirds and exotic options |
Ewald C.O. Yor M. |
2015 |
| hal-01262599 |
Distribution of zeros in the rough geometry of fluctuating interfaces |
Zamorategui Arturo Lecomte Vivien Kolton Alejandro B. |
2015 |
| hal-01262110 |
Simulation of SPDEs for excitable media using finite elements |
Boulakia Muriel Genadot A. Thieullen M. |
2015 |
| hal-01262075 |
Implied volatility of basket options at extreme strikes |
Gulisashvili A. Tankov P. |
2015 |
| hal-01261418 |
Estimation of volatility functionals: the case of a √n window |
Jacod J. Rosenbaum M. |
2015 |
| hal-01261386 |
Long time asymptotics for optimal investment |
Pham H. |
2015 |
| hal-01261362 |
High frequency trading and asymptotics for small risk aversion in a Markov renewal model |
Fodra P. Pham H. |
2015 |
| hal-01261353 |
Semi-Markov model for market microstructure |
Fodra P. Pham H. |
2015 |
| hal-01261319 |
Greedy vector quantization |
Luschgy H. Pagès G. |
2015 |
| hal-01261313 |
Recursive Marginal Quantization of the Euler Scheme of a Diffusion Process |
Pagès G. Sagna A. |
2015 |
| hal-01260487 |
The ghosts of the École Normale |
Mazliak L. |
2015 |
| hal-01260484 |
From the Italian-Austrian front: selected writings by Italian mathematicians at war |
Mazliak L. Tazzioli R. |
2015 |
| hal-01260470 |
Optimised probabilistic active learning (OPAL): for fast, non-myopic, cost-sensitive active classification |
Krempl G. Kottke D. Lemaire V. |
2015 |
| hal-01260462 |
Time reversal dualities for some random forests |
Davila Felipe M. Lambert A. |
2015 |
| hal-01260038 |
Fixed points in multiple equilibria probability-migration models |
Garçon M. Garnier J. Omrane A. |
2015 |
| hal-01260031 |
White-noise paraxial approximation for a general random hyperbolic system |
Garnier J. Solna K. |
2015 |
| hal-01260026 |
On effective attenuation in multiscale composite media |
Garnier J. Solna K. |
2015 |
| hal-01260023 |
Passive Synthetic Aperture Imaging |
Garnier J. Papanicolaou G. |
2015 |
| hal-01259300 |
Mean-variance hedging under multiple defaults risk |
Choukroun S. Goutte S. Ngoupeyou A. |
2015 |
| hal-01259289 |
Higher order sliding modes manifold design via singular LQ control |
Castillo I. Jimenez-Lizarraga M. Ibarra E. |
2015 |
| hal-01256833 |
EM for mixtures-Initialization requires special care |
Baudry Jean-Patrick Celeux Gilles |
2015 |
| hal-01252897 |
A Bernstein-von Mises theorem for smooth functionals in semiparametric models |
Castillo Ismael Rousseau Judith |
2015 |
| hal-01252805 |
Critical branching Brownian motion with absorption: Particle configurations |
Berestycki J. Berestycki N. Schweinsberg J. |
2015 |
| hal-01252794 |
Lévy Processes with Marked Jumps I: Limit Theorems |
Delaporte C. |
2015 |
| hal-01250277 |
Retrieval and classification methods for textured 3D models: a comparative study |
Biasotti S Cerri A Aono M Ben Hamza A Garro V Giachetti A. Giorgi D Godil A Li C Sanada C Spagnuolo Michela Tatsuma A Velasco-Forero Santiago |
2015 |
| hal-01245443 |
Invariant measure of duplicated diffusions and application to Richardson–Romberg extrapolation |
Lemaire V. Pagès G. Panloup Fabien |
2015 |
| hal-01245249 |
Macroscopic behavior of heterogenous populations with fast random life histories |
Boumezoued Alexandre |
2015 |
| hal-01242935 |
Exact packing measure of the range of ψ-Super Brownian motions |
Duhalde Xan Duquesne Thomas |
2015 |
| hal-01237039 |
Online Learning and Game Theory. A quick overview with recent results and applications |
Faure Mathieu Gaillard Pierre Gaujal Bruno Perchet Vianney |
2015 |
| hal-01235234 |
Discrete time McKean-Vlasov control problem: a dynamic programming approach |
Pham Huyên Wei Xiaoli |
2015 |
| hal-01226849 |
Weak noise and non-hyperbolic unstable fixed points: sharp estimates on transit and exit times |
Giacomin G. Merle M. |
2015 |
| hal-01226832 |
Bayesian linear regression with sparse priors |
Castillo I. Schmidt-Hieber J. van der Vaart A. |
2015 |
| hal-01221748 |
A Random Forest Guided Tour |
Biau Gérard Scornet Erwan |
2015 |
| hal-01216406 |
[Drug-induced pancreatitis. A review of French spontaneous reports]. |
Chebane L Bagheri H Hillaire-Buys D Géniaux H Yahioui N Laroche Marie-Laure Cottin J Spreux A Mosquet B Pecriaux C Bellet F. Lambert A Montastruc J-L |
2015 |
| hal-01215350 |
Measuring mortality heterogeneity with multi-state models and interval-censored data |
Boumezoued Alexandre El Karoui Nicole Loisel Stéphane |
2015 |
| hal-01215176 |
Necessary and sufficient conditions for the existence of $\alpha$-determinantal processes |
Maunoury Franck |
2015 |
| hal-01214681 |
Maximal displacement in a branching random walk through interfaces |
Mallein Bastien |
2015 |
| hal-01214677 |
The most visited sites of biased random walks on trees |
Hu Yueyun Shi Zhan |
2015 |
| hal-01214672 |
On the critical curves of the pinning and copolymer models in correlated Gaussian environment |
Berger Quentin Poisat Julien |
2015 |
| hal-01214647 |
Poisson-Dirichlet Statistics for the extremes of the two-dimensional discrete Gaussian free field |
Arguin Louis-Pierre Zindy Olivier |
2015 |
| hal-01214605 |
Velocity of the $L$-branching Brownian motion |
Pain Michel |
2015 |
| hal-01214243 |
LINES ON THE HORIZON |
Guerraggio Angelo Jaeck Frédéric Mazliak Laurent |
2015 |
| hal-01211285 |
Improved error bounds for quantization based numerical schemes for BSDE and nonlinear filtering |
Pagès Gilles Sagna Abass |
2015 |
| hal-01207305 |
Detecting and estimating intensity of jumps for discretely observed ARMAD(1,1) processes |
Blanke Delphine Bosq Denis |
2015 |
| hal-01194142 |
Estimation d’effets causaux dans les réseaux de régulation génique : vers la grande dimension |
Monneret Gilles Jaffrezic Florence Rau Andrea Nuel Grégory |
2015 |
| hal-01192610 |
BocopHJB 1.0.1 – User Guide |
Bonnans Frédéric Giorgi Daphné Heymann Benjamin Martinon Pierre Tissot Olivier |
2015 |
| hal-01191846 |
The coalescent in peripatric metapopulations |
Lambert A. Ma C. |
2015 |
| hal-01191837 |
Forward equations for option prices in semimartingale models |
Bentata A. Cont R. |
2015 |
| hal-01191797 |
On a unified framework for approachability with full or partial monitoring |
Perchet V. Quincampoix Marc |
2015 |
| hal-01191552 |
About the non-asymptotic behaviour of Bayes estimators |
Birgé Lucien |
2015 |
| hal-01188492 |
A large deviations approach to limit theory for heavy-tailed time series |
Mikosch T Wintenberger O |
2015 |
| hal-01177065 |
Fonctions complètement multiplicatives de somme nulle |
Kahane Jean-Pierre Saias Eric |
2015 |
| hal-01176270 |
How ecology and landscape dynamics shape phylogenetic trees |
Gascuel F. Ferrière R. Aguilée R. Lambert A. |
2015 |
| hal-01176263 |
Mass extinction in poorly known taxa |
Regnier C. Achaz G. Lambert A. Cowie R.H. Bouchet P. Fontaine B. |
2015 |
| hal-01176247 |
Phylogenies support out-of-equilibrium models of biodiversity |
Manceau M. Lambert A. Morlon H. |
2015 |
| hal-01176239 |
A simple, semi-deterministic approximation to the distribution of selective sweeps in large populations |
Martin G. Lambert A. |
2015 |
| hal-01174954 |
The Mézard-Parisi equation for matchings in pseudo-dimension d>1 |
Salez Justin |
2015 |
| hal-01174952 |
The compulsive gambler process |
Aldous D. Lanoue D. Salez Justin |
2015 |
| hal-01174926 |
Poisson–Dirichlet statistics for the extremes of the two-dimensional discrete Gaussian field |
Arguin L.-P. Zindy O. |
2015 |
| hal-01174732 |
‘To each according to his trade’: Italian mathematicians at war |
Mazliak L. Tazzioli R. |
2015 |
| hal-01174706 |
Non ultracontractive heat kernel bounds by Lyapunov conditions |
Bolley F. Guillin A. Wang X. |
2015 |
| hal-01174506 |
Combinatorial theory of permutation-invariant random matrices II: cumulants, freeness and Levy processes |
Gabriel Franck |
2015 |
| hal-01174491 |
On two extensions of the vector quantization scheme |
Fischer A. |
2015 |
| hal-01174443 |
On the critical curve of the pinning and copolymer models in correlated Gaussian environment |
Berger Q. Poisat Julien |
2015 |
| hal-01174119 |
Fick's law in a random lattice Lorentz gas |
Lefevere R. |
2015 |
| hal-01174118 |
Mathematical Methods in Elasticity Imaging |
Ammari Habib Bretin Elie Garnier Josselin Kang Hyeonbae Lee Hyundae Wahab Abdul |
2015 |
| hal-01174083 |
High-dimensional p-norms |
Biau Gérard Mason D.M. |
2015 |
| hal-01174042 |
Optimal high-frequency trading in a pro rata microstructure with predictive information |
Guilbaud F. Pham H. |
2015 |
| hal-01174031 |
Finance de marché |
Carassus L. Pagès G. |
2015 |
| hal-01172500 |
A New Proof of Williams' Decomposition of the Bessel Process of Dimension Three with a Look at Last-Hitting Times |
Bruss F.T. Yor M. |
2015 |
| hal-01172490 |
Market models with optimal arbitrage |
Chau H.N. Tankov P. |
2015 |
| hal-01172485 |
Finite-dimensional representations for controlled diffusions with delay |
Federico S. Tankov P. |
2015 |
| hal-01172326 |
Simulating and analyzing order book data: the queue-reactive model |
Huang W. Lehalle C.A. Rosenbaum M. |
2015 |
| hal-01172309 |
Functional quantization-based stratified sampling methods |
Corlay S. Pagès G. |
2015 |
| hal-01172293 |
Feynman–Kac representation of Fully Nonlinear PDEs and Applications |
Pham H. |
2015 |
| hal-01172286 |
Discrete time approximation of fully nonlinear HJB equations via BSDEs with nonpositive jumps |
Kharroubi I. Langrené N. Pham H. |
2015 |
| hal-01172283 |
Randomized and backward SDE representation for optimal control of non-Markovian SDEs |
Fuhrman M. Pham H. |
2015 |
| hal-01172277 |
Explicit investment rules with time-to-build and uncertainty |
Aïd R Federico S. Pham H. Villeneuve B. |
2015 |
| hal-01172220 |
Noise, interaction, nonlinear dynamics and the origin of rhythmic behaviors |
Giacomin G. Poquet C. |
2015 |
| hal-01171775 |
Adaptive kernel estimation of the baseline function in the Cox model with high-dimensional covariates |
Guilloux Agathe Lemler Sarah Taupin Marie-Luce |
2015 |
| hal-01171724 |
A quantitative study of source imaging in random waveguides |
Borcea Liliana Garnier Josselin Tsogka Chrysoula |
2015 |
| hal-01171719 |
Transmission and reflection of electromagnetic waves in randomly layered media |
Garnier Josselin Solna Knut |
2015 |
| hal-01171716 |
Asymptotic analysis of the learning curve for Gaussian process regression |
Le Gratiet Loic Garnier Josselin |
2015 |
| hal-01171713 |
Signal to noise ratio analysis in virtual source array imaging |
Garnier Josselin Papanicolaou George Semin Adrien Tsogka Chrysoula |
2015 |
| hal-01171705 |
Super-resolution in time-reversal focusing on a moving source |
Garnier Josselin Fink Mathias |
2015 |
| hal-01171703 |
Detection, reconstruction, and characterization algorithms from noisy data in multistatic wave imaging |
Ammari Habib Garnier Josselin Jugnon Vincent |
2015 |
| hal-01171659 |
Weak and strong no-arbitrage conditions for continuous financial markets |
C. Fontana |
2015 |
| hal-01171646 |
Market viability and martingale measures under partial information |
Fontana C. Oksendal B. Sulem A. |
2015 |
| hal-01170741 |
Around the stability of KAM tori |
Aliasson L.H. Fayad B. Krikorian R. |
2015 |
| hal-01170736 |
On manifolds supporting distributionally uniquely ergodic diffeomorphisms |
Avila A. Fayad B. Kocsard A. |
2015 |
| hal-01170718 |
Scaling limits and influence of the seed graph in preferential attachment trees |
Curien N. Duquesne T. Kortchemski I. Manolescu I. |
2015 |
| hal-01170706 |
Discussion of "Frequentist coverage of adaptive nonparametric Bayesian credible sets |
Castillo I. |
2015 |
| hal-01170683 |
Impulse control of a diffusion with a change point. Stochastics |
Abbas-Turki L.A. Karatzas I. Li Q. |
2015 |
| hal-01169500 |
Finite-size corrections to the speed of a branching-selection process |
Comets Francis Cortines Aser |
2015 |
| hal-01168124 |
Editorial: Réseaux bayésiens et modèles graphiques probabilistes |
Leray Philippe Nuel Gregory |
2015 |
| hal-01166482 |
The Mirrors Model : Macroscopic Diffusion Without Noise or Chaos |
Chiffaudel Yann Lefevere Raphaël |
2015 |
| hal-01164575 |
A phase transition for q-TASEP with a few slower particles |
Barraquand Guillaume |
2015 |
| hal-01164574 |
Growth rates of the population in a branching Brownian motion with an inhomogeneous breeding potential |
Berestycki J. Brunet E. Harris J.W. Harris S.C. Roberts M.I. |
2015 |
| hal-01164571 |
Hitting properties and non-uniqueness for SDEs driven by stable processes |
Berestycki J. Döring L. Mytnik L. Zambotti L. |
2015 |
| hal-01164568 |
Reflected BSDEs with nonpositive jumps, and controller-and-stopper games |
Choukroun S. Cosso A. Pham H. |
2015 |
| hal-01163771 |
A new V-fold type procedure based on robust tests |
Birgé Lucien Magalhães Nelo Massart Pascal |
2015 |
| hal-01163415 |
Learning the intensity of time events with change-points |
Alaya Mokhtar Z. Gaïffas Stéphane Guilloux Agathe |
2015 |
| hal-01163065 |
Poisson statistics for matrix ensembles at large temperature |
Benaych-Georges Florent Péché Sandrine |
2015 |
| hal-01162119 |
Asymptotic expansion of the expected spectral measure of Wigner matrices |
Enriquez Nathanaël Ménard Laurent |
2015 |
| hal-01162033 |
Spatio-temporal hybrid (PDMP) models: Central limit theorem and Langevin approximation for global fluctuations. Application to electrophysiology |
Riedler M.G. Thieullen M. |
2015 |
| hal-01162017 |
Percolations on random maps I: Half-plane models |
Angel O. Curien N. |
2015 |
| hal-01157900 |
Cause-of-Death Mortality: What Can Be Learned From Population Dynamics? |
Arnold Séverine Boumezoued Alexandre Labit Hardy Héloïse El Karoui Nicole |
2015 |
| hal-01157551 |
Rates of convergence for robust geometric inference |
Chazal Frédéric Massart Pascal Michel Bertrand |
2015 |
| hal-01149752 |
Population viewpoint on Hawkes processes |
Boumezoued Alexandre |
2015 |
| hal-01149749 |
Minimax Optimality in Robust Detection of a Disorder Time in Poisson Rate |
El Karoui Nicole Loisel Stéphane Salhi Yahia |
2015 |
| hal-01149199 |
A Variant of Pitman’s Theorem on (2Js−Rs, s≥0) for a General Transient Bessel Process R(+) and Its Implications for the Corresponding Ito’s Measure n(−) |
Yen J.-Y. Yor M. |
2015 |
| hal-01148614 |
Limiting results for the free energy of directed polymers in random environment with unbounded jumps |
Comets Francis Fukushima Ryoki Nakajima Shuta Yoshida Nobuo |
2015 |
| hal-01145300 |
FUNCTIONAL ITÔ VERSUS BANACH SPACE STOCHASTIC CALCULUS AND STRICT SOLUTIONS OF SEMILINEAR PATH-DEPENDENT EQUATIONS |
Cosso Andrea Russo Francesco |
2015 |
| hal-01142874 |
TVA on American Derivatives |
Abbas-Turki L.A. Mikou M.A. |
2015 |
| hal-01141203 |
Solving Fuzzy Systems in Dual Form using Wu's Method |
Boroujeni Marziyeh Basiri Abdolali Rahmany Sajjad Valibouze Annick |
2015 |
| hal-01141192 |
CUTOFF FOR NON-BACKTRACKING RANDOM WALKS ON SPARSE RANDOM GRAPHS |
Ben-Hamou Anna Salez Justin |
2015 |
| hal-01138784 |
Limit theorems for nearly unstable Hawkes processes |
Jaisson T. Rosenbaum M. |
2015 |
| hal-01132911 |
Tail index estimation, concentration and adaptivity |
Boucheron Stéphane Thomas Maud |
2015 |
| hal-01132277 |
Height and diameter of Brownian tree |
Wang Minmin |
2015 |
| hal-01132231 |
DECOMPOSITION OF LEVY TREES ALONG THEIR DIAMETER |
Duquesne Thomas Wang Minmin |
2015 |
| hal-01128574 |
Combinatorial theory of permutation-invariant random matrices I: partitions, geometry and renormalization |
Gabriel Franck |
2015 |
| hal-01122781 |
The reconstructed tree in the lineage-based model of protracted speciation |
Lambert Amaury Morlon Hélène Etienne Rampal S. |
2015 |
| hal-01121657 |
ON THE DOUGLAS-KAZAKOV PHASE TRANSITION |
Lévy Thierry Maida Mylene |
2015 |
| hal-01120683 |
Adaptive estimation of the baseline hazard function in the Cox model by model selection, with high-dimensional covariates |
Guilloux Agathe Lemler Sarah Taupin Marie-Luce |
2015 |
| hal-01118143 |
Non-Markovian optimal stopping problems and constrained BSDEs with jump |
Fuhrman Marco Pham Huyen Zeni Federica |
2015 |
| hal-01117693 |
Path-dependent equations and viscosity solutions in infinite dimension |
Cosso Andrea Federico Salvatore Gozzi Fausto Rosestolato Mauro Touzi Nizar |
2015 |
| hal-01116486 |
Two-dimensional random interlacements and late points for random walks |
Comets Francis Popov Serguei Vachkovskaia Marina |
2015 |
| hal-01116158 |
Random forests and kernel methods |
Scornet Erwan |
2015 |
| hal-01115786 |
Continuity of the asymptotic shape of the supercritical contact process |
Garet Olivier Marchand Régine Théret Marie |
2015 |
| hal-01114025 |
F4-invariant Algorithm for Computing SAGBI-Gröbner Bases |
Boroujeni Marziyeh Basiri Abdolali Rahmany Sajjad Valibouze Annick |
2015 |
| hal-01113242 |
EM for mixtures - Initialization requires special care |
Baudry Jean-Patrick Celeux Gilles |
2015 |
| hal-01108694 |
A Family of Two Dimensionally Determined Ergodic Processes |
Hamdan D. |
2015 |
| hal-01104829 |
An optimal trading problem in intraday electricity markets |
Aïd René Gruet Pierre Pham Huyên |
2015 |
| hal-01104346 |
Approximation of epidemic models by diffusion processes and their statistical inference |
Larédo Catherine Guy R. Vergu E. |
2015 |
| hal-01103328 |
Heat kernel based decomposition of spaces of distributions in the framework of Dirichlet spaces |
Kerkyacharian G. Petrushev P. |
2015 |
| hal-01101671 |
Concentration inequalities in the infinite urn scheme for occupancy counts and the missing mass, with applications |
Ben-Hamou Anna Boucheron Stephane Ohannessian Mesrob I. |
2015 |
| hal-01096501 |
Optimal Stopping for Dynamic Risk Measures with Jumps and Obstacle Problems |
Dumitrescu Roxana Quenez Marie-Claire Sulem Agnès |
2015 |
| hal-01084301 |
Grouped variable importance with random forests and application to multiple functional data analysis |
Gregorutti Baptiste Michel Bertrand Saint-Pierre Philippe |
2015 |
| hal-01073073 |
Subsampling Methods for Persistent Homology |
Chazal Frédéric Fasy Brittany Terese Lecci Fabrizio Michel Bertrand Rinaldo Alessandro Wasserman Larry |
2015 |
| hal-01072255 |
Computing syzygies over V[X_1,…,X_k], V a valuation domain |
Ducos Lionel Valibouze Annick Yengui Ihsen |
2015 |
| hal-01064536 |
A MULTI-STEP RICHARDSON-ROMBERG EXTRAPOLATION METHOD FOR STOCHASTIC APPROXIMATION |
Frikha Noufel Huang Lorick |
2015 |
| hal-01062106 |
The Mezard-Parisi equation for matchings in pseudo-dimension d>1 |
Salez Justin |
2015 |
| hal-01056364 |
Chaoticity of the stationary distribution of rank-based interacting diffusions |
Reygner Julien |
2015 |
| hal-01055232 |
Poincaré's Odds |
Mazliak Laurent |
2015 |
| hal-01053266 |
A penalized algorithm for event-specific rate models for recurrent events |
Bouaziz Olivier Guilloux Agathe |
2015 |
| hal-01025035 |
Hidden Markov model for parameter estimation of a random walk in a Markov environment |
Andreoletti Pierre Loukianova Dasha Matias Catherine |
2015 |
| hal-01005545 |
Sparse Oracle Inequalities for Variable Selection via Regularized Quantization |
Levrard Clément |
2015 |
| hal-01003097 |
The Compulsive Gambler Process |
Aldous David Lanoue Daniel Salez Justin |
2015 |
| hal-00990008 |
Consistency of random forests |
Scornet Erwan Biau Gérard Vert Jean-Philippe |
2015 |
| hal-00990008 |
Consistency of random forests |
Scornet Erwan Biau Gérard Vert Jean-Philippe |
2015 |
| hal-00984010 |
Optimal extrapolation design for the Chebyshev regression |
Broniatowski Michel Celant Giorgio |
2015 |
| hal-00971316 |
Improved rates for Wasserstein deconvolution with ordinary smooth error in dimension one |
Dedecker Jérôme Fischer Aurélie Michel Bertrand |
2015 |
| hal-00971316 |
Improved rates for Wasserstein deconvolution with ordinary smooth error in dimension one |
Dedecker Jérôme Fischer Aurélie Michel Bertrand |
2015 |
| hal-00952768 |
Error analysis of the transport properties of Metropolized schemes |
Fathi Max Homman Ahmed-Amine Stoltz Gabriel |
2015 |
| hal-00951159 |
A necessary and su cient condition for the non-trivial limit of the derivative martingale in a branching random walk |
Chen Xinxin |
2015 |
| hal-00933678 |
A regularization approach to functional Itô calculus and strong-viscosity solutions to path-dependent PDEs |
Cosso Andrea Russo Francesco |
2015 |
| hal-00927071 |
A minmax theorem for concave-convex mappings with no regularity assumptions. |
Vianney Perchet Vigeral Guillaume |
2015 |
| hal-00921151 |
Capital distribution and portfolio performance in the mean-field Atlas model |
Jourdain Benjamin Reygner Julien |
2015 |
| hal-00915365 |
On the rate of convergence in Wasserstein distance of the empirical measure |
Fournier Nicolas Guillin Arnaud |
2015 |
| hal-00905416 |
Discrete time approximation of fully nonlinear HJB equations via BSDEs with nonpositive jumps |
Kharroubi Idris Langrené Nicolas Pham Huyên |
2015 |
| hal-00905060 |
New procedures controlling the false discovery proportion via Romano-Wolf's heuristic |
Delattre Sylvain Roquain Etienne |
2015 |
| hal-00872250 |
ANOVA decomposition of conditional Gaussian processes for sensitivity analysis with dependent inputs |
Chastaing Gaëlle Le Gratiet Loic |
2015 |
| hal-00870492 |
Density approach in modelling successive defaults |
El Karoui Nicole Jeanblanc Monique Jiao Ying |
2015 |
| hal-00865680 |
A sharp Abelian theorem for the Laplace transform |
Biret Maeva Broniatowski Michel Cao Zhansheng |
2015 |
| hal-00863933 |
Differentiating the stochastic entropy for compact negatively curved spaces under conformal changes |
Ledrappier Francois Shu Lin |
2015 |
| hal-00860244 |
SemiMarkov: An R Package for Parametric Estimation in Multi-State Semi-Markov Models |
Listwon Agnieszka Saint-Pierre Philippe |
2015 |
| hal-00854458 |
On Computer-Intensive Simulation and Estimation Methods for Rare Event Analysis in Epidemic Models |
Clémençon Stéphan Cousien Anthony Dávila Felipe Miraine Tran Viet Chi |
2015 |
| hal-00840239 |
New steps in walks with small steps in the quarter plane |
Kourkova Irina Raschel Kilian |
2015 |
| hal-00839484 |
Tracer diffusion at low temperature in kinetically constrained models |
Blondel Oriane |
2015 |
| hal-00820838 |
Cox process functional learning |
Biau Gérard Cadre Benoît Paris Quentin |
2015 |
| hal-00820838 |
Cox process functional learning |
Biau Gérard Cadre Benoît Paris Quentin |
2015 |
| hal-00789806 |
Every totally real algebraic integer is a tree eigenvalue |
Salez Justin |
2015 |
| hal-00785766 |
Invariant distribution of duplicated diffusions and application to Richardson-Romberg extrapolation |
Lemaire Vincent Pagès Gilles Panloup Fabien |
2015 |
| hal-00761057 |
Feynman-Kac representation for Hamilton-Jacobi-Bellman IPDE |
Kharroubi Idris Pham Huyen |
2015 |
| hal-00721164 |
New insights into Approximate Bayesian Computation |
Biau Gérard Cérou Frédéric Guyader Arnaud |
2015 |
| hal-00721164 |
New insights into Approximate Bayesian Computation |
Biau Gérard Cérou Frédéric Guyader Arnaud |
2015 |
| hal-00699578 |
Estimation and model selection for model-based clustering with the conditional classification likelihood |
Baudry Jean-Patrick |
2015 |
| hal-00547213 |
Sharp rate for the dual quantization problem |
Pagès Gilles Wilbertz Benedikt |
2015 |
| hal-00446528 |
Semiparametric inference for the recurrent event process by means of a single-index model |
Bouaziz Olivier Geffray Ségolen Lopez Olivier |
2015 |
| hal-00124939 |
The ghosts of the Ecole Normale. Life, death and legacy of René Gateaux |
Mazliak Laurent |
2015 |
| PMA-1674 |
Vibrato and Automatic Differentiation for High Order Derivatives and Sensitivities of Financial Options. |
G. PAGÈS, O. PIRONNEAU, G. SALL |
2015 |
| PMA-1673 |
Continuity of the time and isoperimetric constants in supercritical percolation. |
O. GARET, R. MARCHAND, E. PROCACCIA, M. THÉRET |
2015 |
| PMA-1672 |
Randomization method and backward SDEs for optimal control of partially observed path-dependent stochastic systems. |
E. BANDINI, A. COSSO, M. FUHRMAN, H. PHAM |
2015 |
| PMA-1671 |
Discrete time McKean-Vlasov control problem: a dynamic programming approach. |
H. PHAM, X. WEI |
2015 |
| PMA-1670 |
Markovian and product quantization of an R^d -valued Euler scheme of a diffusion process with applications to finance. |
F. LUCIO, G. PAGÈS, A. SAGNA |
2015 |
| PMA-1669 |
A combinatorial theory of random matrices III: random walks on S(N), ramified coverings and the S(\infty) Yang-Mills measure. |
F. GABRIEL |
2015 |
| PMA-1668 |
Velocity of the L-branching Brownian motion. |
M. PAIN |
2015 |
| PMA-1667 |
Improved error bounds for quantization based numerical schemes for BSDE and nonlinear filtering. |
G. PAGÈS, A. SAGNA |
2015 |
| PMA-1666 |
Random walk on sparse random digraphs. |
C. BORDENAVE, P. CAPUTO, J. SALEZ |
2015 |
| PMA-1665 |
Combinatorial theory of permutation-invariant random matrices II: cumulants, freeness and Levy processes. |
F. GABRIEL |
2015 |
| PMA-1664 |
The high-temperature behavior for the directed polymer in dimension 1+2. |
Q. BERGER, H. LACOIN |
2015 |
| PMA-1663 |
Finite-size corrections to the speed of a branching-selection process. |
F. COMETS, A. CORTINES |
2015 |
| PMA-1662 |
Statistical clustering of temporal networks through a dynamic stochastic block model. |
C. MATIAS, V. MIELE |
2015 |
| PMA-1661 |
The Mirrors Model : Macroscopic Diffusion Without Noise or Chaos. |
Y. CHIFFAUDEL, R. LEFEVERE |
2015 |
| PMA-1660 |
Population viewpoint on Hawkes processes. |
A. BOUMEZOUED |
2015 |
| PMA-1659 |
BSDEs with diffusion constraint and viscous Hamilton-Jacobi equations with unbounded data. |
A. COSSO, H. PHAM, H. XING |
2015 |
| PMA-1658 |
On the limiting law of the length of the longest common and increasing subsequences in random words. |
J.-C. BRETON, C. HOUDRÉ |
2015 |
| PMA-1657 |
Limiting results for the free energy of directed polymers in random environment with unbounded jumps. |
F. COMETS, R. FUKUSHIMA, S. NAKAJIMA, N. YOSHIDA |
2015 |
| PMA-1656 |
Dimers on Rail Yard Graphs. |
C. BOUTILLIER, J. BOUTTIER, G. CHAPUY, S. CORTEEL, S. RAMASSAMY |
2015 |
| PMA-1655 |
TVA on American options. |
L.A. ABBAS-TURKI, M. MIKOU |
2015 |
| PMA-1654 |
Density estimates for SDEs driven by tempered stable processes. |
L. HUANG |
2015 |
| PMA-1653 |
Pinning on a defect line: characterization of marginal disorder relevance and sharp asymptotics for the critical point shift. |
Q. BERGER, H. LACOIN |
2015 |
| PMA-1652 |
Cutoff for non-backtracking random walks on sparse random graphs. |
A. BEN-HAMOU, J. SALEZ |
2015 |
| PMA-1651 |
The Z-invariant massive Laplacian on isoradial graphs. |
C. BOUTILLIER, B. DE TILIÈRE, K. RASCHEL |
2015 |
| PMA-1650 |
Localization in log-gamma polymers with boundaries. |
F. COMETS, V.-L. NGUYEN |
2015 |
| PMA-1649 |
Tail index estimation, concentration and adaptivity. |
S. BOUCHERON, M. THOMAS |
2015 |
| PMA-1648 |
Height and diameter of Brownian tree. |
M. WANG |
2015 |
| PMA-1647 |
Combinatorial theory of permutation-invariant random matrices I: partitions, geometry and renormalization. |
F. GABRIEL |
2015 |
| PMA-1646 |
Path-dependent equations and viscosity solutions in infinite dimension. |
A. COSSO, S. FEDERICO, F. GOZZI, M. ROSESTOLATO, N. TOUZI |
2015 |
| PMA-1645 |
Two-dimensional random interlacements and late points for random walks. |
F. COMETS, S. POPOV, M. VACHKOVSKAIA |
2015 |
| PMA-1644 |
Continuity of the asymptotic shape of the supercritical contact process. |
O. GARET, R. MARCHAND, M. THÉRET |
2015 |
| PMA-1643 |
Comparison of some recent methods in adaptive density estimation for biased data. |
F. COMTE, T. REBAFKA |
2015 |
| PMA-1642 |
An optimal trading problem in intraday electricity markets. |
R. AÏD, P. GRUET, H. PHAM |
2015 |
| PMA-1641 |
Ergodicity of robust switching control and nonlinear system of quasi variational inequalities. |
E. BAYRAKTAR, A. COSSO, H. PHAM |
2015 |
| PMA-1640 |
Concentration inequalities in the infinite urn scheme for occupancy counts and the missing mass, with applications. |
A. BEN-HAMOU, S. BOUCHERON, M.I. OHANNESSIAN |
2015 |
| PMA-1639 |
Planar Markovian Holonomy Fields. |
F. GABRIEL |
2015 |
| PMA-1638 |
Weak approximation of martingale representations. |
R. CONT, Y. LU |
2015 |
| tel-01207497 |
Contribution to the weak convergence of empirical copula process : contribution to the stochastic claims reserving in general insurance |
Sloma Przemyslaw |
2014 |
| tel-01127777 |
Processus empiriques pour l'inférence dans le modèle de survie à risques non proportionnels |
Chauvel Cecile |
2014 |
| tel-01127559 |
Contributions à l'inférence statistique dans les modèles de régression partiellement linéaires additifs |
Chokri Khalid |
2014 |
| tel-01126851 |
High-dimensional vector quantization : convergence rates and variable selection |
Levrard Clément |
2014 |
| tel-01096886 |
Theoretical and numerical study of a few stochastic models of statistical physics |
Fathi Max |
2014 |
| tel-01096755 |
Bayesian nonparametrics, convergence and limiting shape of posterior distributions |
Castillo Ismael |
2014 |
| tel-01088217 |
Processes on the unitary group and free probability |
Cébron Guillaume |
2014 |
| tel-01087575 |
Long time and large scale behaviour of a few collisional dynamics |
Reygner Julien |
2014 |
| tel-01087262 |
A study on the Lévy trees and the inhomogeneous continuum random trees |
Wang Minmin |
2014 |
| tel-01081619 |
Quelques propriétés asymptotiques en estimation non paramétrique de fonctionnelles de processus stationnaires en temps continu |
Didi Sultana |
2014 |
| tel-01075674 |
Contributions à l'inférence statistique en présence de censure multivariée |
Gribkova Svetlana |
2014 |
| tel-01074660 |
Limit theorems for branching processes with mutations |
Delaporte Cécile |
2014 |
| tel-00961035 |
Dualité de Schur-Weyl, mouvement brownien sur les groupes de Lie compacts classiques et étude asymptotique de la mesure de Yang-Mills |
Dahlqvist Antoine |
2014 |
| tel-00959923 |
Brownian motion on stationary random manifolds |
Lessa Pablo |
2014 |
| tel-00957948 |
Probabilistic numerical methods for high-dimensional stochastic control and valuation problems on electricity markets |
Langrené Nicolas |
2014 |
| inria-00580196 |
White noise-based stochastic calculus with respect to multifractional Brownian motion |
Lebovits Joachim Lévy Véhel Jacques |
2014 |
| in2p3-02082714 |
Inelastic electron interaction (ionization/attachment) with nitroimidazole |
Matias Catherine Tanzer Katrin Feketeová Linda Scheier Paul Illenberger Eugen Denifl S. |
2014 |
| hprints-01861262 |
Introduction Big History's Big Potential |
Grinin Leonid Baker David Quaedackers Esther Korotayev Andrey |
2014 |
| halshs-02175681 |
Dual Optimization Problem on Defaultable Claims |
Goutte Stéphane Ngoupeyou Armand |
2014 |
| hal-02512603 |
Testing monotonicity via local least concave majorants |
Akakpo Nathalie Balabdaoui Fadoua Durot Cécile |
2014 |
| hal-02393796 |
Generalized description of spectral incoherent solitons |
Xu Gang Garnier Josselin Conforti Matteo Picozzi Antonio |
2014 |
| hal-02294328 |
A probabilistic numerical method for optimal multiple switching problems in high dimension |
Aïd René Campi Luciano Langrené Nicolas Pham Huyên |
2014 |
| hal-02191580 |
CTP synthase 1 deficiency in humans reveals its central role in lymphocyte proliferation |
Martin E. Palmic N. Sanquer S. Lenoir C. Hauck F. Mongellaz C. Fabrega S. Nitschke P. Esposti M. D. Schwartzentruber J. Taylor N. Majewski J. Jabado N. Wynn R. F. Picard C. Fischer A. Arkwright P. D. Latour S. |
2014 |
| hal-02191549 |
Central nervous system delivery of helper-dependent canine adenovirus corrects neuropathology and behavior in mucopolysaccharidosis type VII mice |
Ariza L. Gimenez-Llort L. Cubizolle A. Pages G. Garcia-Lareu B. Serratrice N. Cots D. Thwaite R. Chillon M. Kremer E. J. Bosch A. |
2014 |
| hal-02145832 |
Correlation evidence in the dynamics of agricultural commodity prices |
Boroumand Raphael Homayoun Goutte Stéphane Porcher Simon Porcher Thomas |
2014 |
| hal-01979841 |
Childhood Allergic Asthma Is Not a Single Phenotype |
Just Jocelyne Saint-Pierre Philippe Gouvis-Echraghi Rahelé Laoudi Yacine Roufai Layde Momas Isabelle Annesi-Maesano Isabella |
2014 |
| hal-01979840 |
Non-Parametric Estimation of Linear Functionals of a Multivariate Distribution Under Multivariate Censoring with Applications |
Lopez Olivier Saint-Pierre Philippe |
2014 |
| hal-01890571 |
The weak convergence of regenerative processes using some excursion path decompositions |
Lambert Amaury Simatos Florian |
2014 |
| hal-01764352 |
Statistical tests in the partially linear additive regression models |
Bouzebda Salim Chokri Khalid |
2014 |
| hal-01764348 |
New Kernel-type estimator of Shanonnʼs entropy |
Bouzebda Salim Elhattab Issam |
2014 |
| hal-01693144 |
Bridges and random truncations of random matrices |
Beffara Vincent Donati-Martin Catherine Rouault Alain |
2014 |
| hal-01665582 |
Parameter Estimation in a Hierarchical Random Intercept Model with Censored Response: An Approach using a SEM Algorithm and Gibbs Sampling |
Slaoui Yousri Nuel G. |
2014 |
| hal-01575154 |
Testing monotonicity via local least concave majorants |
Balabdaoui Fadoua Akakpo Nathalie Durot Cécile |
2014 |
| hal-01509722 |
An $\{l_1,l_2,l_{\infty}\}$-Regularization Approach to High-Dimensional Errors-in-variables Models |
Belloni Alexandre Rosenbaum Mathieu Tsybakov Alexandre B. |
2014 |
| hal-01489682 |
Uniform infinite planar quadrangulations with a boundary |
Curien Nicolas Miermont Grégory |
2014 |
| hal-01479801 |
New Blind Source Separation Method of Independent/Dependent Sources |
Keziou Amor Fenniri Hassan Ghazdali Abdelghani Moreau Eric |
2014 |
| hal-01458155 |
Uniform regular weighted graphs with large degree: Wigner's law, asymptotic freeness and graphons limit |
Male Camille Péché Sandrine |
2014 |
| hal-01434995 |
A penalized algorithm for event-specific rate models for recurrent events |
Bouaziz Olivier Guilloux Agathe |
2014 |
| hal-01413009 |
Pinning model in random correlated environment: appearance of an infinite disorder regime |
Berger Quentin |
2014 |
| hal-01368345 |
Determinants of Allergic Rhinitis in Young Children with Asthma |
Moussu Lise Saint-Pierre Philippe Panayotopoulos Virginie Couderc Rémy Amat Flore Just Jocelyne |
2014 |
| hal-01316654 |
Bayesian estimation in a high dimensional parameter framework |
Bosq Denis Ruiz-Medina Maria Dolores |
2014 |
| hal-01316640 |
On the expectation of normalized Brownian functionals up to first hitting times |
Elie Romuald Rosenbaum Mathieu Yor Marc |
2014 |
| hal-01316626 |
Height representation of XOR-Ising loops via bipartite dimers |
Boutillier Cédric de Tilière Béatrice |
2014 |
| hal-01316539 |
A renewal version of the Sanov theorem |
Mariani Mauro Zambotti Lorenzo |
2014 |
| hal-01307369 |
A Mean-field forest-fire model |
Bressaud Xavier Fournier Nicolas |
2014 |
| hal-01299470 |
Artur Avila, un génie carioca à Paris |
Hubert Pascal Raphaël Krikorian |
2014 |
| hal-01282160 |
Quantitative Analysis of Dynamic Fault Trees Based on the Coupling of Structure Functions and Monte Carlo Simulation |
Merle G Roussel J.-M Lesage J.-J Perchet V Vayatis N |
2014 |
| hal-01280305 |
Inferences in poverty indices |
Ngatchou Wandji Joseph Seck Cheikh Tidiane Lo Gane Samb |
2014 |
| hal-01267483 |
Lyapunov spectrum of a relativistic stochastic flow in the Poincaré group |
Tardif C. |
2014 |
| hal-01264452 |
Counting Regular Expressions in Degenerated Sequences Through Lazy Markov Chain Embedding |
Nuel G. Delos V. |
2014 |
| hal-01256575 |
T-cell therapy using a bank of EBV-specific cytotoxic T cells: lessons from a phase I/II feasibility and safety study. |
Gallot Géraldine Vollant Solène Saïagh Soraya Clémenceau Béatrice Vivien Régine Cerato Evelyne Bignon Jean-D Ferrand Christophe Jaccard Arnaud Vigouroux Stéphane Choquet Sylvain Dalle Jean-Hugues Frachon Irène Bruno Bénédicte Mothy Mohamad Mechinaud Franç ... |
2014 |
| hal-01174716 |
Au delà des réels : Emile Borel et l'approche probabiliste de la réalité |
Mazliak L. Sage M. |
2014 |
| hal-01122764 |
A Glimpse of the Conformal Structure of Random Planar Maps |
Curien Nicolas |
2014 |
| hal-01112017 |
On the convergence to 0 of mnξmod1 |
Fayad B. Thouvenot J.-P. |
2014 |
| hal-01108858 |
Applications of random matrix theory for sensor array imaging with measurement noise |
Garnier Josselin Solna Knut |
2014 |
| hal-01108838 |
Wave backscattering by point scatterers in the random paraxial regime |
Garnier Josselin Solna Knut |
2014 |
| hal-01108830 |
Resolution enhancement from scattering in passive sensor imaging with cross correlations |
Garnier Josselin Papanicolaou George |
2014 |
| hal-01108813 |
Recursive co-kriging model for Design of Computer experiments with multiple levels of fidelity |
Le Gratiet Loic Garnier Josselin |
2014 |
| hal-01108806 |
Optical wave turbulence: Toward a unified nonequilibrium thermodynamic formulation of statistical nonlinear optics |
Picozzi Antonio Garnier Josselin Hansson Tobias Suret Pierre Randoux Stephane Millot Guy Christodoulides Demetrios N. |
2014 |
| hal-01108797 |
Shape recognition and classification in electro-sensing |
Ammari Habib Boulier Thomas Garnier Josselin Wang Han |
2014 |
| hal-01108792 |
Medium induced resolution enhancement for broadband imaging |
Ammari Habib Garnier Josselin de Rosny Julien Solna Knut |
2014 |
| hal-01108787 |
Impact of self-steepening on incoherent dispersive spectral shocks and collapse-like spectral singularities |
Xu Gang Garnier Josselin Trillo Stefano Picozzi Antonio |
2014 |
| hal-01108686 |
Estimating the duration of speciation from phylogenies |
Etienne R.S. Morlon H. Lambert A. |
2014 |
| hal-01108357 |
Compactly supported frames for spaces of distributions associated with nonnegative self-adjoint operators |
Dekel S. Kerkyacharian G. Kyriasis G. Petrushev P. |
2014 |
| hal-01108348 |
A short proof of a symmetry identity for the q-Hahn distribution |
Barraquand Guillaume |
2014 |
| hal-01108134 |
On the law of a triplet associated with the pseudo-Brownian bridge |
Rosenbaum M. Yor M. |
2014 |
| hal-01108122 |
Understanding the stakes of high frequency trading |
Abergel F. Lehalle C.A. Rosenbaum M. |
2014 |
| hal-01108090 |
Toward a Coherent Monte Carlo Simulation of CVA |
Abbas-Turki L.A. Bouselmi A.I. Mikou M.A. |
2014 |
| hal-01107822 |
On arbitrages arising with honest times |
Fontana C. Jeanblanc M. Song S. |
2014 |
| hal-01107819 |
Information, no-arbitrage and completeness for asset price models with a change point |
Fontana C. Jeanblanc M. Grbac Z. Li Q. |
2014 |
| hal-01107813 |
A note on arbitrage, approximate arbitrage and the fundamental theorem of asset pricing |
Fontana C. |
2014 |
| hal-01107737 |
Propagation of chaos for the 2D viscous vortex model |
Fournier N. Hauray M. Mischler Stéphane |
2014 |
| hal-01107650 |
Exponential bounds for intensity of jumps |
Blanke Delphine Bosq Denis |
2014 |
| hal-01105019 |
On Omri Sarig's work on the dynamics on surfaces |
Ledrappier F. |
2014 |
| hal-01103709 |
Progressive enlargement of filtrations and Backward SDEs with jumps |
Kharroubi Idris Lim Thomas |
2014 |
| hal-01102631 |
Noise-induced periodicity: some stochastic models for complex biological systems |
Giacomin Giambattista Dai Pra Paolo Regoli Daniele |
2014 |
| hal-01102351 |
Exceptionally small balls in stable trees |
Duquesne T. Wang Guanying |
2014 |
| hal-01100388 |
Planar Markovian Holonomy Fields |
Gabriel Franck |
2014 |
| hal-01099787 |
Weak approximation of martingale representations |
Cont Rama Lu Yi |
2014 |
| hal-01098923 |
THE OUTLIERS AMONG THE SINGULAR VALUES OF LARGE RECTANGULAR RANDOM MATRICES WITH ADDITIVE FIXED RANK DEFORMATION |
Chapon Francois Couillet Romain Hachem Walid Mestre Xavier |
2014 |
| hal-01092744 |
Synchronization and random long time dynamics for mean-field plane rotators |
Bertini L. Giacomin G. Poquet C. |
2014 |
| hal-01092743 |
Critical branching Brownian motion with absorption: survival probability |
Berestycki J. Berestycki N. Schweinsberg J. |
2014 |
| hal-01092737 |
On the Bernstein–von Mises phenomenon for nonparametric Bayes procedures |
Castillo I. Nickl R. |
2014 |
| hal-01092703 |
Characterization of the Optimal Boundaries in Reversible Investment Problems |
Federico Salvatore Pham H. |
2014 |
| hal-01088856 |
Calculus via regularizations in Banach spaces and Kolmogorov-type path-dependent equations |
Cosso Andrea Di Girolami Cristina Russo Francesco |
2014 |
| hal-01079688 |
Hypothèse de Riemann généralisée et orthonormalisation de 1/ns |
Saias Eric |
2014 |
| hal-01078727 |
Simulation of SPDE's for Excitable Media using Finite Elements |
Boulakia Muriel Genadot Alexandre Thieullen Michèle |
2014 |
| hal-01075676 |
Vector quantization and clustering in presence of censoring |
Gribkova Svetlana |
2014 |
| hal-01074714 |
On the hitting times of continuous-state branching processes with immigration |
Duhalde Xan Foucart Clément Chunhua Ma |
2014 |
| hal-01073072 |
Convergence rates for persistence diagram estimation in Topological Data Analysis. |
Chazal Frédéric Glisse Marc Labruère Catherine Michel Bertrand |
2014 |
| hal-01067958 |
Time reversal dualities for some random forests |
Dávila Felipe Miraine Lambert Amaury |
2014 |
| hal-01066230 |
Localization in log-gamma polymers with boundaries |
Comets Francis Nguyen Vu Lan |
2014 |
| hal-01061506 |
On the asymptotics of random forests |
Scornet Erwan |
2014 |
| hal-01061157 |
Phase reduction in the noise induced escape problem for systems close to reversibility |
Poquet C. |
2014 |
| hal-01059852 |
Feynman-Kac representation of fully nonlinear PDEs and applications |
Pham Huyen |
2014 |
| hal-01058750 |
Contrôle non destructif, détection, courbes ROC |
Broniatowski Michel Gayrard Hebert |
2014 |
| hal-01058657 |
Long time asymptotics for optimal investment |
Pham Huyen |
2014 |
| hal-01055235 |
Paul Lévy and Maurice Fréchet 50 Years of Correspondence in 107 Letters |
Barbut Marc Locker Bernard Mazliak Laurent |
2014 |
| hal-01053806 |
The Matsumoto and Yor process and infinite dimensional hyperbolic space |
Bougerol Philippe |
2014 |
| hal-01053416 |
Linéarisation d'une itération bornée dans Rd par des fonctions de Weierstrass-Mendelbrot |
Cirier Guy |
2014 |
| hal-01053343 |
Sample genealogy and mutational patterns for critical branching populations |
Achaz G. Delaporte C. Lambert A. |
2014 |
| hal-01038101 |
Speed of the biased random walk on a Galton-Watson tree |
Aïdekon E. |
2014 |
| hal-01034196 |
Introduction to optimal vector quantization and its applications for numerics |
Pagès Gilles |
2014 |
| hal-01026487 |
Uniform Hausdorff measure of the level sets of the Brownian tree. |
Duhalde Xan |
2014 |
| hal-01026116 |
Greedy vector quantization |
Luschgy Harald Pagès Gilles |
2014 |
| hal-01025832 |
LOL selection in high dimension |
Mougeot M. Picard D. Tribouley K. |
2014 |
| hal-01025769 |
Shortfall risk minimization in discrete time financial market models |
Frikha N. |
2014 |
| hal-01025760 |
A probabilistic numerical method for optimal multiple switching problem and application to investments in electricity generation |
Aid R. Campi L. Langrené N. Pham H. |
2014 |
| hal-01025477 |
Exact packing measure of the range of $\psi$-Super Brownian motions. |
Duquesne Thomas Duhalde Xan |
2014 |
| hal-01024975 |
Optimal discretization of hedging strategies with directional views |
Cai Jiatu Fukasawa Masaaki Rosenbaum Mathieu Tankov Peter |
2014 |
| hal-01024673 |
Online Asynchronous Distributed Regression |
Biau Gérard Zenine Ryad |
2014 |
| hal-01024673 |
Online Asynchronous Distributed Regression |
Biau Gérard Zenine Ryad |
2014 |
| hal-01023963 |
L'équation de Kardar-Parisi-Zhang (d'après Martin Hairer) |
Zambotti L. |
2014 |
| hal-01023942 |
On exceptional times for generalized Fleming-Viot processes with mutations |
Berestycki J. Doering L. Mytnik L. Zambotti L. |
2014 |
| hal-01022959 |
Optimal simulation schemes for Lévy driven stochastic differential equations |
Kohatsu-Higa A. Ortiz-Latorre S. Tankov P. |
2014 |
| hal-01021272 |
Investment/Consumption Problem in Illiquid Markets with Regime-Switching |
Gassiat Paul Gozzi F. Pham H. |
2014 |
| hal-01020721 |
Stochastic orderings with respect to a capacity and an application to a financial optimization problem |
Grigorova M. |
2014 |
| hal-01020707 |
Probability estimation with machine learning methods for dichotomous and multi-category outcome: Theory |
Kruppa J. Liu Yehan Biau Gérard Kohler M. König I.R. Malley James D. Ziegler A. |
2014 |
| hal-01020639 |
Deux méthodes d'apprentissage non supervisé : synthèse sur la méthode des centres mobiles et présentation des courbes principales |
Fischer A. |
2014 |
| hal-01020600 |
Spectral long-range interaction of temporal incoherent solitons |
Xu Gang Garnier Josselin Picozzi Antonio |
2014 |
| hal-01020594 |
Calibration and improved prediction of computer models by universal Kriging |
Bachoc Francois Bois Guillaume Garnier Josselin Martinez Jean-Marc |
2014 |
| hal-01020002 |
Bid and ask prices as non-linear continuous time G-expectations based on distortions |
Eberlein E. Madan D. Pistorius M. Yor M. |
2014 |
| hal-01019993 |
Two price economies in continuous time |
Eberlein E. Madan D. Pistorius M. Schoutens W. Yor M. |
2014 |
| hal-01019906 |
Upper large deviations for maximal flows through a tilted cylinder |
ThÉret M. |
2014 |
| hal-01019601 |
Entropy rigidity of symmetric spaces without focal points |
Ledrappier F. Shu L. |
2014 |
| hal-01019530 |
Genealogy of flows of continuous-state branching processes via flows of partitions and the Eve property |
Labbé C. |
2014 |
| hal-01019472 |
A numerical algorithm for fully nonlinear HJB equations: An approach by control randomization |
Kharroubi I. Langrené N. Pham H. |
2014 |
| hal-01019308 |
Optimal Exponential Bounds on the Accuracy of Classification |
Kerkyacharian G. Tsybakov A.B. Temlyakov V. Picard D. Koltchinskii V. |
2014 |
| hal-01018542 |
Coherence Stability and Effect of Random Natural Frequencies in Populations of Coupled Oscillators |
Giacomin G. Luçon E. Poquet C. |
2014 |
| hal-01018537 |
Log-periodic critical amplitudes: a perturbative approach. |
Derida B. Giacomin G. |
2014 |
| hal-01017967 |
Principal minors Pfaffian half-tree theorem |
de Tilière B. |
2014 |
| hal-01017930 |
Central clearing of OTC derivatives: Bilateral vs multilateral netting |
Cont R. Kokholm T. |
2014 |
| hal-01017794 |
A reconstruction algorithm for ultrasound-modulated diffuse optical tomography |
Ammari Habib Bossy Emmanuel Garnier Josselin Nguyen Loc Hoang Seppecher Laurent |
2014 |
| hal-01017793 |
Paraxial Coupling of Propagating Modes in Three-Dimensional Waveguides with Random Boundaries |
Borcea Liliana Garnier Josselin |
2014 |
| hal-01017790 |
Role of Scattering in Virtual Source Array Imaging |
Garnier Josselin Papanicolaou George |
2014 |
| hal-01017778 |
Backpropagation imaging in nonlinear harmonic holography in the presence of measurement and medium noises |
Ammari Habib Garnier Josselin Millien Pierre |
2014 |
| hal-01017774 |
Target identification using dictionary matching of generalized polarization tensors |
Ammari Habib Boulier Thomas Garnier Josselin Jing Wenjia Kang Hyeonbae Wang Han |
2014 |
| hal-01017771 |
Mathematical modeling of fluorescence diffuse optical imaging of cell membrane potential changes |
Ammari Habib Garnier Josselin Giovangigli Laure |
2014 |
| hal-01017768 |
Scintillation in the white-noise paraxial regime |
Garnier Josselin Solna Knut |
2014 |
| hal-01017371 |
Asymptotic equivalence of nonparametric diffusion and Euler scheme experiments |
Genon-Catalot V. Laredo C. |
2014 |
| hal-01017355 |
Phylogenetic analysis accounting for age-dependent death and sampling with applications to epidemics |
Lambert A. Alexander H.K. Stadler T. |
2014 |
| hal-01017322 |
Asymptotic sampling formulae for Λ-coalescents |
Berestycki J. Berestycki N. Limic V. |
2014 |
| hal-01017300 |
Dynkin games in a general framework. Corrigendum |
Kobylanski M. Quenez M.-C. Campagnolle M.R. De |
2014 |
| hal-01017297 |
Dynkin games in a general framework |
Kobylanski M. Quenez M.-C. Campagnolle M.R. De |
2014 |
| hal-01010962 |
Optimal design for linear forms of the parameters in a Chebyshev regression |
Broniatowski Michel Celant Giorgio |
2014 |
| hal-01009756 |
Asymptotically optimal discretization of hedging strategies with jumps |
Rosenbaum M. Tankov P. |
2014 |
| hal-01009749 |
Iterating Brownian motions, Ad Libitum |
Curien N. Konstantopoulos T. |
2014 |
| hal-00997994 |
Explicit investment rules with time-to-build and uncertainty |
Aïd René Federico Salvatore Pham Huyen Villeneuve Bertrand |
2014 |
| hal-00991109 |
Backward SDE Representation for Stochastic Control Problems with Non Dominated Controlled Intensity |
Choukroun Sébastien Cosso Andrea |
2014 |
| hal-00988773 |
Finite-size effects in a mean-field kinetically constrained model: dynamical glassiness and quantum criticality |
Nemoto Takahiro Lecomte Vivien Sasa Shin-Ichi van Wijland Frédéric |
2014 |
| hal-00988225 |
The weak convergence of regenerative processes using some excursion path decompositions |
Lambert A. Simatos F. |
2014 |
| hal-00988216 |
A Skew stochastic heat equation |
Bounebache S.K. Zambotti L. |
2014 |
| hal-00988195 |
A small-time coupling between Λ-coalescents and branching processes |
Berestycki J. Berestycki N. Limic V. |
2014 |
| hal-00988173 |
Maximal stream and minimal cutset for first passage percolation through a domain of ℝd |
Cerf R. ThÉret M. |
2014 |
| hal-00988171 |
The Seneta-Heyde scaling for the branching random walk |
Aidekon E. Shi Z. |
2014 |
| hal-00988168 |
Characterization of positively correlated squared Gaussian processes |
Eisenbaum N. |
2014 |
| hal-00988157 |
Testing monotonicity via local least concave majorants |
Akakpo N. Balabdaoui F. Durot C. |
2014 |
| hal-00980479 |
Weak shape theorem in first passage percolation with infinite passage times |
Cerf Raphaël Théret Marie |
2014 |
| hal-00976413 |
Maximum likelihood estimator consistency for recurrent random walk in a parametric random environment with finite support |
Comets Francis Falconnet Mikael Loukianov Oleg Loukianova Dasha |
2014 |
| hal-00976006 |
Thomas Bayes' walk on manifolds |
Castillo I. Kerkyacharian G. Picard D. |
2014 |
| hal-00976004 |
Model selection for density estimation with L2 -loss |
Birgé L. |
2014 |
| hal-00974831 |
Ramsey Rule with Progressive utility and Long Term Affine Yields Curves |
El Karoui Nicole Mrad Mohamed Hillairet Caroline |
2014 |
| hal-00966695 |
Méthodes Form et Sorm |
Broniatowski Michel Gildas Hermann Kom |
2014 |
| hal-00962241 |
The potential energy of biased random walks on trees |
Hu Yueyun Shi Zhan |
2014 |
| hal-00961611 |
Some overview on unbiased interpolation and extrapolation designs |
Broniatowski Michel Celant Giorgio |
2014 |
| hal-00957880 |
Selection of GLM mixtures: a new criterion for clustering purpose |
Lopez Olivier Xavier Milhaud |
2014 |
| hal-00955505 |
Increasing paths on N-ary trees |
Chen Xinxin |
2014 |
| hal-00952361 |
About Adaptive Coding on Countable Alphabets: Max-Stable Envelope Classes |
Stephane Boucheron Gassiat Elisabeth Ohannessian Mesrob |
2014 |
| hal-00948421 |
Modeling heterogeneity in random graphs through latent space models: a selective review |
Matias Catherine Robin Stéphane |
2014 |
| hal-00946481 |
La méthode de Louvain générique : un algorithme adaptatif pour la détection de communautés sur de très grands graphes |
Campigotto Romain Conde CÉspedes Patricia Guillaume Jean-Loup |
2014 |
| hal-00944777 |
Estimating composite functions by model selection |
Baraud Y. Birgé L. |
2014 |
| hal-00937312 |
On least favorable configurations for step-up-down tests |
Blanchard G. Dickhaus T. Roquain E. Villers F. |
2014 |
| hal-00937301 |
Parametric inference for discretely observed multidimensional diffusions with small diffusion coefficient |
Guy R. Laredo C. Vergu E. |
2014 |
| hal-00937055 |
The price impact of order book events |
Cont R. Kukanov A. Stoikov S. |
2014 |
| hal-00935174 |
Paul Lévy and Maurice Fréchet : 50 Years of Correspondence in 107 Letters |
Barbut M. Locker B. Mazliak L. |
2014 |
| hal-00935038 |
Limit theorems for nearly unstable Hawkes processes: Version with technical appendix |
Jaisson Thibault Rosenbaum Mathieu |
2014 |
| hal-00934596 |
Existence of measures of maximal entropy for Cr interval maps |
Burguet D. |
2014 |
| hal-00933935 |
Critical Ising model and spanning trees partition functions |
de Tilière B. |
2014 |
| hal-00933523 |
Generalized polarization tensors for shape description |
Ammari Habib Garnier Josselin Kang Hyeonbae Lim Mikyoung Yu Sanghyeon |
2014 |
| hal-00933500 |
Target detection and characterization from electromagnetic induction data |
Ammari Habib Chen Junqing Chen Zhiming Garnier Josselin Volkov Darko |
2014 |
| hal-00927721 |
Bayesian analysis of redistribution policy with a fixed scale |
Cirier Guy |
2014 |
| hal-00913075 |
Effect of disorder geometry on the critical force in disordered elastic systems |
Démery Vincent Lecomte Vivien Rosso Alberto |
2014 |
| hal-00908575 |
Some recent results in rare event estimation |
Caron Virgile Guyader Arnaud Munoz Zuniga Miguel Tuffin Bruno |
2014 |
| hal-00908575 |
Some recent results in rare event estimation |
Caron Virgile Guyader Arnaud Munoz Zuniga Miguel Tuffin Bruno |
2014 |
| hal-00868922 |
A note on the second order universality at the edge of Coulomb gases on the plane |
Chafaï Djalil Péché Sandrine |
2014 |
| hal-00865092 |
Piecewise deterministic Markov process - recent results |
Azaïs Romain Bardet Jean-Baptiste Genadot Alexandre Krell Nathalie Zitt Pierre-André |
2014 |
| hal-00864579 |
Splitting up method for the 2D stochastic Navier-Stokes equations |
Bessaih Hakima Brzezniak Zdzislaw Millet Annie |
2014 |
| hal-00863653 |
Largest eigenvalues and eigenvectors of band or sparse matrices |
Benaych-Georges Florent Péché Sandrine |
2014 |
| hal-00851592 |
A Global Homogeneity Test for High-Dimensional Linear Regression |
Charbonnier Camille Verzelen Nicolas Villers Fanny |
2014 |
| hal-00843003 |
Is there a fractional breakdown of the Stokes-Einstein relation in Kinetically Constrained Models at low temperature? |
Blondel Oriane Toninelli Cristina |
2014 |
| hal-00840185 |
The small noise limit of order-based diffusion processes |
Jourdain Benjamin Reygner Julien |
2014 |
| hal-00826898 |
On the Eve property for CSBP |
Duquesne Thomas Labbé Cyril |
2014 |
| hal-00823219 |
The CRT is the scaling limit of random dissections |
Curien Nicolas Haas Bénédicte Kortchemski Igor |
2014 |
| hal-00819221 |
The shape of large balls in highly supercritical percolation |
Basdevant Anne-Laure Enriquez Nathanaël Gerin Lucas Gouéré Jean-Baptiste |
2014 |
| hal-00818859 |
Estimation/Imputation strategies for missing data in survival analysis |
Comte Fabienne Guilloux Agathe Brunel Elodie |
2014 |
| hal-00813262 |
Light tails: All summands are large when the empirical mean is large |
Broniatowski Michel Cao Zhansheng |
2014 |
| hal-00809313 |
Recursive marginal quantization of the Euler scheme of a diffusion process |
Pagès Gilles Sagna Abass |
2014 |
| hal-00795403 |
Asymptotic lower bounds in estimating jumps |
Clement Emmanuelle Delattre Sylvain Gloter Arnaud |
2014 |
| hal-00773708 |
Reflected BSDEs and robust optimal stopping for dynamic risk measures with jumps |
Quenez Marie-Claire Sulem Agnès |
2014 |
| hal-00769741 |
Central limit theorems for linear statistics of heavy tailed random matrices |
Benaych-Georges Florent Guionnet Alice Male Camille |
2014 |
| hal-00767885 |
Convex order for path-dependent derivatives: a dynamic programming approach |
Pagès Gilles |
2014 |
| hal-00756056 |
A mixed-step algorithm for the approximation of the stationary regime of a diffusion |
Pagès Gilles Panloup Fabien |
2014 |
| hal-00746679 |
Localization and delocalization for heavy tailed band matrices |
Benaych-Georges Florent Péché Sandrine |
2014 |
| hal-00744629 |
Maximum likelihood estimator consistency for ballistic random walk in a parametric random environment |
Comets Francis Falconnet Mikael Loukianov Oleg Loukianova Dasha Matias Catherine |
2014 |
| hal-00738115 |
Asymptotic equivalence for nonparametric diffusion and Euler scheme experiments |
Genon-Catalot Valentine Larédo Catherine |
2014 |
| hal-00732683 |
On the stochastic Strichartz estimates and the stochastic nonlinear Schrödinger equation on a compact riemannian manifold |
Brzezniak Zdzislaw Millet Annie |
2014 |
| hal-00705265 |
Universality for one-dimensional hierarchical coalescence processes with double and triple merges |
Faggionato A. Roberto Cyril Toninelli C. |
2014 |
| hal-00686682 |
Large time asymptotics for the fluctuation SPDE in the Kuramoto synchronization model |
Lucon Eric |
2014 |
| hal-00680873 |
Poisson–Dirichlet statistics for the extremes of a log-correlated Gaussian field |
Arguin Louis-Pierre Zindy Olivier |
2014 |
| hal-00666182 |
Long runs under a conditional limit distribution |
Broniatowski Michel Caron Virgile |
2014 |
| hal-00665033 |
About adaptive coding on countable alphabets |
Bontemps Dominique Boucheron Stéphane Gassiat Elisabeth |
2014 |
| hal-00653808 |
Stochastic integration with respect to multifractional Brownian motion via tangent fractional Brownian motions |
Lebovits Joachim Lévy Véhel Jacques Herbin Erick |
2014 |
| hal-00653150 |
Multifractional Stochastic volatility models |
Corlay Sylvain Lebovits Joachim Lévy Véhel Jacques |
2014 |
| hal-00637304 |
Information transmission under random emission constraints |
Comets Francis Delarue François Schott René |
2014 |
| hal-00632783 |
Testing over a continuum of null hypotheses with False Discovery Rate control |
Blanchard Gilles Delattre Sylvain Roquain Etienne |
2014 |
| hal-00613126 |
Minimum divergence estimators, maximum likelihood and exponential families |
Broniatowski Michel |
2014 |
| hal-00609435 |
From flows of Lambda-Fleming-Viot processes to lookdown processes via flows of partitions |
Labbé Cyril |
2014 |
| hal-00605669 |
Estimation in a Competing Risks Proportional Hazards Model Under Length-biased Sampling With Censoring |
Dauxois Jean-Yves Guilloux Agathe Kirmani Syed N.U.A. |
2014 |
| hal-00370948 |
The Moravian crossroads. Mathematics and mathematicians in Brno between German traditions and Czech hopes |
Mazliak Laurent Sisma Pavel |
2014 |
| hal-00122105 |
Lattice convex chains in the plane |
Bureaux Julien Enriquez Nathanael |
2014 |
| PMA-1637 |
Calculus via regularizations in Banach spaces and Kolmogorov-type path-dependent equations. |
A. COSSO, C. DI GIROLAMI, F. RUSSO |
2014 |
| PMA-1636 |
Long time asymptotics for fully nonlinear Bellman equations: a Backward SDE approach. |
A. COSSO, M. FUHRMAN, H. PHAM |
2014 |
| PMA-1635 |
Time reversal dualities for some random forests. |
M. DÁVILA FELIPE & A. LAMBERT |
2014 |
| PMA-1634 |
Robust feedback switching control: dynamic programming and viscosity solutions. |
E. BAYRAKTAR, A. COSSO, H. PHAM |
2014 |
| PMA-1633 |
A multi-step Richardson-Romberg extrapolation method for stochastic approximation. |
N. FRIKHA, L. HUANG |
2014 |
| PMA-1632 |
A central limit theorem for the length of the longest common subsequence in random words. |
C. HOUDRE, Ü. ISLAK |
2014 |
| PMA-1631 |
The Mezard-Parisi equation for matchings in pseudo-dimension d>1. |
J. SALEZ |
2014 |
| PMA-1630 |
Feynman-Kac representation of fully nonlinear PDEs and applications. |
H. PHAM |
2014 |
| PMA-1629 |
Long time asymptotics for optimal investment. |
H. PHAM |
2014 |
| PMA-1628 |
The Matsumoto and Yor process and infinite dimensional hyperbolic space. |
Ph. BOUGEROL |
2014 |
| PMA-1627 |
Sample genealogy and mutational patterns for critical branching populations. |
G. ACHAZ, C. DELAPORTE, A. LAMBERT |
2014 |
| PMA-1626 |
Convex order for path-dependent derivatives: a dynamic programming approach. |
G. PAGÈS |
2014 |
| PMA-1625 |
Introduction to optimal vector quantization and its applications for numerics. |
G. PAGÈS |
2014 |
| PMA-1624 |
Greedy vector quantization. |
H. LUSCHGY, G. PAGÈS |
2014 |
| PMA-1623 |
Optimal discretization of hedging strategies with directional views. |
J. CAI, M. FUKASAWA, M. ROSENBAUM, P. TANKOV |
2014 |
| PMA-1622 |
Recursive marginal quantization of an Euler scheme with applications to local volatility models. |
A. SAGNA, G. PAGÈS |
2014 |
| PMA-1621 |
The Compulsive Gambler Process. |
D. ALDOUS, D. LANOUE, J. SALEZ |
2014 |
| PMA-1620 |
Explicit investment rules with time-to-build and uncertainty. |
R. AID, S. FEDERICO, H. PHAM, B. VILLENEUVE |
2014 |
| PMA-1619 |
Population Dynamics of Globally Coupled Degrade-and-Fire Oscillators. |
A. BLUMENTHAL, B. FERNANDEZ |
2014 |
| PMA-1618 |
Backward SDE Representation for Stochastic Control Problems with Non Dominated Controlled Intensity. |
S. CHOUKROUN, A. COSSO |
2014 |
| PMA-1617 |
Finite size effects in a mean-field kinetically constrained model: dynamical glassiness and quantum criticality. |
T. NEMOTO, V. LECOMTE, S.-I. SASA, F. VAN WIJLAND |
2014 |
| PMA-1616 |
The interpolation method for random graphs with prescribed degrees. |
J. SALEZ |
2014 |
| PMA-1615 |
Fick's law in a random lattice Lorentz gas. |
R. LEFEVERE |
2014 |
| PMA-1614 |
Maximum likelihood estimator consistency for recurrent random walk in a parametric random environment with finite support. |
F. COMETS, M. FALCONNET, O. LOUKIANOV, D. LOUKIANOVA |
2014 |
| PMA-1613 |
Weak shape theorem in first passage percolation with infinite passage times. |
R. CERF, M. THÉRET |
2014 |
| PMA-1612 |
Improved rates for Wasserstein deconvolution with ordinary smooth error in dimension one. |
J. DEDECKER, A. FISCHER, B. MICHEL |
2014 |
| PMA-1611 |
About Adaptive Coding on Countable Alphabets: Max-Stable Envelope Classes. |
S. BOUCHERON, E. GASSIAT, M. OHANNESSIAN |
2014 |
| PMA-1610 |
Density Bounds for some Degenerate Stable Driven SDEs. |
L. HUANG, S. MENOZZI |
2014 |
| PMA-1609 |
A human proof of Gessel's lattice path conjecture. |
A. BOSTAN, I. KURKOVA, K. RASCHEL |
2014 |
| PMA-1608 |
A regularization approach to functional Itô calculus and strong-viscosity solutions to path-dependent PDEs. |
A. COSSO, F. RUSSO |
2014 |
| PMA-1607 |
Limit theorems for nearly unstable Hawkes processes: Version with technical appendix. |
T. JAISSON, M. ROSENBAUM |
2014 |
| PMA-1606 |
Critical Ising model and spanning trees partition functions. |
B. DE TILIÈRE |
2014 |
| PMA-1605 |
Capital distribution and portfolio performance in the mean-field Atlas model. |
B. JOURDAIN, J. REYGNER |
2014 |
| tel-00966053 |
SYNCHRONIZATION AND PHASE REDUCTION IN INTERACTING STOCHASTIC SYSTEMS |
Poquet Christophe |
2013 |
| tel-00957985 |
Estimation non-paramétrique dans les problèmes inverses à opérateur bruité |
Vareschi Thomas |
2013 |
| tel-00922353 |
Aggregation of estimators and classifiers : theory and methods |
Guedj Benjamin |
2013 |
| tel-00920308 |
Branching random walks with selection |
Chen Xinxin |
2013 |
| tel-00915519 |
Arbres et Cartes aléatoires |
Curien Nicolas |
2013 |
| tel-00913896 |
KINETICALLY CONSTRAINED PARTICLE SYSTEMS ON A LATTICE |
Blondel Oriane |
2013 |
| tel-00913510 |
Contributions à la modélisation de la dépendance stochastique |
Lebrun Régis |
2013 |
| tel-00909569 |
Exactly solvable models of two-dimensional statistical mechanics: the Ising model, dimers and spanning trees |
de Tilière Béatrice |
2013 |
| tel-00905886 |
A multiscale study of stochastic spatially-extended conductance-based models for excitable systems |
Genadot Alexandre |
2013 |
| tel-00881002 |
Parametric estimation of covariance function in Gaussian-process based Kriging models. Application to uncertainty quantification for computer experiments |
Bachoc François |
2013 |
| tel-00878599 |
QUELQUES LIENS ENTRE LA THÉORIE DE L'INTÉGRATION NON-ADDITIVE ET LES DOMAINES DE LA FINANCE ET DE L'ASSURANCE |
Grigorova Miryana |
2013 |
| tel-00874551 |
Flots stochastiques et représentation lookdown |
Labbé Cyril |
2013 |
| tel-00866770 |
Multi-fidelity Gaussian process regression for computer experiments |
Le Gratiet Loic |
2013 |
| tel-00832234 |
Modélisation mathématique du risque endogène dans les marchés financiers |
Wagalath Lakshithe |
2013 |
| tel-00782028 |
Modèle de Littelmann pour cristaux géométriques, fonctions de Whittaker sur des groupes de Lie et mouvement brownien. |
Chhaibi Reda |
2013 |
| tel-00778458 |
Optimal control in limit order books |
Guilbaud Fabien |
2013 |
| tel-00777911 |
Global aspects of the reducibility of quasiperiodic cocycles in semisimple compact Lie groups |
Nikolaos Karaliolios |
2013 |
| inria-00616765 |
Splitting trees with neutral Poissonian mutations II: Largest and Oldest families |
Champagnat Nicolas Lambert Amaury |
2013 |
| in2p3-01134287 |
Radiation induced microstructures in ODS 316 austenitic steel under dual-beam ions |
Zhang H.K. Yao Z.W. Zhou Z.J. Wang M. Kaitasov O. Daymond M.R. |
2013 |
| hal-02807182 |
Statistical inference for epidemic models approximated by diffusion processes |
Guy Romain Laredo Catherine Vergu Elisabeta |
2013 |
| hal-02806322 |
Approximation of epidemic models by diffusion processes and Statistical applications |
Laredo Catherine Guy Romain Vergu Elisabeta |
2013 |
| hal-02508880 |
On some endogenous probability-migration models |
Garcon Manuel Garnier Josselin Omrane Abdennebi |
2013 |
| hal-02504307 |
On some endogenous probability-migration models |
Garcon Manuel Garnier Josselin Omrane Abdennebi |
2013 |
| hal-02493727 |
Interconnected Observers for online supercapacitor ageing monitoring |
Shi Z. Auger François Schaeffer E. Guillemet Ph. Loron L. |
2013 |
| hal-02291004 |
National sentinel surveillance of transmitted drug resistance in antiretroviral-naive chronically HIV-infected patients in France over a decade: 2001-2011 |
Descamps Diane Assoumou Lambert Chaix Marie-Laure Chaillon Antoine Pakianather Sophie de Rougemont Alexis Storto Alexandre Santos Georges Krivine Anne Delaugerre Constance Montes Brigitte Izopet Jacques Charpentier Charlotte Wirden Marc Maillard Anne Mora ... |
2013 |
| hal-02107379 |
Ranking data with ordinal labels: optimality and pairwise aggregation |
Clémençon Stéphan Robbiano Sylvain Vayatis Nicolas |
2013 |
| hal-02006747 |
Estimating the efficient price from the order flow: A Brownian Cox process approach |
Robert Christian Yann Delattre Sylvain Rosenbaum Mathieu |
2013 |
| hal-01979842 |
Wheeze phenotypes in young children have different courses during the preschool period |
Just Jocelyne Saint-Pierre Philippe Gouvis-Echraghi Rahelé Boutin Bernard Panayotopoulos Virginie Chebahi Nabila Ousidhoum-Zidi Aldjia Khau Cam-Anh |
2013 |
| hal-01874813 |
A two-scale approach to the hydrodynamic limit Part II: local Gibbs behavior |
Fathi Max |
2013 |
| hal-01866886 |
Time-reversal algorithms in viscoelastic media |
Bretin Elie Ammari Habib Garnier Josselin Wahab Abdul |
2013 |
| hal-01866876 |
Localization, Stability, and Resolution of Topological Derivative Based Imaging Functionals in Elasticity |
Bretin Elie Ammari Habib Garnier Josselin Jing Wenjia Kang Hyeonbae Wahab Abdul |
2013 |
| hal-01808870 |
Statistical challenges of quality of life and cancer: new avenues for future research |
Boyer Laurent Baumstarck Karine Michel Pierre Boucekine Mohamed Anota Amélie Bonnetain Franck Coste Joël Falissard Bruno Guilleux Alice Hardouin Jean-Benoit Loundou Anderson Mercier Mariette Mesbah Mounir Rouquette Alexandra Sebille Véronique Verdam Mathi ... |
2013 |
| hal-01765647 |
A Mendelian predisposition to B-cell lymphoma caused by IL-10R deficiency |
Neven B. Mamessier Emilie Bruneau Julien Kaltenbach S. Kotlarz D. Suarez F. Masliah-Planchon J. Billot K. Canioni D. Frange P. Radford-Weiss I. Asnafi V. Murugan D. Bole C. Nitschke P. Goulet O. Casanova J.-L. Blanche S. Picard C. Hermine O. Rieux-Laucat ... |
2013 |
| hal-01764369 |
A Strong Invariance Theorem of the Tail Empirical Copula Processes |
Bouzebda Salim Zari Tarek |
2013 |
| hal-01764367 |
New Entropy Estimator with an Application to Test of Normality |
Bouzebda Salim Elhattab Issam Keziou Amor Lounis Tewfik |
2013 |
| hal-01764347 |
A semiparametric maximum likelihood ratio test for the change point in copula models |
Bouzebda Salim Keziou Amor |
2013 |
| hal-01729750 |
EXPOSANTS CRITIQUES ET MOYENNABILITÉ |
Roblin Thomas Tapie Samuel |
2013 |
| hal-01721369 |
Universal current fluctuations in the symmetric exclusion process and other diffusive systems |
Akkermans Eric Bodineau Thierry Derrida Bernard Shpielberg Ohad |
2013 |
| hal-01586779 |
Un itinéraire de géographe américaniste |
Marin Richard Michel Bertrand |
2013 |
| hal-01572166 |
Uniform-in-Bandwidth Functional Limit Laws |
Deheuvels Paul Ouadah Sarah |
2013 |
| hal-01572163 |
Uniform-in-bandwidth kernel estimation for censored data |
Ouadah Sarah |
2013 |
| hal-01519688 |
Nonlinear projection methods for visualizing Barcode data and application on two data sets |
Olteanu Madalina Schaeffer Brigitte Denys Christiane Nicolas Violaine Missoup A.D. Kennis J. Laredo Catherine |
2013 |
| hal-01465469 |
Des mathématiciens et des guerres. Histoires de confrontations (XIXe-XXe siècles) |
Mazliak Laurent Durand Antonin Tazzioli Rossana |
2013 |
| hal-01464515 |
FREDRICKSON-ANDERSEN ONE SPIN FACILITATED MODEL OUT OF EQUILIBRIUM |
Blondel Oriane Cancrini N Martinelli F Roberto C Toninelli C |
2013 |
| hal-01426319 |
Comments on the Influence of Disorder for Pinning Model in Correlated Gaussian Environment |
Berger Quentin |
2013 |
| hal-01426311 |
Hierarchical pinning model in correlated random environment |
Berger Quentin Toninelli Fabio |
2013 |
| hal-01393110 |
Dealing with the Inventory Risk. A solution to the market making problem |
Guéant Olivier Lehalle Charles-Albert Fernandez Tapia Joaquin |
2013 |
| hal-01313994 |
Some limit theorems for Hawkes processes and application to financial statistics |
Bacry Emmanuel Delattre Sylvain Hoffmann Marc Muzy Jean-François |
2013 |
| hal-01267509 |
Forecasting Intra Day Load Curves Using Sparse Functional Regression |
Mougeot M. Picard D. Lefieux V. Maillard-Teyssier L. |
2013 |
| hal-01182124 |
Z2-FET based ESD protections: innovative local clamps for UTBB FD-SOI Technology. |
Y. Solaro P. Fonteneau C-A. Legrand C. Fenouillet-Beranger P. Ferrari S. Cristoloveanu |
2013 |
| hal-01109908 |
Optimization and statistical methods for high frequency finance |
Hoffmann M. Labadie M. Lehalle C.-A. Pagès G. Pham H. Rosenbaum M. |
2013 |
| hal-01103691 |
Mean-Variance Hedging on Uncertain Time Horizon in a Market with a Jump |
Kharroubi Idris Lim Thomas Ngoupeyou Armand |
2013 |
| hal-01102785 |
OPTIMIZATION AND STATISTICAL METHODS FOR HIGH FREQUENCY FINANCE |
Hoffmann Marc Labadie Mauricio Lehalle Charles-Albert Pagès Gilles Pham Huyên Rosenbaum Mathieu |
2013 |
| hal-01064791 |
Fast estimation of posterior probabilities in change-point analysis through a constrained hidden Markov model |
M. Luong T. Rozenholc Y. Nuel G. |
2013 |
| hal-01064786 |
Joint estimation of causal effects from observational and intervention gene expression data |
Rau A. Jaffrezic F. Nuel G. |
2013 |
| hal-01064783 |
Evidence for overdispersion in the distribution of malaria parasites and leukocytes in thick blood smears |
Hammami I. Garcia A. Nuel G. |
2013 |
| hal-01064774 |
Statistical Properties of Parasite Density Estimators in Malaria |
Hammami I. Nuel G. Garcia A. |
2013 |
| hal-01064771 |
Sparse approaches for the exact distribution of patterns in long state sequences generated by a Markov source |
Nuel G. Dumas J.-G. |
2013 |
| hal-01025826 |
Sparse approximation and fit of intraday load curves in a high dimensional framework |
Mougeot M. Picard D. Tribouley K. Lefieux V. Maillard-Teyssier L. |
2013 |
| hal-01025820 |
Anisotropic de-noising in functional deconvolution model with dimension-free convergence rates |
Benhaddou R. Pensky M. Picard D. |
2013 |
| hal-01025812 |
Grouping strategies and thresholding for high dimensional linear models rejoinder |
Mougeot M. Picard D. Tribouley K. |
2013 |
| hal-01025810 |
Grouping strategies and thresholding for high dimensional linear models |
Mougeot M. Picard D. Tribouley K. |
2013 |
| hal-01025422 |
KAM-tori near an analytic elliptic fixed point |
Eliasson L.H. Fayad B. Krikorian R. |
2013 |
| hal-01023772 |
Regularity of the drift and entropy of random walks on groups |
Gilch L. Ledrappier F. |
2013 |
| hal-01022961 |
Small-time asymptotics of stopped Lévy bridges and simulation schemes with controlled bias |
Figueroa-Lopez J. Tankov P. |
2013 |
| hal-01020701 |
Cellular tree classifiers |
Biau Gérard |
2013 |
| hal-01020634 |
Comparison of the Spatial Organization in Colorectal Tumors using Second-Order Statistics and Functional ANOVA |
Alsheh Ali M. Seguin J. Fischer A. Mignet Nathalie Wendling L. Hurtut T. |
2013 |
| hal-01019985 |
A simple stochastic rate model for rate equity hybrid products |
Eberlein E. Madan D. Pistorius M. Yor M. |
2013 |
| hal-01019970 |
Sur l'oeuvre de Paul Lévy. |
Yor M. |
2013 |
| hal-01019952 |
Retrieving information from subordination |
Bertoin J. Yor M. |
2013 |
| hal-01019930 |
Local times and excursion theory for Brownian motion. A tale of Wiener and Itô measures |
Yen J.Y. Yor M. |
2013 |
| hal-01019912 |
Kinetically constrained spin models, glasses and coalescence processes |
Martinelli F. Toninelli C. |
2013 |
| hal-01017976 |
An exact connection between two solvable SDEs and a nonlinear utility stochastic PDE |
El Karoui Nicole Mrad M. |
2013 |
| hal-01017953 |
The local limit of unicellular maps in high genus |
Angel O. Chapuy G. Curien N. Ray G. |
2013 |
| hal-01017915 |
Noise Prevents Singularities in Linear Transport Equations |
Fedrizzi Ennio Flandoli Franco |
2013 |
| hal-01017852 |
On large deviations for the cover time of two-dimensional torus |
Comets F. Gallesco C. Popov S. Vachkovskaia M. |
2013 |
| hal-00997060 |
ESD protection using BIMOS transistor in 100 GHz RF application for advanced CMOS technology ICICDT-2013, May 29th-31st, 2013, Pavia, Italy |
Galy P. Lim T. Jimenez J. Heitz B. Benech P. Fournier J.-M. Marin-Cudraz D. |
2013 |
| hal-00997047 |
Symmetrical ESD protection for advanced CMOS technology dedicated to 100GHz RF application |
Galy P. Lim T. Bourgeat J. Jimenez J. Heitz B. Marin-Cudraz D. Benech P. Fournier J.-M. |
2013 |
| hal-00996640 |
Chalcopyrite thin-film solar cells by industry-compatible ink-based process |
Roux F. Amtablian S. Anton M. Besnard G. Bilhaut L. Bommersbach P. Braillon J. Cayron C. Disdier A. Fournier H. Garnier Josselin Jannaud A. Jouhannaud J. Kaminski A. Karst N. Noel S. Perraud S. Poncelet O. Raccurt O. Rapisarda D. Ricaud A. Rouchon D. Roum ... |
2013 |
| hal-00995335 |
Time reversal in viscoelastic media |
Ammari Habib Bretin Elie Garnier Josselin Wahab Abdul |
2013 |
| hal-00994440 |
Symmetrical ESD protection for advanced CMOS technology dedicated to 100 GHz RF application |
Galy Ph. Lim T. Bourgeat J. Jimenez J. Heitz B. Marin-Cudraz D. Benech Ph. Fournier J.M. |
2013 |
| hal-00992369 |
Comparison of the Spatial Organization in Colorectal Tumors using Second-Order Statistics and Functional ANOVA |
Alsheh Ali Maya Seguin Johanne Fisher Aurélie Mignet Nathalie Wendling Laurent Hurtut Thomas |
2013 |
| hal-00973192 |
Adaptive density estimation using finite Gaussian mixtures |
Maugis-Rabusseau Cathy Michel Bertrand |
2013 |
| hal-00968272 |
Statistical Models and Methods for Reliability and Survival Analysis |
Couallier Vincent Gerville-Réache Léo Huber Catherine Limnios Nikolaos Mesbah Mounir |
2013 |
| hal-00960411 |
The East model: recent results and new progresses |
Faggionato A. Martinelli F. Roberto C. Toninelli C. |
2013 |
| hal-00944771 |
Robust tests for Model Selection |
Birgé L. |
2013 |
| hal-00942704 |
Concentration inequalities : a non asymptotic theory of independence |
Boucheron Stéphane Lugosi Gabor Massart Pascal |
2013 |
| hal-00942206 |
Large deviations, dynamics and phase transitions in large stochastic heterogeneous neural networks |
Cabana Tanguy Touboul Jonathan |
2013 |
| hal-00941290 |
Quasi-stationary distributions associated with explosive CSBP |
Labbé C. |
2013 |
| hal-00938253 |
A structural risk-neutral model for pricing and hedging power derivatives |
Aïd R. Campi L. Langrené N. |
2013 |
| hal-00937304 |
Nonlinear projection methods for visualizing Barcode data and application on two data sets |
Olteanu O. Nicolas V. Schaeffer B. Denys C. Missoup A.D. Kennis J. Laredo C. |
2013 |
| hal-00936843 |
Oscillatory critical amplitudes in hierarchical models and the Harris function of branching processes |
Costin O. Giacomin G. |
2013 |
| hal-00936813 |
Free convolution operators and free Hall transform |
Cébron G. |
2013 |
| hal-00936692 |
A mixed-step algorithm for the approximation of the stationary regime of a diffusion |
Pagès G. Panloup F. |
2013 |
| hal-00936685 |
Inequalities for permanental processes |
Eisenbaum N. |
2013 |
| hal-00936070 |
Birth-death models and coalescent point processes: The shape and probability of reconstructed phylogenies |
Lambert A. Stadler T. |
2013 |
| hal-00936064 |
Past, growth and persistence of source-sink metapopulations |
Bansaye V. Lambert A. |
2013 |
| hal-00936059 |
Predicting the loss of phylogenetic diversity under non-stationary diversification models |
Lambert A. Steel M. |
2013 |
| hal-00935528 |
The stable trees are nested |
Curien N. Haas B. |
2013 |
| hal-00935525 |
A view from infinity of the uniform infinite planar quadrangulation |
Curien N. Ménard L. Miermont G. |
2013 |
| hal-00935520 |
The Brownian cactus I. Scaling limits of discrete cactuses |
Curien N. Le Gall J.-F. Miermont G. |
2013 |
| hal-00935514 |
The Markovian hyperbolic triangulation |
Curien N. Werner W. |
2013 |
| hal-00935470 |
Entropie et principe variationnel pour le flot géodésique en courbure négative pincée |
Ledrappier F. |
2013 |
| hal-00935456 |
Mesures stationnaires sur les espaces homogènes, d'après Yves Benoist et Jean-François Quint |
Ledrappier F. |
2013 |
| hal-00935373 |
Fredrickson-Andersen one spin facilitated model out of equilibrium |
Blondel O. Cancrini N. Martinelli F. Roberto C. Toninelli C. |
2013 |
| hal-00935248 |
Weighted enumeration of spanning subgraphs in locally tree-like graphs |
Salez Justin |
2013 |
| hal-00935245 |
Joint distribution of distances in large random regular networks |
Salez Justin |
2013 |
| hal-00935166 |
Le Carnet de voyage de Maurice Janet à Göttingen |
Mazliak L. |
2013 |
| hal-00934790 |
Incoherent dispersive shocks in the spectral evolution of random waves |
Garnier Josselin Xu G. Trillo Stefano Picozzi A. |
2013 |
| hal-00934787 |
Spectral dynamics of incoherent waves with a noninstantaneous nonlinear response |
Xu G. Garnier Josselin Trillo Stefano Picozzi A. |
2013 |
| hal-00934784 |
Reconstruction of piecewise smooth absorption map by an acousto-optic process |
Ammari H. Garnier Josselin Nguyen H. Seppecher L. |
2013 |
| hal-00934743 |
Mathematical and Statistical Methods for Multistatic Imaging |
Ammari H. Garnier Josselin Jing W. Kang H. Lim M. Solna K. Wang H. |
2013 |
| hal-00934677 |
Localization transition for polymers in Poissonian medium |
Comets F. Yoshida N. |
2013 |
| hal-00934659 |
Last passage percolation and traveling fronts |
Comets F. Quastel J. Ramirez A. |
2013 |
| hal-00934645 |
The precise tail behavior of the total progeny of a killed branching random walk |
Aïdekon E. Hu Y. Zindy O. |
2013 |
| hal-00934587 |
Symbolic extensions for partially hyperbolic dynamical systems with 2-dimensional center bundle |
Burguet D. Fisher T. |
2013 |
| hal-00933488 |
Localization, Stability, and Resolution of Topological Derivative Based Imaging Functionals in Elasticity |
Ammari H. Bretin E. Garnier Josselin Jing W. Kang H. Wahab A. |
2013 |
| hal-00933474 |
Anomalous Shock Displacement Probabilities for a Perturbed Scalar Conservation Law |
Garnier Josselin Papanicolaou G. Yang T.-W. |
2013 |
| hal-00933466 |
Time-reversal algorithms in viscoelastic media |
Ammari H. Bretin E. Garnier Josselin Wahab A. |
2013 |
| hal-00933454 |
Tracking of a mobile target using generalized polarization tensors |
Ammari H. Boulier T. Garnier Josselin Kang H. Wang H. |
2013 |
| hal-00933436 |
Resolution and stability analysis in full-aperture, linearized conductivity and wave imaging |
Ammari H. Garnier Josselin Solna K. |
2013 |
| hal-00933433 |
Passive array correlation-based imaging in a random waveguide |
Ammari H. Garnier Josselin Jing W. |
2013 |
| hal-00933417 |
Signal-to-noise ratio estimation in passive correlation-based imaging |
Garnier Josselin Papanicolaou G. Semin A. Tsogka C. |
2013 |
| hal-00932782 |
Some two-dimensional extensions of Bougerol's identity in law for the exponential functional of linear Brownian motion |
Bertoin J. Dufresne D. Yor M. |
2013 |
| hal-00932776 |
On the remarkable Lamperti representation of the inverse local time of a radial Ornstein-Uhlenbeck process |
Hirsch F. Yor M. |
2013 |
| hal-00932772 |
Integrability properties and limit theorems for the exit time from a cone of planar Brownian motion |
Vakeroudis S. Yor M. |
2013 |
| hal-00932768 |
Illustration of various methods for solving partly Skorokhod's embedding problem |
Yen J.Y. Yor M. |
2013 |
| hal-00932741 |
On an identity in law between Brownian quadratic functionals |
Yen J.Y. Yor M. |
2013 |
| hal-00932731 |
Pure jump increasing processes and the change of variables formula |
Bertoin J. Yor M. |
2013 |
| hal-00930259 |
Branching Brownian motion seen from its tip |
Aïdekon E. Berestycki J. Brunet E. Shi Z. |
2013 |
| hal-00922957 |
Pointwise convergence of the Lloyd algorithm in higher dimension |
Pagès Gilles Yu Jun |
2013 |
| hal-00918904 |
Constrained information transmission on Erdös-Rényi graphs |
Comets Francis Gallesco Christophe Popov Serguei Vachkovskaia Marina |
2013 |
| hal-00917419 |
Matchings on infinite graphs |
Bordenave Charles Lelarge Marc Salez Justin |
2013 |
| hal-00916652 |
Diversification in financial networks may increase systemic risk |
Garnier Josselin Papanicolaou G. Yang T.-W. |
2013 |
| hal-00916457 |
Functional co-monotony of processes with applications to peacocks and barrier options |
Pagès G. |
2013 |
| hal-00913730 |
Nonparametric Bernstein-von Mises theorem in Gaussian white noise |
Castillo I. Nickl R. |
2013 |
| hal-00913726 |
Scaling limits via excursion theory: Interplay between Crump-Mode-Jagers branching processes and Processor-Sharing queues |
Lambert A. Simatos F. Zwart B. |
2013 |
| hal-00912018 |
Network structure and systemic risk in banking systems |
Cont Rama Moussa Amal Santos Edson B |
2013 |
| hal-00911537 |
Sloshing in the LNG shipping industry: risk modelling through multivariate heavy-tail analysis |
Dematteo Antoine Clémençon Stéphan Vayatis Nicolas Mougeot Mathilde |
2013 |
| hal-00907560 |
A variance reduction method for interacting particles system |
Bachoc François Bachouch Achref Lenôtre Lionel |
2013 |
| hal-00906934 |
Asymptotic analysis of the role of spatial sampling for covariance parameter estimation of Gaussian processes |
Bachoc François |
2013 |
| hal-00905899 |
A numerical algorithm for fully nonlinear HJB equations: an approach by control randomization |
Kharroubi Idris Langrené Nicolas Pham Huyên |
2013 |
| hal-00905400 |
Cross Validation and Maximum Likelihood estimation of hyper-parameters of Gaussian processes with model misspecification |
Bachoc François |
2013 |
| hal-00881268 |
Some explicit formulas for the Brownian bridge, Brownian meander and Bessel process under uniform sampling |
Rosenbaum Mathieu Yor Marc |
2013 |
| hal-00880473 |
Kinetically constrained spin models on trees |
Martinelli F. Toninelli C. |
2013 |
| hal-00880456 |
Regularity of the entropy for random walks on hyperbolic groups |
Ledrappier F. |
2013 |
| hal-00879978 |
Correlation and variable importance in random forests |
Gregorutti Baptiste Michel Bertrand Saint-Pierre Philippe |
2013 |
| hal-00879436 |
High-dimensional $p$-norms |
Biau Gérard Mason David |
2013 |
| hal-00879436 |
High-dimensional $p$-norms |
Biau Gérard Mason David |
2013 |
| hal-00878739 |
Spectra of large diluted but bushy random graphs |
Enriquez Nathanael Menard Laurent |
2013 |
| hal-00877356 |
On the hitting times of continuous-state branching processes with immigration. |
Duhalde Xan Foucart Clément Ma Chunhua |
2013 |
| hal-00877162 |
On the law of a triplet associated with the pseudo-Brownian bridge |
Rosenbaum Mathieu Yor Marc |
2013 |
| hal-00876957 |
Dual and backward SDE representation for optimal control of non-Markovian SDEs |
Fuhrman Marco Pham Huyen |
2013 |
| hal-00873688 |
Double barrier reflected BSDEs with jumps and generalized Dynkin games |
Dumitrescu Roxana Quenez Marie-Claire Sulem Agnès |
2013 |
| hal-00873674 |
On the Mellin transforms of the perpetuity and the remainder variables associated to a subordinator |
Hirsch F. Yor M. |
2013 |
| hal-00871310 |
Poisson-Dirichlet Statistics for the extremes of the two-dimensional discrete Gaussian Free Field |
Arguin Louis-Pierre Zindy Olivier |
2013 |
| hal-00870732 |
MALT90: The Millimetre Astronomy Legacy Team 90 GHz Survey |
Jackson J. M. Rathborne J. M. Foster J. B. Whitaker J. S. Sanhueza P. Claysmith C. Mascoop J. L. Wienen M. Breen S. L. Herpin Fabrice Duarte-Cabral A. Csengeri T. Longmore S. Contreras Y. Indermuehle B. Barnes P. J. Walsh A. J. Cunningham M. R. Brooks K. ... |
2013 |
| hal-00869298 |
On the expectation of normalized Brownian functionals up to first hitting times |
Elie Romuald Rosenbaum Mathieu Yor Marc |
2013 |
| hal-00868624 |
Reduced-bias estimators for the Distortion Risk Premiums for Heavy-tailed distributions |
Deme El Hadji Lo Gane Samb |
2013 |
| hal-00867113 |
High frequency trading in a Markov renewal model |
Fodra Pietro Pham Huyen |
2013 |
| hal-00863579 |
Quarticity and other functionals of volatility : Efficient estimation |
Jacod J. Rosenbaum M. |
2013 |
| hal-00859346 |
alpha-stable densities are HCM for alpha \in ]0,1/4] and [1/3,1/2]. |
Fourati Sonia |
2013 |
| hal-00858377 |
Running for the exit: Distressed selling and endogenous correlation in financial markets |
Cont R. Wagalath L. |
2013 |
| hal-00858355 |
Multi-asset American options and parallel quantization |
Bronstein A. Pagès G. Portès J. |
2013 |
| hal-00853988 |
Reflected BSDEs with nonpositive jumps, and controller-and-stopper games |
Choukroun Sébastien Cosso Andrea Pham Huyen |
2013 |
| hal-00850691 |
Macro-evolutionary models and coalescent point processes: The shape and probability of reconstructed phylogenies |
Lambert Amaury Stadler Tanja |
2013 |
| hal-00845702 |
The number of absorbed individuals in branching Brownian motion with a barrier |
Maillard Philippe |
2013 |
| hal-00845018 |
BSDEs with jumps, optimization and applications to dynamic risk measures |
Quenez M.-C. Sulem A. |
2013 |
| hal-00845013 |
An infinite dimensional convolution theorem with applications to the efficient estimation of the integrated volatility |
Clément E. Delattre S. Gloter A. |
2013 |
| hal-00845004 |
Some limit theorems for Hawkes processes and application to financial statistics |
Bacry Emmanuel Delattre S. Hoffmann M. Muzy J.F. |
2013 |
| hal-00843113 |
Monotone stability of quadratic semimartingales with applications to unbounded general quadratic BSDEs |
Barrieu P. El Karoui Nicole |
2013 |
| hal-00843106 |
The genealogy of branching Brownian motion with absorption |
Berestycki J. Berestycki N. Schweinsberg J. |
2013 |
| hal-00842432 |
A Bayesian approach for global sensitivity analysis of (multi-fidelity) computer codes |
Le Gratiet Loic Cannamela Claire Iooss Bertrand |
2013 |
| hal-00840295 |
Loss-based risk measures |
Cont R. Deguest R. He X. |
2013 |
| hal-00840137 |
Holder Flow and Differentiability for SDEs with Nonregular Drift |
Fedrizzi E. Flandoli F. |
2013 |
| hal-00839507 |
A multiscale approach to synthetic aperture radar in dispersive random media |
Garnier Josselin Solna K. |
2013 |
| hal-00839506 |
Multi-element stochastic spectral projection for high quantile estimation |
Ko J. Garnier Josselin |
2013 |
| hal-00839503 |
Truncated thermalization of incoherent optical waves through supercontinuum generation in photonic crystal fibers |
Barviau B. Garnier Josselin Xu G. Kibler B. Millot G. Picozzi A. |
2013 |
| hal-00839500 |
Large deviations for a mean field model of systemic risk |
Garnier Josselin Papanicolaou G. Yang T.-W. |
2013 |
| hal-00839499 |
Analysis of the time reversal operator for a scatterer undergoing small displacements |
Philippe F.D. Prada C. Fink M. Garnier Josselin de Rosny J. |
2013 |
| hal-00839497 |
Radiative transfer and diffusion limits for wave field correlations in locally shifted random media |
Ammari H. Bossy E. Garnier Josselin Jing W. Seppecher L. |
2013 |
| hal-00839249 |
Randomized urn models revisited using Stochastic Approximation |
Laruelle S. Pagès G. |
2013 |
| hal-00839247 |
Optimal posting distance of limit orders: a stochastic algorithm approach |
Laruelle S. Lehalle C.-A. Pagès G. |
2013 |
| hal-00839239 |
Sparse single-index model |
Alquier P. Biau Gérard |
2013 |
| hal-00839156 |
Estimation of the lead-lag parameter from non-synchronous data |
Hoffmann M. Rosenbaum M. Yoshida N. |
2013 |
| hal-00839153 |
Improved Matrix Uncertainty selector |
Rosenbaum M. Tsybakov A.B. |
2013 |
| hal-00839123 |
Fourier-Stieltjes Transforms of Rajman Measures with Full Support on the Circle |
Hamdan D. |
2013 |
| hal-00838777 |
Macroscopic Diffusion from a Hamilton-like Dynamics |
Lefevere R. |
2013 |
| hal-00838681 |
Passage time from four to two blocks of opinions in the voter model and walks in the quarter plane |
Kurkova I. Raschel K. |
2013 |
| hal-00838676 |
Des mathématiciens et des guerres : Histoires de confrontations, XIXème-XXème siècle |
Durand A. Mazliak L. Tazzioli R. |
2013 |
| hal-00838673 |
Poincaré and Probability |
Mazliak L. |
2013 |
| hal-00838393 |
Hardy-Littlewood's inequalities in the case of a capacity |
Grigorova M. |
2013 |
| hal-00838275 |
Adaptive radiation driven by the interplay of eco-evolutionary and landscape dynamics |
Aguilée R. Claessen D. Lambert A. |
2013 |
| hal-00838269 |
Overestimates of maternity and population growth rates in multi-annual breeders |
Chapron G. Wielgus R. Lambert A. |
2013 |
| hal-00838261 |
On large deviations for the cover time of two-dimensional torus |
Comets Francis Gallesco Christophe Popov Serguei Vachkovskaia Marina |
2013 |
| hal-00838003 |
Front progression in the East model |
Blondel O. |
2013 |
| hal-00837997 |
Equity correlations implied by index options: estimation and model uncertainty analysis |
Cont R. Deguest R. |
2013 |
| hal-00837992 |
Benoit Mandelbrot et la modélisation mathématique des risques financiers |
Cont R. |
2013 |
| hal-00837989 |
Network structure and systemic risk in banking systems |
Cont R. Santos E.B. Moussa A. |
2013 |
| hal-00836097 |
Une famille d'applications linéaires liée à l'hypothèse de Riemann généralisée |
Saias Eric |
2013 |
| hal-00835685 |
Local times for functions with finite variation: two versions of Stieltjes change of variables formula |
Bertoin Jean Yor Marc |
2013 |
| hal-00835633 |
Optimal high frequency trading with limit and market orders |
Guilbaud F. Pham H. |
2013 |
| hal-00835620 |
Estimating the efficient price from the order flow: A Brownian Cox process approach |
Delattre S. Robert C.Y. Rosenbaum M. |
2013 |
| hal-00835399 |
Retrieval of a Green's function with reflections from partly coherent waves generated by a wave packet using cross correlations |
de Hoop M. Garnier Josselin Holman S.F. Solna K. |
2013 |
| hal-00835385 |
Partial data resolving power of conductivity imaging from boundary measurements |
Ammari H. Garnier Josselin Solna K. |
2013 |
| hal-00835379 |
Modeling active electrolocation in weakly electric fish |
Ammari H. Boulier T. Garnier Josselin |
2013 |
| hal-00835272 |
EQUITY CORRELATIONS IMPLIED BY INDEX OPTIONS: ESTIMATION AND MODEL UNCERTAINTY ANALYSIS |
Cont Rama Deguest Romain |
2013 |
| hal-00835259 |
Noise prevents singularities in linear transport equations |
Fedrizzi E. Flandoli F. |
2013 |
| hal-00835251 |
From Cycle Rooted Spanning Forests to the Critical Ising Model: an Explicit Constructio |
de Tilière B. |
2013 |
| hal-00834706 |
Phylogenetic analysis accounting for age-dependent death and sampling with applications to epidemics |
Lambert Amaury Alexander Helen K. Stadler Tanja |
2013 |
| hal-00833585 |
Predicting the loss of phylogenetic diversity under non-stationary diversification models |
Lambert Amaury Steel Mike |
2013 |
| hal-00833190 |
Transport-induced correlations in weakly interacting systems |
Bunin Guy Kafri Yariv Lecomte Vivien Podolsky Daniel Polkovnikov Anatoli |
2013 |
| hal-00832155 |
Price Dynamics in a Markovian Limit Order Market |
Cont R. de Larrard A. |
2013 |
| hal-00831106 |
Wave propagation in waveguides with random boundaries |
Alonso R. Borcea L. Garnier Josselin |
2013 |
| hal-00831008 |
Quantitative thermo-acoustic imaging: an exact reconstruction formula |
Ammari H. Garnier Josselin Jing W. Nguyen L.H. |
2013 |
| hal-00830987 |
Modelling microstructure noise with mutually exciting point processes |
Bacry Emmanuel Delattre S. Hoffmann M. Muzy J.F. |
2013 |
| hal-00828596 |
Asymptotic normality of a Sobol index estimator in Gaussian process regression framework |
Le Gratiet Loic |
2013 |
| hal-00828485 |
Lévy processes with marked jumps II : Application to a population model with mutations at birth |
Delaporte Cécile |
2013 |
| hal-00828480 |
Lévy processes with marked jumps I : Limit theorems |
Delaporte Cécile |
2013 |
| hal-00827162 |
Optimal rates of convergence for persistence diagrams in Topological Data Analysis |
Chazal Frédéric Glisse Marc Labruère Catherine Michel Bertrand |
2013 |
| hal-00827040 |
Scaling limit of the path leading to the leftmost particle in a branching random walk |
Chen Xinxin |
2013 |
| hal-00826770 |
Position of the rightmost individual in a branching random walk through an interface |
Mallein Bastien |
2013 |
| hal-00825405 |
Quenched limits for the fluctuations of transient random walks in random environment on Z |
Enriquez N. Sabot C. Tournier L. Zindy O. |
2013 |
| hal-00825392 |
Overlaps and pathwise localization in the Anderson polymer model |
Comets F. Cranston M. |
2013 |
| hal-00825357 |
Some examples of Skorokhod embeddings obtained from the Azéma-Yor algorithm |
Lim A.P.C. Yen J.Y. Yor M. |
2013 |
| hal-00823193 |
Approximation of epidemic models by diffusion processes and their statistical inference |
Guy Romain Larédo Catherine Vergu Elisabeta |
2013 |
| hal-00822435 |
Light tails: Gibbs conditional principle under extreme deviation |
Broniatowski Michel Cao Zhansheng |
2013 |
| hal-00821806 |
Static fluctuations of a thick 1D interface in the 1+1 Directed Polymer formulation: numerical study |
Agoritsas Elisabeth Lecomte Vivien Giamarchi Thierry |
2013 |
| hal-00821745 |
Markov switching quadratic term structure models |
Goutte Stéphane |
2013 |
| hal-00819269 |
Semi Markov model for market microstructure |
Fodra Pietro Pham Huyên |
2013 |
| hal-00817262 |
Nonparametric copula estimation under bivariate censoring |
Gribkova Svetlana Lopez Olivier |
2013 |
| hal-00816013 |
Optimal investment under multiple defaults risk: a BSDE decomposition approach |
Jiao Y. Kharroubi I. Pham H. |
2013 |
| hal-00815998 |
The coalescent point process of branching trees |
Lambert A. Popovic L. |
2013 |
| hal-00815987 |
A consistent pricing model for index options and volatility derivatives |
Cont R. Kokholm T. |
2013 |
| hal-00815977 |
Splitting trees stopped when the first clock rings and Vervaat's transformation |
Lambert A. Trapman P. |
2013 |
| hal-00814678 |
Scaling limit of the invasion percolation cluster on a regular tree |
Angel O. Goodman J. Merle M. |
2013 |
| hal-00814672 |
Functional Itô calculus and stochastic integral representation of martingales |
Cont R. Fournié D.-A. |
2013 |
| hal-00811561 |
A penalized algorithm for event-specific rate models for recurrent events |
Bouaziz Olivier Guilloux Agathe |
2013 |
| hal-00804781 |
Increasing processes and the change of variables formula for non-decreasing functions |
Bertoin Jean Yor Marc |
2013 |
| hal-00801536 |
A CONSISTENT PRICING MODEL FOR INDEX OPTIONS AND VOLATILITY DERIVATIVES |
Cont Rama Kokholm Thomas |
2013 |
| hal-00801197 |
The peripatric coalescent |
Lambert Amaury Ma Chunhua |
2013 |
| hal-00795522 |
Stochastic Sensitivity Study for Optimal Credit allocation |
Carassus Laurence Scotti Simone |
2013 |
| hal-00794821 |
Concentration inequalities. A nonasymptotic theory of independence |
Boucheron S. Lugosi G. Massart P. |
2013 |
| hal-00794107 |
Minimax rates of convergence for Wasserstein deconvolution with supersmooth errors in any dimension |
Dedecker Jérôme Michel Bertrand |
2013 |
| hal-00788571 |
Recovering Portfolio Default Intensities Implied by CDO Quotes |
Cont R. Minca A. |
2013 |
| hal-00783125 |
Transport-entropy inequalities and deviation estimates for stochastic approximation schemes |
Fathi Max Frikha Noufel |
2013 |
| hal-00783023 |
Waiting times for particles in a branching Brownian motion to reach the rightmost position |
Chen Xinxin |
2013 |
| hal-00780601 |
Reflected backward stochastic differential equations with jumps and partial integro-differential variational inequalities |
Dumitrescu Roxana Quenez Marie-Claire Sulem Agnès |
2013 |
| hal-00780467 |
The reconstructed tree in the lineage-based model of protracted speciation |
Lambert Amaury Morlon Hélène Etienne Rampal S. |
2013 |
| hal-00780175 |
Reflected BSDEs and robust optimal stopping for dynamic risk measures with jumps |
Quenez Marie-Claire Sulem Agnès |
2013 |
| hal-00779787 |
Modelling microstructure noise with mutually exciting point processes |
Bacry Emmanuel Delattre Sylvain Hoffmann Marc Muzy Jean-François |
2013 |
| hal-00778520 |
Cellular Tree Classifiers |
Biau Gérard Devroye Luc |
2013 |
| hal-00778520 |
Cellular Tree Classifiers |
Biau Gérard Devroye Luc |
2013 |
| hal-00776676 |
On an unified framework for approachability in games with or without signals |
Perchet Vianney Quincampoix Marc |
2013 |
| hal-00773218 |
Approachability, Regret and Calibration; implications and equivalences. |
Perchet Vianney |
2013 |
| hal-00773217 |
Nash equilibria with partial monitoring; Computation and Lemke-Howson algorithm |
Perchet Vianney |
2013 |
| hal-00773216 |
A note on robust Nash equilibria in games with uncertainties |
Perchet Vianney |
2013 |
| hal-00772056 |
A Primal Condition for Approachability with Partial Monitoring |
Mannor Shie Perchet Vianney Stoltz Gilles |
2013 |
| hal-00766855 |
Front progression for the East model |
Blondel Oriane |
2013 |
| hal-00756061 |
Estimating composite functions by model selection |
Baraud Yannick Birgé Lucien |
2013 |
| hal-00755269 |
Propagation of chaos for rank-based interacting diffusions and long time behaviour of a scalar quasilinear parabolic equation |
Jourdain Benjamin Reygner Julien |
2013 |
| hal-00750263 |
Bayesian prediction for stochastic processes. Theory and applications |
Blanke Delphine Bosq Denis |
2013 |
| hal-00739749 |
On empirical distribution function of high-dimensional Gaussian vector components with an application to multiple testing |
Delattre Sylvain Roquain Etienne |
2013 |
| hal-00728181 |
Static fluctuations of a thick 1D interface in the 1+1 Directed Polymer formulation |
Agoritsas Elisabeth Lecomte Vivien Giamarchi Thierry |
2013 |
| hal-00726650 |
Law of large numbers and ergodic theorem for convex weak star compact valued Gelfand-integrable mappings |
Dedecker Jérôme Prieur Clémentine Raynaud de Fitte Paul |
2013 |
| hal-00722969 |
PAC-Bayesian Estimation and Prediction in Sparse Additive Models |
Guedj Benjamin Alquier Pierre |
2013 |
| hal-00719460 |
An infinite dimensional convolution theorem with applications to the efficient estimation of the integrated volatility |
Clement Emmanuelle Delattre Sylvain Gloter Arnaud |
2013 |
| hal-00709632 |
BSDEs with jumps, optimization and applications to dynamic risk measures |
Quenez Marie-Claire Sulem Agnès |
2013 |
| hal-00695353 |
The East model: recent results and new progresses |
Faggionato Alessandra Martinelli Fabio Roberto Cyril Toninelli Cristina |
2013 |
| hal-00679799 |
Nonparametric estimation for survival data with censoring indicators missing at random |
Brunel Elodie Comte Fabienne Guilloux Agathe |
2013 |
| hal-00678259 |
Stable continuous branching processes with immigration and Beta-Fleming-Viot processes with immigration |
Foucart Clément Hénard Olivier |
2013 |
| hal-00677712 |
LAST PASSAGE PERCOLATION AND TRAVELING FRONTS |
Comets Francis Quastel Jeremy Ramirez Alejandro F. |
2013 |
| hal-00676352 |
Characterization of the optimal boundaries in reversible investment problems |
Federico Salvatore Pham Huyen |
2013 |
| hal-00669247 |
Fourth moment theorem and q-Brownian chaos |
Deya Aurélien Noreddine Salim Nourdin Ivan |
2013 |
| hal-00644892 |
Single index regression models in the presence of censoring depending on the covariates |
Lopez Olivier Patilea Valentin van Keilegom Ingrid |
2013 |
| hal-00639584 |
Distances in the highly supercritical percolation cluster |
Basdevant Anne-Laure Enriquez Nathanaël Gerin Lucas |
2013 |
| hal-00619075 |
Testing the isotropy of high energy cosmic rays using spherical needlets |
Faÿ G. Delabrouille J. Kerkyacharyan G. Picard D. |
2013 |
| hal-00613346 |
Towards zero variance estimators for rare event probabilities |
Broniatowski Michel Caron Virgile |
2013 |
| hal-00608569 |
A central limit theorem for adaptive and interacting Markov chains |
Fort Gersende Moulines Eric Priouret Pierre Vandekerkhove Pierre |
2013 |
| hal-00599714 |
Nonparametric estimation of the intensity function of a recurrent event process |
Bouaziz Olivier Comte Fabienne Guilloux Agathe |
2013 |
| hal-00569369 |
CONVERGENCE RATE OF THE LIMIT THEOREM OF A GALTON-WATSON TREE WITH NEUTRAL MUTATIONS |
Chen Xinxin |
2013 |
| hal-00564630 |
A note on stable point processes occurring in branching Brownian motion |
Maillard Pascal |
2013 |
| hal-00556652 |
Sparse single-index model |
Alquier Pierre Biau Gérard |
2013 |
| hal-00556652 |
Sparse single-index model |
Alquier Pierre Biau Gérard |
2013 |
| hal-00555752 |
Randomized Urn Models revisited using Stochastic Approximation |
Laruelle Sophie Pagès Gilles |
2013 |
| hal-00552252 |
Price Dynamics in a Markovian Limit Order Market |
Cont Rama de Larrard Adrien |
2013 |
| hal-00543882 |
Quenched limits for the fluctuations of transient random walks in random environment on Z |
Enriquez Nathanaël Sabot Christophe Tournier Laurent Zindy Olivier |
2013 |
| hal-00460677 |
Asymptotic Results on Adaptive False Discovery Rate Controlling Procedures Based on Kernel Estimators |
Neuvial Pierre |
2013 |
| hal-00455700 |
Functional Ito calculus and stochastic integral representation of martingales |
Cont Rama Fournié David-Antoine |
2013 |
| hal-00413730 |
Recovering portfolio default intensities implied by CDO quotes |
Cont Rama Minca Andreea |
2013 |
| hal-00384187 |
Passage time of a random walk in the quarter plane for opinions in the voter model |
Kourkova Irina Raschel Kilian |
2013 |
| hal-00340276 |
Strong Approximation of Empirical Copula Processes by Gaussian Processes |
Bouzebda Salim Zari Tarek |
2013 |
| PMA-1604 |
Pointwise convergence of the Lloyd algorithm in higher dimension. |
G. PAGÈS, J. YU |
2013 |
| PMA-1603 |
Multilevel Richardson-Romberg extrapolation. |
V. LEMAIRE, G. PAGÈS |
2013 |
| PMA-1602 |
The densest subgraph problem in sparse random graphs. |
V. ANANTHARAM, J. SALEZ |
2013 |
| PMA-1601 |
Constrained information transmission on Erdös-Rényi graphs. |
F. COMETS, C. GALLESCO, S. POPOV, M. VACHKOVSKAIA |
2013 |
| PMA-1600 |
Effect of disorder geometry on the critical force in disordered elastic systems. |
V. DÉMERY, V. LECOMTE, A. ROSSO |
2013 |
| PMA-1599 |
Nonlinear Randomized Urn Models: a Stochastic Approximation Viewpoint. |
S. LARUELLE, G. PAGÈS |
2013 |
| PMA-1598 |
A numerical algorithm for fully nonlinear HJB equations: an approach by control randomization. |
I. KHARROUBI, N. LANGRENÉ, H. PHAM |
2013 |
| PMA-1597 |
Discrete time approximation of fully nonlinear HJB equations via BSDEs with nonpositive jumps. |
I. KHARROUBI, N. LANGRENÉ, H. PHAM |
2013 |
| PMA-1596 |
On k-FWE-based critical values for controlling the false discovery proportion under dependence. |
S. DELATTRE, E. ROQUAIN |
2013 |
| PMA-1595 |
Some explicit formulas for the Brownian bridge, Brownian meander and Bessel process under uniform sampling. |
M. ROSENBAUM, M. YOR |
2013 |
| PMA-1594 |
On the hitting times of continuous-state branching processes with immigration. |
X. DUHALDE, C. FOUCART, C. MA |
2013 |
| PMA-1593 |
On the law of a triplet associated with the pseudo-Brownian bridge. |
M. ROSENBAUM, M. YOR |
2013 |
| PMA-1592 |
Dual and backward SDE representation for optimal control of non-Markovian SDEs. |
M. FUHRMAN, H. PHAM |
2013 |
| PMA-1591 |
Poisson-Dirichlet Statistics for the extremes of the two-dimensional discrete Gaussian Free Field. |
L.-P. ARGUIN, O. ZINDY |
2013 |
| PMA-1590 |
Multi-level stochastic approximation algorithms. |
N. FRIKHA |
2013 |
| PMA-1589 |
Existence and regularity of solution for a Stochastic Cahn-Hilliard/Allen-Cahn equation with unbounded noise diffusion. |
D.C. ANTONOPOULOU, G. KARALI, A. MILLET |
2013 |
| PMA-1588 |
On the expectation of normalized Brownian functionals up to first hitting times. |
R. ELIE, M. ROSENBAUM, M. YOR |
2013 |
| PMA-1587 |
New steps in walks with small steps in the quarter plane. |
I. KURKOVA, K. RASCHEL |
2013 |
| PMA-1586 |
Splitting up method for the 2D stochastic Navier-Stokes equations. |
H. BESSAIH, Z. BRZEZNIAK, A. MILLET |
2013 |
| PMA-1585 |
Differentiating the stochastic entropy for compact negatively curved spaces under conformal changes. |
F. LEDRAPPIER, L. SHU |
2013 |
| PMA-1584 |
Alpha-stable densities are HCM for alpha \in ]0,1/4] and [1/3,1/2]. |
S. FOURATI |
2013 |
| PMA-1583 |
Reflected BSDEs with nonpositive jumps, and controller-and-stopper games. |
S. CHOUKROUN, A. COSSO, H. PHAM |
2013 |
| PMA-1582 |
Macro-evolutionary models and coalescent point processes: The shape and probability of reconstructed phylogenies. |
A. LAMBERT, T. STADLER |
2013 |
| PMA-1581 |
Is there a breakdown of the Stokes-Einstein relation in Kinetically Constrained Models at low temperature? |
O. BLONDEL, C. TONINELLI |
2013 |
| PMA-1579 |
Tracer diffusion at low temperature in kinetically constrained models. |
O. BLONDEL |
2013 |
| PMA-1578 |
On large deviations for the cover time of two-dimensional torus. |
F. COMETS, C. GALLESCO, S. POPOV, M. VACHKOVSKAIA |
2013 |
| PMA-1577 |
Phylogenetic analysis accounting for age-dependent death and sampling with applications to epidemics. |
A. LAMBERT, H.K. ALEXANDER, T. STADLER |
2013 |
| PMA-1576 |
Predicting the loss of phylogenetic diversity under non-stationary diversification models. |
A. LAMBERT, M. STEEL |
2013 |
| PMA-1575 |
Transport-induced correlations in weakly interacting systems. |
G. BUNIN, Y. KAFRI, V. LECOMTE, D. PODOLSKY, A. POLKOVNIKOV |
2013 |
| PMA-1574 |
Lévy processes with marked jumps II : Application to a population model with mutations at birth. |
C. DELAPORTE |
2013 |
| PMA-1573 |
Lévy processes with marked jumps I : Limit theorems. |
C. DELAPORTE |
2013 |
| PMA-1572 |
On the Eve property for CSBP. |
T. DUQUESNE, C. LABBÉ |
2013 |
| PMA-1571 |
Markov switching quadratic term structure models. |
S. GOUTTE |
2013 |
| PMA-1570 |
Static fluctuations of a thick 1D interface in the 1+1 Directed Polymer formulation : Numerical study. |
E. AGORITSAS, V. LECOMTE, T. GIAMARCHI |
2013 |
| PMA-1569 |
Semi Markov model for market microstructure. |
P. FODRA, H. PHAM |
2013 |
| PMA-1568 |
The peripatric coalescent. |
A. LAMBERT, C. MA |
2013 |
| PMA-1567 |
COBRA: A Nonlinear Aggregation Strategy. |
G. BIAU, A. FISCHER, B. GUEDJ, J. MALLEY |
2013 |
| PMA-1566 |
Every totally real algebraic integer is a tree eigenvalue. |
J. SALEZ |
2013 |
| PMA-1565 |
Invariant measure of duplicated diffusions and application to Richardson-Romberg extrapolation. |
V. LEMAIRE, G. PAGÈS, F. PANLOUP |
2013 |
| PMA-1564 |
Waiting times for particles in a branching Brownian motion to reach the rightmost position. |
X. CHEN |
2013 |
| PMA-1563 |
Transport-entropy inequalities and deviation estimates for stochastic approximation schemes. |
N. FRIKHA, M. FATHI |
2013 |
| PMA-1562 |
The reconstructed tree in the lineage-based model of protracted speciation. |
A. LAMBERT, H. MORLON, R.S. ETIENNE |
2013 |
| PMA-1561 |
Quasi-stationary distributions associated with explosive CSBPs. |
C. LABBÉ |
2013 |
| PMA-1560 |
Central limit theorems for linear statistics of heavy tailed random matrices. |
F. BENAYCH-GEORGES, A. GUIONNET, C. MALE |
2013 |
| tel-00802459 |
Behavior of a sample under extreme conditioning, maximum likelihood under weighted sampling |
Cao Zhansheng |
2012 |
| tel-00768570 |
Contrôle stochastique par quantification et applications à la finance |
Illand Camille |
2012 |
| tel-00766805 |
Lois limites fonctionnelles pour le processus empirique et applications |
Ouadah Sarah |
2012 |
| tel-00766235 |
Markovian Projection of Stochastic Processes |
Bentata Amel |
2012 |
| tel-00763369 |
Un théorème limite conditionnel. Applications à l'inférence conditionnelle et aux méthodes d'Importance Sampling. |
Caron Virgile |
2012 |
| tel-00760040 |
Martingales with specified marginals |
David Baker |
2012 |
| tel-00759505 |
Etudes sur les risques financiers: risques de crédit et d'information asymétrique |
Jiao Ying |
2012 |
| tel-00759355 |
Partial Differential Equation and Noise |
Fedrizzi Ennio |
2012 |
| tel-00741368 |
Branching Brownian motion with selection |
Maillard Pascal |
2012 |
| tel-00738647 |
Dynamique de carnets d'ordres boursiers : modèles stochastiques et théorèmes limites |
de Larrard Adrien |
2012 |
| tel-00731260 |
Coalescent distingués échangeables et processus de Fleming-Viot généralisés avec immigration. |
Foucart Clément |
2012 |
| tel-00711844 |
Équations aux dérivées partielles stochastiques de type parabolique avec un potentiel singulier |
Bounebache Said Karim |
2012 |
| tel-00709998 |
Oscillateurs couplés, désordre et synchronisation |
Luçon Eric |
2012 |
| tel-00708397 |
Two studies in risk management: portfolio insurance under risk measure constraint and quadratic hedge for jump processes. |
de Franco Carmine |
2012 |
| tel-00704526 |
Stochastic calculus with respect to multi-fractional Brownian motion and applications to finance |
Lebovits Joachim |
2012 |
| inria-00515481 |
Splitting trees with neutral Poissonian mutations I: Small families |
Champagnat Nicolas Lambert Amaury |
2012 |
| halshs-00806643 |
Joël Guiot, Alain Nadai, Josette Garnier, Isabelle Chuine, Bernard Reber, 2013, " Changement global organisme, écosystème humain, macro-écologie |
Guyot Joel Garnier Josette Chuine Isabelle Reber Bernard |
2012 |
| hal-03031589 |
Fluctuation theory and exit systems for positive self-similar Markov processes |
Chaumont Loïc Kyprianou Andreas E. Pardo Juan Rivero Víctor |
2012 |
| hal-02860858 |
Forecasting a CME by Spectroscopic Precursor? |
Baker D. van Driel-Gesztelyi L. Green L. |
2012 |
| hal-02860257 |
Nonlinear Force-Free Extrapolation of Emerging Flux with a Global Twist and Serpentine Fine Structures |
Valori G. Green L. Demoulin P. Vargas Domínguez S. van Driel-Gesztelyi L. Wallace A. Baker D. Fuhrmann M. |
2012 |
| hal-02806241 |
Inference for diffusions with small diffusions coefficient. Application to epidemics |
Guy Romain Laredo Catherine Vergu Elisabeta |
2012 |
| hal-02642847 |
Coalescent-Based DNA Barcoding: Multilocus Analysis and Robustness |
David Olivier Laredo Catherine Leblois Raphaël Schaeffer Brigitte Vergne Nicolas |
2012 |
| hal-02286349 |
Sloshing in the shipping industry: risk modelling through multivariate heavy-tail analysis |
Clémençon Stéphan Dematteo Antoine Mougeot Mathilde Vayatis N. |
2012 |
| hal-01979850 |
Exhaled nitric oxide measurement confirms 2 severe wheeze phenotypes in young children from the Trousseau Asthma Program |
Gouvis-Echraghi Rahelé Saint-Pierre Philippe Besharaty Amir-Abbas Bernard Agnès Just Jocelyne |
2012 |
| hal-01979848 |
Novel severe wheezy young children phenotypes: Boys atopic multiple-trigger and girls nonatopic uncontrolled wheeze |
Just Jocelyne Gouvis-Echraghi Rahelé Couderc Rémy Guillemot-Lambert Nathalie Saint-Pierre Philippe |
2012 |
| hal-01866911 |
Coherent Interferometry Algorithms for Photoacoustic Imaging |
Bretin Elie Ammari Habib Garnier Josselin Jugnon Vincent |
2012 |
| hal-01866910 |
Noise Source Localization in an Attenuating Medium |
Bretin Elie Ammari Habib Garnier Josselin Wahab Abdul |
2012 |
| hal-01764375 |
Dual Divergence Estimators of the Tail Index |
Bouzebda Salim Cherfi Mohamed |
2012 |
| hal-01764374 |
General Bootstrap for Dual ϕ-Divergence Estimates |
Bouzebda Salim Cherfi Mohamed |
2012 |
| hal-01764351 |
Test of symmetry based on copula function |
Bouzebda Salim Cherfi Mohamed |
2012 |
| hal-01442389 |
“TNOs are Cool”: A survey of the trans-Neptunian region IV. Size/albedo characterization of 15 scattered disk and detached objects observed with Herschel-PACS |
Santos-Sanz P. Lellouch E. Fornasier S. Kiss C. Pal A. Mueller T. G. Vilenius E. Stansberry J. Mommert M. Delsanti A. Mueller M. Peixinho N. Henry F. Ortiz J. L. Thirouin A. Protopapa S. Duffard R. Szalai N. Lim T. Ejeta C. Hartogh P. Harris A. W. Rengel ... |
2012 |
| hal-01432910 |
Capturing ridge functions in high dimension from point queries |
Cohen Albert Devore Ronald Picard Dominique Kerkyacharian Gerard |
2012 |
| hal-01393114 |
Optimal Portfolio Liquidation with Limit Orders |
Guéant Olivier Lehalle Charles-Albert Fernandez Tapia Joaquin |
2012 |
| hal-01325855 |
Comparing ARMA processes with roots of modulus 1 and polynomial regression. |
Blanke Delphine Bosq D. |
2012 |
| hal-01197243 |
Adaptive compression against a countable alphabet |
Bontemps Dominique Boucheron Stephane Gassiat Elisabeth |
2012 |
| hal-01174472 |
Dani's work on probability measures on groups |
Ledrappier F. Shah R. |
2012 |
| hal-01086228 |
Assessment of three mitochondrial genes (16S, Cytb, CO1) for identifying species in the Praomyini tribe (Rodentia: Muridae) |
Nicolas Violaine Schaeffer Brigitte Didier Missoup Alain Kennis Jan Colyn Marc Denys Christiane Tatard Caroline Cruaud Corinne Laredo Catherine |
2012 |
| hal-01062335 |
Transmission Line with Integrated Symmetrical 1-kV HBM DC - 100 GHz ESD Protection in Advanced CMOS Technologies", , Oct. 28th - Nov. 2nd 2012, Amsterdam, Nederland. |
Lim T. Jimenez J. Benech P. Fournier J.-M. Galy P. |
2012 |
| hal-01062280 |
Geometrical Impact on RF performances of Broadband ESD Self Protected Transmission Line in Advanced CMOS Technologies" Fallen Leaf Lake, USA. |
Lim T. Jimenez J. Benech P. Fournier J.-M. Heitz B. Galy P. |
2012 |
| hal-01062241 |
Model and measurements of a Transmission Line with Integrated Symmetrical 1-kV HBM Broadband ESD Protection in Advanced CMOS Technologies",Sept. 24-26, 2012, Grenoble, France. |
Lim T. Jimenez J. Benech P. Fournier J.-M. Heitz B. Galy P. |
2012 |
| hal-01020570 |
Vers une approche formelle des origines évolutives de la simplexité ? |
Lambert A. |
2012 |
| hal-00955961 |
Dynamical systems and ergodic theory at Saint-Flour |
Guivarc'H Yves Kingman John F. C. Ledrappier François |
2012 |
| hal-00944070 |
Package Capushe pour le logiciel R |
Brault Vincent Baudry Jean-Patrick Maugis-Rabusseau Cathy Michel Bertrand |
2012 |
| hal-00944069 |
Package Capushe pour le logiciel R |
Brault Vincent Baudry Jean-Patrick Maugis-Rabusseau Cathy Michel Bertrand |
2012 |
| hal-00937032 |
Urn Model-Based Adaptive Multi-Arm Clinical trials : A Stochastic Approximation Approach |
Laruelle S. Pagès G. |
2012 |
| hal-00936218 |
Upper Bounds for the Error in Some Interpolation and Extrapolation Designs. |
Leoni-Aubin Samuela Broniatowski Michel Celant Giorgio Di Battista Marco |
2012 |
| hal-00876409 |
A new air quality perception scale for global assessment of air pollution health effects. |
Deguen Séverine Ségala Claire Pédrono Gaëlle Mesbah Mounir |
2012 |
| hal-00872398 |
Market microstructure: confronting many viewpoints |
Abergel Frédéric Bouchaud Jean-Philippe Foucault Thierry Rosenbaum Mathieu Lehalle Charles-Albert |
2012 |
| hal-00851282 |
A Statistical Inference Model for the Dynamic Range of LTI Systems |
Chapoutot Alexandre Didier Laurent-Stéphane Villers Fanny |
2012 |
| hal-00844376 |
Temporal dynamics of incoherent waves in noninstantaneous response nonlinear Kerr media |
Kibler Bertrand Michel Claire Garnier Josselin Picozzi Antonio |
2012 |
| hal-00844040 |
Temporal incoherent solitons supported by a defocusing nonlinearity with anomalous dispersion |
Michel Claire Kibler Bertrand Garnier Josselin Picozzi Antonio |
2012 |
| hal-00838774 |
Macroscopic fluctuation theory of local collisional dynamics |
Lefevere R. |
2012 |
| hal-00835216 |
Semiparametric Bernstein-von Mises theorem and bias, illustrated with Gaussian process priors |
Castillo I. |
2012 |
| hal-00832149 |
Constant proportion debt obligations (CPDOs): modeling and risk analysis |
Cont R. Jessen C. |
2012 |
| hal-00831218 |
On temporally completely monotone functions for Markov processes |
Hirsch F. Yor M. |
2012 |
| hal-00831153 |
Measuring the "non-stopping timeness'' of ends of previsible sets |
Wu C.-T. Yen J.-Y. Yor M. |
2012 |
| hal-00831147 |
Comment: "Minimax estimation of large covariance matrices under ℓ1-norm |
Rigollet P. Tsybakov A.B. |
2012 |
| hal-00831140 |
Enhanced and specular backscattering in random media |
de Hoop M. Garnier Josselin Solna K. |
2012 |
| hal-00831000 |
Blockwise SVD with error in the operator and application to blind deconvolution |
Delattre S. Hoffmann M. Picard D. Vareschi T. |
2012 |
| hal-00824206 |
Acceleration of clear cell renal cell carcinoma growth in mice following bevacizumab/Avastin treatment: the role of CXCL cytokines. |
Grepin R. Guyot M. Jacquin M. Durivault J. Chamorey E. Sudaka A. Serdjebi C. Lacarelle B. Scoazec J.-Y. Negrier S. Simonnet H. Pages G. |
2012 |
| hal-00816115 |
Range estimation of floating-point variables in Simulink models |
Chapoutot Alexandre Didier Laurent-Stéphane Villers Fanny |
2012 |
| hal-00801540 |
Constant Proportion Debt Obligations (CPDO): Modeling and Risk Analysis |
Cont Rama Jessen Cathrine |
2012 |
| hal-00801538 |
Stress testing the resilience of financial networks |
Amini Hamed Cont Rama Minca Andreea |
2012 |
| hal-00793550 |
Semaine d'Etude Mathématiques et Entreprises 4 : Planification optimale de production d'énergie sous contraintes technologiques |
Bochard Pierre Carré Sylvain Catellier Rémi Gabriel Franck Letizia Viviana Tran Tuan |
2012 |
| hal-00783567 |
Transitions in active rotator systems: invariant hyperbolic manifold approach |
Giacomin G. Pakdaman K. Pellegrin X. Poquet C. |
2012 |
| hal-00783166 |
Random Young diagrams in a Rectangular Box |
Beltoft D. Boutillier C. Enriquez N. |
2012 |
| hal-00783039 |
Dual Quantization for random walks with application to credit derivatives |
Pagès G. Wilbertz B. |
2012 |
| hal-00781695 |
Concentration Bounds for Stochastic Approximations |
Frikha N. Menozzi S. |
2012 |
| hal-00781693 |
Quantization based recursive importance sampling |
Frikha N. Sagna A. |
2012 |
| hal-00780188 |
Large deviations for a random speed particle |
Lefevere R. Mariani M. Zambotti L. |
2012 |
| hal-00779777 |
Blockwise SVD with error in the operator and application to blind deconvolution |
Delattre Sylvain Hoffmann Marc Picard Dominique Vareschi Thomas |
2012 |
| hal-00779747 |
Central limit theorems for realized volatility under hitting times of an irregular grid |
Fukasawa M. Rosenbaum M. |
2012 |
| hal-00779734 |
Besicovitch-Federer projection theorem and geodesic flows on Riemann surfaces |
Hovila R. Järvenpää E. Järvenpää M. Ledrappier F. |
2012 |
| hal-00779729 |
On the functions counting walks with small steps in the quarter plane |
Kurkova I. Raschel K. |
2012 |
| hal-00778971 |
Acousto-electromagnetic tomography |
Ammari H. Bossy E. Garnier Josselin Seppecher L. |
2012 |
| hal-00778945 |
Temporal incoherent solitons supported by a defocusing nonlinearity with anomalous dispersion |
Michel Christine Kibler B. Garnier Josselin Picozzi A. |
2012 |
| hal-00778936 |
Temporal dynamics of incoherent waves in noninstantaneous response nonlinear Kerr media |
Kibler B. Michel Christine Garnier Josselin Picozzi A. |
2012 |
| hal-00778930 |
Coherent interferometry algorithms for photoacoustic imaging |
Ammari H. Bretin E. Garnier Josselin Jugnon V. |
2012 |
| hal-00778925 |
Wave propagation in waveguides with rough boundaries |
Alonso R. Borcea L. Garnier Josselin |
2012 |
| hal-00778748 |
Toward a wave turbulence formulation of statistical nonlinear optics |
Garnier Josselin Lisak M. Picozzi A. |
2012 |
| hal-00777844 |
The emergence of French probabilistic statistics. Borel and the Institut Henri Poincare ́ around the 1920s |
Catelier R. Mazliak L. |
2012 |
| hal-00777841 |
La graphologie d'Alfred Binet, terrain d'entraînement d'Emile Borel, statisticien en devenir |
Mazliak L. |
2012 |
| hal-00777833 |
Finite size effects in the dynamics of glass-forming liquids |
Berthier L. Biroli G. Coslovich D. Kob W. Toninelli C. |
2012 |
| hal-00777822 |
Heat kernel generated frames in the setting of Dirichlet spaces |
Coulhon T. Kerkyacharian G. Petrushev P. |
2012 |
| hal-00777807 |
Optimal stopping time problem in a general framework |
Kobylanski M. Quenez M.-C. |
2012 |
| hal-00777482 |
Prediction of Quantiles by Statistical Learning and Application to GDP Forecasting |
Alquier P. Li Xiaojian |
2012 |
| hal-00777381 |
Concentration inequalities for order statistics |
Boucheron S. Thomas M. |
2012 |
| hal-00776167 |
Random skew plane partitions with a piecewise periodic back wall |
Boutillier C. Mkrtchyan S. Reshetikhin N. Tingley P. |
2012 |
| hal-00773569 |
Exercises in probability. A guided tour from measure theory to random processes, via conditioning. Second edition |
Chaumont L. Yor M. |
2012 |
| hal-00773553 |
Sparse regression learning by aggregation and Langevin Monte-Carlo |
Dalalyan A.S. Tsybakov A.B. |
2012 |
| hal-00772515 |
Credit risk with asymmetric information on the default threshold |
Hillairet C. Jiao Y. |
2012 |
| hal-00771914 |
Correlation-based virtual source imaging in strongly scattering random media |
Garnier Josselin Papanicolaou G. |
2012 |
| hal-00771911 |
Wenjia Resolution and stability analysis in acousto-electric imaging |
Ammari H. Garnier Josselin Jing W. |
2012 |
| hal-00771370 |
Adaptive density estimation in the pile-up model involving measurement errors |
Comte F. Rebafka T. |
2012 |
| hal-00767694 |
Almost sure convergence for stochastically biased random walks on trees |
Faraud G. Hu Y. Shi Z. |
2012 |
| hal-00766752 |
Very Strong Disorder for the Parabolic Anderson model in low dimensions |
Bertin Pierre |
2012 |
| hal-00766606 |
Uniform-in-Bandwidth Nearest-Neighbor Density Estimation |
Ouadah Sarah |
2012 |
| hal-00766349 |
Uniform-in-bandwidth kernel estimation for censored data |
Ouadah Sarah |
2012 |
| hal-00766309 |
Critical branching Brownian motion with absorption: particle configurations |
Berestycki Julien Berestycki Nathanael Schweinsberg Jason |
2012 |
| hal-00766307 |
Critical branching Brownian motion with absorption: survival probability |
Berestycki Julien Berestycki Nathanael Schweinsberg Jason |
2012 |
| hal-00762969 |
Estimation of volatility functionals: the case of a square root n window |
Jacod Jean Rosenbaum Mathieu |
2012 |
| hal-00756970 |
Poincaré's Odds |
Mazliak Laurent |
2012 |
| hal-00755394 |
Height representation of XOR-Ising loops via bipartite dimers |
Boutillier Cédric de Tilière Béatrice |
2012 |
| hal-00754987 |
Averaging for a fully-coupled piecewise deterministic Markov process in infinite dimension |
Genadot A. Thieullen M. |
2012 |
| hal-00754979 |
On hitting times of the winding processes of planar Brownian motion and of Ornstein-Uhlenbeck processes, via Bougerol's identity |
Vakeroudis S. |
2012 |
| hal-00751549 |
Parametric inference for discretely observed multidimensional diffusions with small diffusion coefficient |
Guy Romain Laredo Catherine Vergu Elisabeta |
2012 |
| hal-00751496 |
Concentration inequalities for order statistics |
Boucheron Stephane Thomas Maud |
2012 |
| hal-00751377 |
Macroscopic fluctuation theory of local collisional dynamics |
Lefevere Raphael |
2012 |
| hal-00751373 |
Macroscopic diffusion from a Hamilton-like dynamics |
Lefevere Raphael |
2012 |
| hal-00750034 |
Toward a wave turbulence formulation of statistical nonlinear optics |
Garnier Josselin Lisak Mietek Picozzi Antonio |
2012 |
| hal-00747854 |
Enhancing the selection of a model-based clustering with external qualitative variables |
Baudry Jean-Patrick Cardoso Margarida Celeux Gilles Amorim Maria-José Sousa Ferreira Ana |
2012 |
| hal-00747387 |
Enhancing the selection of a model-based clustering with external qualitative variables |
Baudry Jean-Patrick Cardoso Margarida Celeux Gilles Amorim Maria-José Sousa Ferreira Ana |
2012 |
| hal-00747229 |
A probabilistic numerical method for optimal multiple switching problems in high dimension |
Aïd René Campi Luciano Langrené Nicolas Pham Huyên |
2012 |
| hal-00744432 |
Kriging-based sequential design strategies using fast cross-validation techniques with extensions to multi-fidelity computer codes |
Le Gratiet Loic Cannamela Claire |
2012 |
| hal-00739826 |
On parameter estimation for critical affine processes |
Barczy Matyas Doering Leif Li Zenghu Pap Gyula |
2012 |
| hal-00737491 |
Optimal order placement in limit order markets |
Cont Rama Kukanov Arseniy |
2012 |
| hal-00737342 |
Regularity dependence of the rate of convergence of the learning curve for Gaussian process regression |
Le Gratiet Loic Garnier Josselin |
2012 |
| hal-00737332 |
Recursive co-kriging model for Design of Computer experiments with multiple levels of fidelity with an application to hydrodynamic |
Le Gratiet Loic |
2012 |
| hal-00736036 |
Birth and death processes with neutral mutations |
Champagnat Nicolas Lambert Amaury Richard Mathieu |
2012 |
| hal-00733827 |
Functional co-monotony of processes with applications to peacocks and barrier options |
Pagès Gilles |
2012 |
| hal-00731523 |
Critical dimension for quadratic functional quantization |
Luschgy Harald Pagès Gilles |
2012 |
| hal-00730534 |
Stochastic processes with proportional increments and the last-arrival problem |
Bruss F.T. Yor M. |
2012 |
| hal-00730490 |
The local quantization behavior of absolutely continuous probabilities |
Graf S. Pagès G. Luschgy H. |
2012 |
| hal-00730485 |
Universality in one dimensional hierarchical coalescence processes |
Faggionato A. Martinelli F. Roberto C. Toninelli C. |
2012 |
| hal-00725663 |
Statistical inference in compound functional models |
Dalalyan Arnak S. Ingster Yuri Tsybakov Alexandre |
2012 |
| hal-00725645 |
Book reviews, Fall 2012 |
Alquier Pierre Robert Christian |
2012 |
| hal-00723273 |
On the 3D Allen-Cahn and Cahn-Hilliard stochastic equation with an unbounded difusion coefficient |
Millet Annie |
2012 |
| hal-00720912 |
Mean variance hedging under defaults risk. |
Choukroun Sebastien Goutte Stéphane Ngoupeyou Armand |
2012 |
| hal-00720394 |
Principal minors Pfaffian half-tree theorem |
de Tilière Béatrice |
2012 |
| hal-00719994 |
Approximate maximizers of intricacy functionals |
Buzzi J. Zambotti L. |
2012 |
| hal-00719729 |
Weak transport inequalities and applications to exponential inequalities and oracle inequalities |
Wintenberger Olivier |
2012 |
| hal-00718589 |
Universality of slow decorrelation in KPZ growth |
Corwin I. Ferrari P.L. Péché S. |
2012 |
| hal-00718585 |
Universality in the bulk of the spectrum for complex sample covariance matrices |
Péché S. |
2012 |
| hal-00718122 |
Testing the finiteness of the support of a distribution: a statistical look at Tsirelson's equation |
Delattre S. Rosenbaum M. |
2012 |
| hal-00717733 |
An affine invariant k-nearest neighbor regression estimate |
Biau Gérard Devroye L. Dujmovic L. Krzyzak A. |
2012 |
| hal-00717663 |
Ballistic regime for random walks in random environment with unbounded jumps and Knudsen billiards |
Comets F. Popov S. |
2012 |
| hal-00717623 |
Mirror averaging with sparsity priors |
Tsybakov A.B. Dalalyan A.S. |
2012 |
| hal-00717618 |
Model Selection for Weakly Dependent Time Series Forecasting |
Alquier P. Wintenberger O. |
2012 |
| hal-00717615 |
Transductive versions of the LASSO and the Dantzig Selector |
Alquier P. Hebiri M. |
2012 |
| hal-00717386 |
Some infinite divisibility properties of the reciprocal of planar Brownian motion exit time from a cone |
Vakeroudis S. Yor M. |
2012 |
| hal-00716985 |
Two population models with constrained migrations |
Normand Raoul |
2012 |
| hal-00714354 |
Asymptotic expansion and central limit theorem for multiscale piecewise-deterministic Markov processes |
Thieullen M. Pakdaman K. Wainrib G. |
2012 |
| hal-00714352 |
A contrast estimator for completely or partially observed hypoelliptic diffusion |
Thieullen M. Samson A. |
2012 |
| hal-00714224 |
Time discretization and quantization methods for optimal multiple switching problem |
Gassiat Paul Pham H. Kharroubi I. |
2012 |
| hal-00713432 |
Finite-temperature and finite-time scaling of the directed polymer free-energy with respect to its geometrical fluctuations |
Agoritsas Elisabeth Bustingorry Sebastian Lecomte Vivien Schehr Gregory Giamarchi Thierry |
2012 |
| hal-00713398 |
A study of a trajectory : Popoff, wars and ballistics. |
Mazliak Laurent |
2012 |
| hal-00713072 |
Concentration inequalities and confidence bands for needlet density estimators on compact homogeneous manifolds |
Kerkyacharian G. Nickl R. Picard D. |
2012 |
| hal-00713053 |
A conditional limit theorem for random walks under extreme deviation |
Broniatowski Michel Cao Zhansheng |
2012 |
| hal-00712342 |
Au delà des réels. Borel et l'approche probabiliste de la réalité |
Mazliak Laurent Sage Marc |
2012 |
| hal-00711670 |
GPGPUs in computational finance: Massive parallel computing for American style options |
Pagès G. Wilbertz E. |
2012 |
| hal-00710037 |
Asymptotic behavior of local times of compound Poisson processes with drift in the infinite variance case |
Lambert Amaury Simatos Florian |
2012 |
| hal-00709194 |
A Jump-Type SDE Approach to Real-Valued Self-Similar Markov Processes |
Doering Leif |
2012 |
| hal-00708858 |
A scaling proof for Walsh's Brownian motion extended arc-sine law |
Vakeroudis Stavros Yor Marc |
2012 |
| hal-00708597 |
Mean-Variance Hedging on uncertain time horizon in a market with a jump |
Kharroubi Idris Lim Thomas Ngoupeyou Armand |
2012 |
| hal-00708170 |
Inverse scattering perturbation theory for the nonlinear Schrödinger equation with non-vanishing background |
Garnier Josselin Kalimeris K. |
2012 |
| hal-00708164 |
A statistical approach to target detection and localization in the presence of noise |
Garnier Josselin Ammari H. Solna K. |
2012 |
| hal-00708160 |
Noise source localization in an attenuating medium |
Garnier Josselin Ammari H. Bretin E. Wahab A. |
2012 |
| hal-00708157 |
Coupled wideangle wave approximations |
Garnier Josselin Solna K. |
2012 |
| hal-00708150 |
Analysis of adaptive directional stratification for the controlled estimation of rare event probabilities |
Garnier Josselin Munoz Zuniga M. Remy E. de Rocquigny E. |
2012 |
| hal-00708144 |
Multistatic imaging of extended targets |
Garnier Josselin Ammari H. Kang H. Lim M. Solna K. |
2012 |
| hal-00708142 |
Corrector theory for elliptic equations with long-range correlated random potential |
Garnier Josselin Bal G. Gu Y. Jing W. |
2012 |
| hal-00708121 |
A sample variance inequality for U-statistics of a Markov chain with applications |
Priouret P. Fort Gersende Moulines E. Vandekerkove P. |
2012 |
| hal-00707858 |
Intrinsic stationarity for vector quantization: Foundation of dual quantization |
Pagès G. Wilbertz B. |
2012 |
| hal-00707856 |
Ergodic approximation of the distribution of a stationary diffusion : rate of convergence |
Pagès G. Panloup F. |
2012 |
| hal-00707854 |
Stochastic approximation using averaging innovations |
Laruelle S. Pagès G. |
2012 |
| hal-00707745 |
Mean mutual information and symmetry breaking for finite random fields |
Zambotti L. Buzzi J. |
2012 |
| hal-00707743 |
Radon needlet thresholding |
Kerkyacharian G. Le Pennec E. Picard D. |
2012 |
| hal-00706818 |
On entire moments of self-similar Markov processes |
Barczy Matyas Doering Leif |
2012 |
| hal-00706802 |
Large deviations for the empirical measure of Markov renewal processes |
Mariani Mauro Shen Yuhao Zambotti Lorenzo |
2012 |
| hal-00706000 |
Activity phase transition for constrained dynamics |
Toninelli C. Bodineau T. |
2012 |
| hal-00705999 |
Aging through hierarchical coalescence in the East model |
Toninelli C. Faggionato A. Martinelli F. Roberto C. |
2012 |
| hal-00705925 |
Zero bias transformation and asymptotic expansions |
Jiao Y. |
2012 |
| hal-00705894 |
Copolymers at Selective Interfaces: Settled Issues and Open Problems |
Giacomin G. Caravenna F. Toninelli F.L. |
2012 |
| hal-00705892 |
The Strong Interaction Limit of Continuous-TimeWeakly Self-Avoiding Walk |
Dahlqvist A. |
2012 |
| hal-00705781 |
Statistical Mechanics on isoradial graphs |
de Tilière B. Boutillier C. |
2012 |
| hal-00705708 |
Assessment of three mitochondrial genes (16S, Cytb, CO1) for identifying species in the Praomyini tribe (Rodentia: Muridae) |
Larédo C. Nicolas V. Schaeffer B. Missoup A.D. Kennis J. Colyn M. Denys C. Tatard C. Cruaud Corinne |
2012 |
| hal-00705702 |
Coalescent-based DNA Barcoding: Multilocus and Robustness |
Larédo C. David O. Leblois R. Schaeffer B. Vergne N. |
2012 |
| hal-00705654 |
Mutually Catalytic Branching Processes and Voter Processes with Strength of Opinion |
Dôring L. Mytnik L. |
2012 |
| hal-00705301 |
Global attractor and asymptotic dynamics in the Kuramoto model for coupled noisy phase oscillators |
Giacomin G. Pakdaman K. Pellegrin X. |
2012 |
| hal-00705291 |
Learning Out of Leaders: Regression for high dimension |
Mougeot M. Picard D. Tribouley K. |
2012 |
| hal-00705279 |
Finite size effects in the dynamics of glass-forming liquids |
Berthier Ludovic Biroli Giulio Coslovich Daniele Kob Walter Toninelli Cristina |
2012 |
| hal-00705272 |
Another failure in the analogy between Gaussian and semicircle laws |
Eisenbaum N. |
2012 |
| hal-00705261 |
Large Deviations and the Zero Viscosity Limit for 2D Stochastic Navier-Stokes Equations with Free Boundary |
Millet A. Bessaih H. |
2012 |
| hal-00705259 |
Kinetically constrained spin models on trees |
Martinelli F. Toninelli C. |
2012 |
| hal-00705258 |
Testing the local volatility assumption: a statistical approach |
Rosenbaum M. Podolskij M. |
2012 |
| hal-00705256 |
Statistical finance at the École Polytechnique, Paris: the informal FIESTA research group |
Rosenbaum M. Bacry Emmanuel Hoffmann M. |
2012 |
| hal-00705239 |
Adaptation to anisotropy and inhomogeneity via dyadic piecewise polynomial selection |
Akakpo N. |
2012 |
| hal-00705229 |
Limit laws for ergodic processes |
Thouvenot J.-P. Weiss B. |
2012 |
| hal-00705225 |
Singularity of projections of 2-dimensional measures invariant under the geodesic flow |
Ledrappier F. Hovila R. Järvenpää E. Järvenpää M. |
2012 |
| hal-00705220 |
Analyticity of the entropy for some random walks |
Ledrappier F. |
2012 |
| hal-00704994 |
Localization Transition for Polymers in Poissonian Medium |
Comets Francis Yoshida Nobuo |
2012 |
| hal-00704951 |
On the shrinkage estimation of variance and Pitman closeness criterion |
Biau Gérard Yatracos Y.G. |
2012 |
| hal-00704947 |
Analysis of a random forests model |
Biau Gérard |
2012 |
| hal-00704945 |
PCA-kernel estimation |
Biau Gérard Mas A. |
2012 |
| hal-00704941 |
Parameter selection for principal curves |
Biau Gérard Fischer A. |
2012 |
| hal-00704923 |
Capturing Ridge Functions in High Dimension from Point Queries |
Kerkyacharian G. Picard D. Cohen Albert Daubechies I. de Vore R. |
2012 |
| hal-00704764 |
Stress testing the resilience of financial networks |
Cont R. Amini H. Minca A. |
2012 |
| hal-00704505 |
Study of a Trajectory: Kiril Popoff, wars, and ballistics |
Mazliak L. |
2012 |
| hal-00704370 |
Finite size scaling of the dynamical free-energy in a kinetically constrained model |
Lecomte V. Bodineau T. Toninelli C. |
2012 |
| hal-00704344 |
A Central Limit Theorem for a sequence of Brownian motions in the unit sphere in R^{n} |
Vakeroudis S. Yor M. |
2012 |
| hal-00702409 |
Planification d'expériences séquentielle dans un contexte de méta-modélisation multi-fidélité. |
Le Gratiet Loic |
2012 |
| hal-00701807 |
Stretched random walks and the behaviour of their summands. |
Broniatowski Michel Cao Zhansheng |
2012 |
| hal-00697224 |
Fire Sales Forensics: Measuring Endogenous Risk |
Cont Rama Wagalath Lakshithe |
2012 |
| hal-00697125 |
Optimal High Frequency Trading in a Pro-Rata Microstructure with Predictive Information |
Guilbaud Fabien Pham Huyên |
2012 |
| hal-00696072 |
A Discussion on Parallelization Schemes for Stochastic Vector Quantization Algorithms |
Durut Matthieu Patra Benoît Rossi Fabrice |
2012 |
| hal-00695667 |
Stability and Resolution Analysis for a Topological Derivative Based Imaging Functional |
Garnier Josselin Ammari H. Jugnon V. Kang H. |
2012 |
| hal-00694912 |
Plans en blocs incomplets : application à la santé |
Koné Mamadou Valibouze Annick |
2012 |
| hal-00694906 |
Parallel computation of resolvents by multimodular techniques and decomposition formula |
Aubry Philippe Valibouze Annick |
2012 |
| hal-00694126 |
Bessel bridges decomposition with varying dimension. Applications to finance. |
Faraud Gabriel Goutte Stéphane |
2012 |
| hal-00691126 |
Properties of convergence in Dirichlet structures |
Malicet Dominique Poly Guillaume |
2012 |
| hal-00691097 |
Probabilistic and asymptotic methods with the Perron Frobenius's operator |
Cirier Guy |
2012 |
| hal-00688241 |
Target Identification Using Dictionary Matching of Generalized Polarization Tensors |
Ammari Habib Boulier Thomas Garnier Josselin Jing Wenjia Kang Hyœnbæ Wang Han |
2012 |
| hal-00688165 |
Concentration Bounds for Stochastic Approximations |
Frikha Noufel Menozzi Stephane |
2012 |
| hal-00687701 |
Activity phase transition for constrained dynamics |
Bodineau Thierry Toninelli Cristina |
2012 |
| hal-00686868 |
Central limit theorems for eigenvalues of deformations of Wigner matrices |
Donati-Martin C. Capitaine Mireille Féral D. |
2012 |
| hal-00683483 |
A simplified model for studying bivariate mortality under right-censoring |
Gribkova Svetlana Lopez Olivier Saint-Pierre Philippe |
2012 |
| hal-00679710 |
Windings of planar stable processes |
Doney Ron A. Vakeroudis Stavros |
2012 |
| hal-00679037 |
Asset Pricing under uncertainty |
Scotti Simone |
2012 |
| hal-00677032 |
Inactive dynamical phase of a symmetric exclusion process on a ring |
Lecomte Vivien Garrahan Juan P van Wijland Frédéric |
2012 |
| hal-00676815 |
On Azéma-Yor processes, their optimal properties and the Bachelier-drawdown equation |
El Karoui Nicole Carraro L. Obloj J. |
2012 |
| hal-00676766 |
Modeling active electrolocation in weakly electric fish |
Ammari Habib Boulier Thomas Garnier Josselin |
2012 |
| hal-00675925 |
High-frequency market-making with inventory constraints and directional bets |
Fodra Pietro Labadie Mauricio |
2012 |
| hal-00675091 |
Sub-millimetre spectroscopy of Saturn's trace gases from Herschel/SPIRE |
Fletcher L. N. Swinyard B. Salji C. Polehampton E. Fulton T. Sidher S. Lellouch E. Moreno R. Orton G. Cavalié T. Courtin R. Rengel M. Sagawa H. Davis G. R. Hartogh P. Naylor D. Walker H. Lim T. |
2012 |
| hal-00674091 |
Minimax optimality of the local multi-resolution projection estimator over Besov spaces |
Monnier Jean-Baptiste |
2012 |
| hal-00671982 |
Prediction of quantiles by statistical learning and application to GDP forecasting |
Alquier Pierre Li Xiaoyin |
2012 |
| hal-00671979 |
Fast rates in learning with dependent observations |
Alquier Pierre Wintenberger Olivier |
2012 |
| hal-00670811 |
The weak convergence of regenerative processes using some excursion path decompositions |
Lambert Amaury Simatos Florian |
2012 |
| hal-00667112 |
Short-time asymptotics for marginal distributions of semimartingales |
Bentata Amel Cont Rama |
2012 |
| hal-00666838 |
Slope heuristics: overview and implementation |
Baudry Jean-Patrick Maugis Cathy Michel Bertrand |
2012 |
| hal-00666425 |
Conditional inference in parametric models |
Broniatowski Michel Caron Virgile |
2012 |
| hal-00665852 |
On some expectation and derivative operators related to integral representations of random variables with respect to a PII process |
Goutte Stéphane Oudjane Nadia Russo Francesco |
2012 |
| hal-00663488 |
Bougerol's identity in law and extensions |
Vakeroudis Stavros |
2012 |
| hal-00663340 |
A generalization of Kaplan-Meier estimator for analyzing bivariate mortality under right-censoring and left-truncation with applications to model-checking for survival copula models |
Lopez Olivier |
2012 |
| hal-00663136 |
Credit Risk with asymmetric information on the default threshold |
Hillairet Caroline Jiao Ying |
2012 |
| hal-00662764 |
Maximal stream and minimal cutset for first passage percolation through a domain of $\mathbb{R}^d$ |
Cerf Raphaël Théret Marie |
2012 |
| hal-00662268 |
AVERAGING FOR A FULLY-COUPLED PIECEWISE DETERMINISTIC MARKOV PROCESS IN INFINITE DIMENSIONS |
Genadot Alexandre Thieullen Michèle |
2012 |
| hal-00662166 |
Asymptotics of the maximal radius of an L^r-optimal sequence of quantizers |
Pagès G. Sagna A. |
2012 |
| hal-00661645 |
Volatility and covariation estimation when microstructure noise and trading times are endogenous |
Rosenbaum M. Robert C.Y. |
2012 |
| hal-00660188 |
Explicit solutions of the exit problem for a class of Lévy processes; applications to the pricing of double-barrier options |
Fourati S. |
2012 |
| hal-00660184 |
The exact packing measure of Lévy trees |
Duquesne T. |
2012 |
| hal-00660181 |
Stochastic order for alpha-permanental point processes |
Eisenbaum N. |
2012 |
| hal-00660164 |
A semi-parametric Bernstein-von Mises Theorem for Gaussian Process Priors |
Castillo I. |
2012 |
| hal-00659149 |
Sharp threshold for percolation on expanders |
Boucheron S. Benjamini I. Lugosi G. Rossignol R. |
2012 |
| hal-00658929 |
A Langevin process reflected at a partially elastic boundary : I |
Jacob E. |
2012 |
| hal-00657538 |
Some two-dimensional extensions of Bougerol's identity in law for the exponential functional of linear Brownian motion |
Bertoin Jean Dufresne Daniel Yor Marc |
2012 |
| hal-00655891 |
A two-tier proportional hazards regression model with change-points in the baseline function |
Oueslati Abdullah Lopez Olivier |
2012 |
| hal-00655850 |
An Affine Invariant $k$-Nearest Neighbor Regression Estimate |
Biau Gérard Devroye Luc Dujmovic Vida Krzyzak Adam |
2012 |
| hal-00655850 |
An Affine Invariant $k$-Nearest Neighbor Regression Estimate |
Biau Gérard Devroye Luc Dujmovic Vida Krzyzak Adam |
2012 |
| hal-00654716 |
Bayesian analysis of hierarchical multi-fidelity codes. |
Le Gratiet Loic |
2012 |
| hal-00653721 |
ASYMPTOTIC ANALYSIS OF STOCHASTIC VARIATIONAL INEQUALITIES MODELING AN ELASTO-PLASTIC PROBLEM WITH VANISHING JUMPS |
Bensoussan Alain Jasso Fuentes Hector Mertz Laurent Menozzi Stephane |
2012 |
| hal-00650314 |
Optimal posting price of limit orders: learning by trading |
Laruelle Sophie Lehalle Charles-Albert Pagès Gilles |
2012 |
| hal-00644701 |
Joint probability distributions and fluctuation theorems |
García-García Reinaldo Lecomte Vivien Kolton A. B. Domínguez D. |
2012 |
| hal-00643900 |
Continuous time regime switching model applied to foreign exchange rate. |
Goutte Stéphane Zou Benteng |
2012 |
| hal-00643841 |
Disordered Elastic Systems and One-Dimensional Interfaces |
Agoritsas Elisabeth Lecomte Vivien Giamarchi Thierry |
2012 |
| hal-00628424 |
On the functions counting walks with small steps in the quarter plane |
Kurkova Irina Raschel Kilian |
2012 |
| hal-00624544 |
Quantization based recursive Importance Sampling |
Frikha Noufel Sagna Abass |
2012 |
| hal-00624447 |
Algebraic Computation of resolvents without extraneous powers |
Aubry Philippe Valibouze Annick |
2012 |
| hal-00608574 |
A simple variance inequality for U-statistics of a Markov chain with applications |
Fort Gersende Moulines Eric Priouret Pierre Vandekerkhove Pierre |
2012 |
| hal-00607809 |
Overlaps and Pathwise Localization in the Anderson Polymer Model |
Comets Francis Cranston Michael |
2012 |
| hal-00604427 |
On false discovery rate thresholding for classification under sparsity |
Neuvial Pierre Roquain Etienne |
2012 |
| hal-00598553 |
Contrast estimator for completely or partially observed hypoelliptic diffusion |
Samson Adeline Thieullen Michèle |
2012 |
| hal-00592314 |
Noise and Topology in Driven Systems - an Application to Interface Dynamics |
Barnes Stewart Eckmann Jean-Pierre Giamarchi Thierry Lecomte Vivien |
2012 |
| hal-00587225 |
Sharp Oracle Inequalities for Aggregation of Affine Estimators |
Dalalyan Arnak S. Salmon Joseph |
2012 |
| hal-00585185 |
Decomposable Pseudodistances and Applications in Statistical Estimation |
Broniatowski Michel Toma Aida Vajda Igor |
2012 |
| hal-00560275 |
Partial functional quantization and generalized bridges |
Corlay Sylvain |
2012 |
| hal-00552911 |
Aging through hierarchical coalescence in the East model |
Faggionato A. Martinelli F. Roberto Cyril Toninelli C. |
2012 |
| hal-00552057 |
Upper bounds for the error in some interpolation and extrapolation designs |
Broniatowski Michel Celant Giorgio Di Battista Marco Leoni-Aubin Samuela |
2012 |
| hal-00537662 |
Inviscid Large deviation principle and the 2D Navier Stokes equations with a free boundary condition |
Bessaih Hakima Millet Annie |
2012 |
| hal-00536723 |
Non-Local Methods with Shape-Adaptive Patches (NLM-SAP) |
Deledalle Charles-Alban Duval Vincent Salmon Joseph |
2012 |
| hal-00531272 |
Adaptive Density Estimation in the Pile-up Model Involving Measurement Errors |
Comte Fabienne Rebafka Tabea |
2012 |
| hal-00528485 |
Intrinsic stationarity for vector quantization: Foundation of dual quantization |
Pagès Gilles Wilbertz Benedikt |
2012 |
| hal-00521185 |
The local quantization behaviour of absolutely continuous probabilities |
Graf Siegried Luschgy Harald Pagès Gilles |
2012 |
| hal-00519457 |
Optimal stopping in a general framework |
Kobylanski Magdalena Quenez Marie-Claire |
2012 |
| hal-00512722 |
Ergodic approximation of the distribution of a stationary diffusion : rate of convergence |
Pagès Gilles Panloup Fabien |
2012 |
| hal-00505502 |
Large deviations of the extreme eigenvalues of random deformations of matrices |
Benaych-Georges Florent Guionnet Alice Maïda Mylène |
2012 |
| hal-00505322 |
Universality in one dimensional Hierarchical Coalescence Processes |
Faggionato A. Martinelli F. Roberto Cyril Toninelli C. |
2012 |
| hal-00504644 |
Stochastic Approximation with Averaging Innovation Applied to Finance |
Laruelle Sophie Pagès Gilles |
2012 |
| hal-00475628 |
Discrete-time Approximation of Multidimensional BSDEs with oblique reflections |
Elie Romuald Kharroubi Idris Chassagneux Jean-François |
2012 |
| hal-00467013 |
PCA-Kernel Estimation |
Biau Gérard Mas André |
2012 |
| hal-00461853 |
Counting walks in a quadrant: a unified approach via boundary value problems |
Raschel Kilian |
2012 |
| hal-00461580 |
Mirror averaging with sparsity priors |
Dalalyan Arnak S. Tsybakov Alexandre |
2012 |
| hal-00451831 |
Divergences and duality for estimation and test under moment condition model |
Broniatowski Michel Keziou Amor |
2012 |
| hal-00430179 |
Several Applications of Divergence Criteria in Continuous Families |
Broniatowski Michel Vajda Igor |
2012 |
| hal-00428523 |
Dual Quantization for random walks with application to credit derivatives |
Pagès Gilles Wilbertz Benedikt |
2012 |
| hal-00421289 |
Joint Modelling of Gas and Electricity spot prices |
Frikha Noufel Lemaire Vincent |
2012 |
| hal-00409903 |
Radon needlet thresholding |
Kerkyacharian Gerard Le Pennec Erwan Picard Dominique |
2012 |
| hal-00362471 |
Sparse Regression Learning by Aggregation and Langevin Monte-Carlo |
Dalalyan Arnak S. Tsybakov Alexandre |
2012 |
| hal-00362151 |
Model selection for weakly dependent time series forecasting |
Alquier Pierre Wintenberger Olivier |
2012 |
| hal-00285172 |
Asymptotics of the maximal radius of an $L^r$-optimal sequence of quantizers |
Pagès Gilles Sagna Abass |
2012 |
| PMA-1580 |
The small noise limit of order-based diffusion processes. |
B. JOURDAIN, J. REYGNER |
2012 |
| PMA-1559 |
Convex order for path-dependent American options using the Euler scheme of martingale jump diffusion process. |
G. PAGÈS |
2012 |
| PMA-1558 |
Critical branching Brownian motion with absorption: particle configurations. |
J. BERESTYCKI, N. BERESTYCKI, J. SCHWEINSBERG |
2012 |
| PMA-1557 |
Critical branching Brownian motion with absorption: survival probability. |
J. BERESTYCKI, N. BERESTYCKI, J. SCHWEINSBERG |
2012 |
| PMA-1556 |
Mixing time of a kinetically constrained spin model on trees: power law scaling at criticality. |
N. CANCRINI, F. MARTINELLI, C. ROBERTO, C. TONINELLI |
2012 |
| PMA-1555 |
Estimation of volatility functionals: the case of a square root n window. |
J. JACOD, M. ROSENBAUM |
2012 |
| PMA-1554 |
Feynman-Kac representation for Hamilton-Jacobi-Bellman IPDE. |
I. KHARROUBI, H. PHAM |
2012 |
| PMA-1553 |
Information Transmission under Random Emission Constraints. |
F. COMETS, F. DELARUE, R. SCHOTT |
2012 |
| PMA-1552 |
Parametric inference for discretely observed multidimensional diffusions with small diffusion coefficient. |
R. GUY, C. LAREDO, E. VERGU |
2012 |
| PMA-1551 |
A mixed-step algorithm for the approximation of the stationary regime of a diffusion. |
G. PAGÈS, F. PANLOUP |
2012 |
| PMA-1550 |
Height representation of XOR-Ising loops via bipartite dimers. |
C. BOUTILLIER, B. DE TILIÈRE |
2012 |
| PMA-1549 |
Propagation of chaos for rank-based interacting diffusions and long time behaviour of a scalar quasilinear parabolic equation |
B. JOURDAIN, J. REYGNER |
2012 |
| PMA-1548 |
Concentration inequalities for order statistics. |
S. BOUCHERON, M. THOMAS |
2012 |
| PMA-1547 |
Macroscopic diffusion from a Hamilton-like dynamics. |
R. LEFEVERE |
2012 |
| PMA-1546 |
The limiting distributions of large heavy Wigner and arbitrary random matrices. |
C. MALE |
2012 |
| PMA-1545 |
About adaptive coding on countable alphabets. |
D. BONTEMPS, S. BOUCHERON, E. GASSIAT |
2012 |
| PMA-1544 |
Equivalence for nonparametric drift estimation of a diffusion process and its Euler scheme. |
V. GENON-CATALOT, C. LARÉDO |
2012 |
| PMA-1543 |
Conditional Markov regime switching model applied to economic modelling. |
S. GOUTTE |
2012 |
| PMA-1542 |
A probabilistic numerical method for optimal multiple switching problem and application to investments in electricity generation. |
R. AÏD, L. CAMPI, N. LANGRENÉ, H. PHAM |
2012 |
| PMA-1541 |
Maximum likelihood estimator consistency for ballistic random walk in a parametric random environment. |
F. COMETS, M. FALCONNET, O. LOUKIANOV, D. LOUKIANOVA, C. MATIAS |
2012 |
| PMA-1540 |
Asymptotics of empirical distribution function for Gaussian subordinated arrays with an application to multiple testing. |
S. DELATTRE, E. ROQUAIN |
2012 |
| PMA-1539 |
On parameter estimation for critical affine processes. |
M. BARCZY, L. DOERING, Z. LI, G. PAP |
2012 |
| PMA-1538 |
Optimal order placement in limit order markets. |
R. CONT, A. KUKANOV |
2012 |
| PMA-1537 |
Birth and death processes with neutral mutations. |
N. CHAMPAGNAT, A. LAMBERT, M. RICHARD |
2012 |
| PMA-1536 |
Functional co-monotony of processes with an application to peacocks. |
G. PAGÈS |
2012 |
| PMA-1535 |
On the windings of complex-valued Ornstein-Uhlenbeck processes driven by a Brownian motion and by a Stable process. |
S. VAKEROUDIS |
2012 |
| PMA-1534 |
Critical dimension for quadratic functional quantization. |
G. PAGÈS, H. LUSCHGY |
2012 |
| PMA-1533 |
Static fluctuations of a thick 1D interface in the 1+1 Directed Polymer formulation. |
E. AGORITSAS, V. LECOMTE, T. GIAMARCHI |
2012 |
| PMA-1532 |
Finite-temperature and finite-time scaling of the directed polymer free-energy with respect to its geometrical fluctuations. |
E. AGORITSAS, S. BUSTINGORRY, V. LECOMTE, G. SCHEHR, T. GIAMARCHI |
2012 |
| PMA-1531 |
Mean variance hedging under defaults risk. |
S. CHOUKROUN, S. GOUTTE, A. NGOUPEYOU |
2012 |
| PMA-1530 |
Principal minors Pfaffian half-tree theorem. |
B. DE TILIÈRE |
2012 |
| PMA-1529 |
A Jump-Type SDE Approach to Real-Valued Self-Similar Markov Processes. |
L. DOERING |
2012 |
| PMA-1528 |
On entire moments of self-similar Markov processes. |
M. BARCZY, L. DOERING |
2012 |
| PMA-1527 |
A Jump Type SDE Approach to Positive Self-Similar Markov Processes. |
L. DOERING, M. BARCZY |
2012 |
| PMA-1526 |
Mutually Catalytic Branching Processes on the Lattice and Voter Processes with Strength of Opinion. |
L. DOERING, L. MYTNIK |
2012 |
| PMA-1525 |
Longtime Behavior for Mutually Catalytic Branching with Negative Correlations. |
L. DOERING, L. MYTNIK |
2012 |
| PMA-1524 |
The master field on the plane. |
T. LÉVY |
2012 |
| PMA-1523 |
Asymptotic behavior of local times of compound Poisson processes with drift in the infinite variance case. |
A. LAMBERT, F. SIMATOS |
2012 |
| PMA-1522 |
Finite size effects in the dynamics of glass-forming liquids. |
L. BERTHIER, G. BIROLI, D. COSLOVICH, W. KOB, C. TONINELLI |
2012 |
| PMA-1521 |
Universality for one-dimensional hierarchical coalescence processes with double and triple merges. |
A. FAGGIONATO, C. ROBERTO, C. TONINELLI |
2012 |
| PMA-1520 |
A scaling proof for Walsh's Brownian motion extended arc-sine law. |
S. VAKEROUDIS, M. YOR |
2012 |
| PMA-1519 |
Large deviations for the empirical measure of Markov renewal processes. |
M. MARIANI, Y. SHEN, L. ZAMBOTTI |
2012 |
| PMA-1518 |
Hitting properties and non-uniqueness for SDE driven by stable processes. |
J. BERESTYCKI, L. DOERING, L. MYTNIK, L. ZAMBOTTI |
2012 |
| PMA-1517 |
Kinetically constrained spin models on trees. |
F. MARTINELLI, C. TONINELLI |
2012 |
| PMA-1516 |
Fredrickson-Andersen one spin facilitated model out of equilibrium. |
O. BLONDEL, N. CANCRINI, F. MARTINELLI, C. ROBERTO, C. TONINELLI |
2012 |
| PMA-1515 |
The East model: recent results and new progresses. |
A. FAGGIONATO, F. MARTINELLI, C. ROBERTO, C. TONINELLI |
2012 |
| PMA-1514 |
Localization Transition for Polymers in Poissonian Medium. |
F. COMETS, N. YOSHIDA |
2012 |
| PMA-1513 |
Optimal high frequency trading in a pro-rata microstructure with predictive information. |
F. GUILBAUD, H. PHAM |
2012 |
| PMA-1512 |
High-frequency market-making with inventory constraints and directional bets. |
P. FODRA, M. LABADIE |
2012 |
| PMA-1511 |
Fire sales forensics: Measuring endogenous risk. |
R. CONT, L. WAGALATH |
2012 |
| PMA-1510 |
Genealogy of flows of continuous-state branching processes via flows of partitions and the Eve property. |
C. LABBÉ |
2012 |
| PMA-1509 |
Bessel bridges decomposition with varying dimension. Applications to finance. |
G. FARAUD, S. GOUTTE |
2012 |
| PMA-1508 |
Stochastic integration with respect to multifractional Brownian motion via tangent fractional Brownian motions. |
E. HERBIN, J. LEBOVITS & J. LÉVY VÉHEL |
2012 |
| PMA-1507 |
Multifractional Stochastic volatility models. |
S. CORLAY, J. LEBOVITS & J. LÉVY VÉHEL |
2012 |
| PMA-1506 |
Marchenko-Pastur Theorem and Bercovici-Pata bijections for heavy-tailed or localized vectors. |
F. BENAYCH-GEORGES, T. CABANAL-DUVILLARD |
2012 |
| PMA-1505 |
Concentration bounds for stochastic approximations. |
N. FRIKHA, S. MENOZZI |
2012 |
| PMA-1504 |
Large time asymptotics for the fluctuation SPDE in the Kuramoto synchronization model. |
E. LUÇON |
2012 |
| PMA-1503 |
Asset Pricing under uncertainty. |
S. SCOTTI |
2012 |
| PMA-1502 |
Two-sided bounds for degenerate processes with densities supported in subsets of R^N. |
C. CINTI, S. MENOZZI, S. POLIDORO |
2012 |
| PMA-1501 |
Asymptotic behavior of local particles numbers in branching random walk. |
E. BULINSKAYA |
2012 |
| PMA-1500 |
Poisson-Dirichlet statistics for the extremes of a log-correlated Gaussian field. |
L.-P. ARGUIN, O. ZINDY |
2012 |
| PMA-1499 |
Windings of planar stable processes. |
S. VAKEROUDIS, R.A. DONEY |
2012 |
| PMA-1498 |
An optimal dividend and investment control problem under debt constraints. |
E. CHEVALIER, V. LYVATH, S. SCOTTI |
2012 |
| PMA-1497 |
Stable continuous-state branching processes with immigration and Beta-Fleming-Viot processes with immigration. |
C. FOUCART, O. HÉNARD |
2012 |
| PMA-1496 |
Last passage percolation and traveling waves. |
F. COMETS, J. QUASTEL, A.F. RAMIREZ |
2012 |
| PMA-1495 |
Inactive dynamical phase of a symmetric exclusion process on a ring. |
V. LECOMTE, J.-P. GARRAHAN, F. VAN WIJLAND |
2012 |
| PMA-1494 |
Smooth-fit principle for a degenerate two-dimensional singular stochastic control problem arising in irreversible investment. |
S. FEDERICO, H. PHAM |
2012 |
| PMA-1493 |
Prediction of quantiles by statistical learning and application to GDP forecasting. |
P. ALQUIER, X. LI |
2012 |
| PMA-1492 |
Fast rates in learning with dependent observations. |
P. ALQUIER, O. WINTENBERGER |
2012 |
| PMA-1491 |
Order book dynamics in liquid markets: limit theorems and diffusion approximations. |
R. CONT, A. DE LARRARD |
2012 |
| PMA-1490 |
The weak convergence of regenerative processes using some excursion path decompositions. |
A. LAMBERT, F. SIMATOS |
2012 |
| PMA-1489 |
On some expectation and derivative operators related to integral representations of random variables with respect to a PII process. |
S. GOUTTE, N. OUDJANE, F. RUSSO |
2012 |
| PMA-1488 |
Short-time asymptotics for marginal distributions of semimartingales |
A. BENTATA, R. CONT |
2012 |
| PMA-1487 |
Bougerol's identity in law and extensions. |
S. VAKEROUDIS |
2012 |
| PMA-1486 |
Maximal stream and minimal cutset for first passage percolation through a domain of $\mathbb{R}^d$. |
R. CERF, M. THÉRET |
2012 |
| PMA-1485 |
Continuous time regime switching model applied to foreign exchange rate. |
S. GOUTTE, B. ZOU |
2012 |
| PMA-1484 |
Asymptotic analysis of stochastic variational inequalities modeling an elasto-plastic problem with vanishing jumps. |
A. BENSOUSSAN, H. JASSO-FUENTES, L. MERTZ, S. MENOZZI |
2012 |
| PMA-1483 |
Some infinite divisibility properties of the reciprocal of planar Brownian motion exit time from a cone. |
S. VAKEROUDIS, M. YOR |
2012 |
| PMA-1482 |
Integrability properties and Limit Theorems for the exit time from a cone of planar Brownian motion. |
S. VAKEROUDIS, M. YOR |
2012 |
| tel-00825389 |
Estimation non-paramétrique et convergence faible des mesures de pauvreté |
Seck Cheikh Tidiane |
2011 |
| tel-00655935 |
Matrices aléatoires et probabilités libres |
Benaych-Georges Florent |
2011 |
| tel-00652128 |
Analyse d'Algorithmes Stochastiques Appliqués à la Finance |
Laruelle Sophie |
2011 |
| tel-00651357 |
Modélisation du risque de liquidité et méthodes de quantification appliquées au contrôle stochastique séquentiel |
Gassiat Paul |
2011 |
| tel-00650930 |
Contributions to the problems of classification, regression and study of an inverse problem in finance |
Monnier Jean-Baptiste |
2011 |
| tel-00649235 |
Arbres, Processus de branchement non markoviens et Processus de Lévy |
Richard Mathieu |
2011 |
| tel-00648611 |
Multi-dimensional "Malliavin-Stein" method on the Poisson space and its applications to limit theorems |
Zheng Cengbo |
2011 |
| tel-00631419 |
Deterministic and random models of limited aggregation and gelation phenomenon |
Normand Raoul |
2011 |
| tel-00627558 |
Calcul d'Itô étendu |
Walsh Alexander |
2011 |
| tel-00626445 |
Some aspects of optimal quantization and applications to finance |
Corlay Sylvain |
2011 |
| tel-00624419 |
Modélisation mathématique de la contagion de défaut |
Minca Andreea |
2011 |
| tel-00605743 |
Three applications of fragmentation and Poisson calculus to combinatorics |
Joseph Adrien |
2011 |
| tel-00600623 |
p-variations approchées et erreurs d'arrondis |
Cumenge Pierre-Henri |
2011 |
| tel-00584079 |
Windings of some planar Stochastic Processes and Applications to the rotation of a polymer |
Vakeroudis Stavros |
2011 |
| tel-00576355 |
Modelization and valuation methods of gas contracts: Stochastic control approaches |
Bernhart Marie |
2011 |
| inria-00607806 |
Deconvolution for the Wasserstein Metric and Geometric Inference |
Caillerie Claire Chazal Frédéric Dedecker Jérôme Michel Bertrand |
2011 |
| inria-00560623 |
A Weighted k-Nearest Neighbor Density Estimate for Geometric Inference |
Biau Gérard Chazal Frédéric Cohen-Steiner David Devroye Luc Rodriguez Carlos |
2011 |
| inria-00541922 |
Séminaire de Probabilités XLIII |
Donati-Martin Catherine Lejay Antoine Rouault Alain |
2011 |
| hal-02806358 |
Inference for epidemic data using diffusion processes with small diffusion coefficient |
Guy Romain Laredo Catherine Vergu Elisabeta |
2011 |
| hal-02746403 |
Inference for epidemic data using diffusion processes with small diffusion coefficient |
Guy Romain Laredo Catherine Vergu Elisabeta |
2011 |
| hal-02504346 |
ON SOME ENDOGENOUS PROBABILITY-MIGRATION MODELS |
Garcon Manuel Garnier Josselin Omrane A. |
2011 |
| hal-02403312 |
Stability of Feynman–Kac formulae with path-dependent potentials |
Chopin Nicolas del Moral P. Rubenthaler S. |
2011 |
| hal-02107308 |
Adaptive partitioning schemes for bipartite ranking |
Clémençon Stéphan Depecker Marine Vayatis Nicolas |
2011 |
| hal-02107303 |
Avancées récentes dans le domaine de l’apprentissage d’ordonnancements |
Clémençon Stéphan Depecker Marine Vayatis Nicolas |
2011 |
| hal-01764366 |
On the Multivariate Two-Sample Problem Using Strong Approximations of Empirical Copula Processes |
Bouzebda Salim El Faouzi Nour-Eddin Zari Tarek |
2011 |
| hal-01666869 |
CONVENIENT MULTIPLE DIRECTIONS OF STRATIFICATION |
Jourdain Benjamin Lapeyre Bernard Sabino Piergiacomo |
2011 |
| hal-01426338 |
The Effect of Disorder on the Free-Energy for the Random Walk Pinning Model: Smoothing of the Phase Transition and Low Temperature Asymptotics |
Berger Quentin Lacoin Hubert |
2011 |
| hal-01286075 |
La théorie de Galois en Informatique |
Valibouze Annick |
2011 |
| hal-01282668 |
Modélisation Booléenne de Réseaux TLR |
Valibouze Annick Abdeljaouad Inès Ben Kahla Alia Mouleh A. |
2011 |
| hal-01094871 |
A weighted k-nearest neighbor density estimate for geometric inference |
Biau Gérard Chazal Frédéric Cohen-Steiner David Devroye Luc Rodríguez Carlos |
2011 |
| hal-01094871 |
A weighted k-nearest neighbor density estimate for geometric inference |
Biau Gérard Chazal Frédéric Cohen-Steiner David Devroye Luc Rodríguez Carlos |
2011 |
| hal-01017943 |
Stability of solitons under rapidly oscillating random perturbations of the initial conditions |
Fedrizzi Ennio |
2011 |
| hal-00945509 |
A high-dimensional Wilks phenomenon |
Boucheron Stéphane Massart Pascal |
2011 |
| hal-00857606 |
The evolution of postreproductive life span as an insurance against indeterminacy. |
Tully Thomas Lambert Amaury |
2011 |
| hal-00844063 |
Kinetic Description of Random Optical Waves and Anomalous Thermalization of a Nearly Integrable Wave System |
Michel Claire Garnier Josselin Suret Pierre Randoux Stéphane Picozzi Antonio |
2011 |
| hal-00844056 |
Condensation and thermalization of classsical optical waves in a waveguide |
Aschieri P. Garnier Josselin Michel Claire Doya V. Picozzi A. |
2011 |
| hal-00831020 |
Imaging with noise blending |
de Hoop M. Fedrizzi E. Garnier Josselin Solna K. |
2011 |
| hal-00795370 |
Dynkin games in a general framework |
Kobylanski Magdalena Quenez Marie-Claire Roger de Campagnolle Marc |
2011 |
| hal-00778745 |
Enhancement of near-cloaking. Part III: Numerical simulations, statistical stability, and related questions |
Ammari H. Garnier Josselin Jugnon V. Kang H. Lee H. Lim M. |
2011 |
| hal-00736217 |
Sharp oracle inequalities for high-dimensional matrix prediction. |
Gaïffas Stéphane Lecué Guillaume |
2011 |
| hal-00720353 |
On the Gaussian approximation of vector-valued multiple integrals |
Noreddine S. Nourdin I. |
2011 |
| hal-00708206 |
Traffic safety: non-linear causation for injury severity |
Mougeot M. Azencott R. |
2011 |
| hal-00707851 |
Optimal split of orders across liquidity pools: a stochastic algorithm approach |
Laruelle S. Pagès G. Lehalle C.-A. |
2011 |
| hal-00707399 |
Local time-space calculus for symmetric Lévy processes |
Walsh A. |
2011 |
| hal-00707396 |
A random string with reflection in a convex domain |
Bounebache S.K. |
2011 |
| hal-00707389 |
A phase transition for the heights of a fragmentation tree |
Joseph A. |
2011 |
| hal-00707387 |
Markovian bridges: weak continuity and pathwise constructions |
Uribe Bravo G. Chaumont L. |
2011 |
| hal-00707384 |
(Non)differentiability and asymptotics for potential densities of subordinators |
Döring L. Savov M. |
2011 |
| hal-00707383 |
Intermittency and ageing for the symbiotic branching model |
Döring L. Aurzada F. |
2011 |
| hal-00707379 |
On the moments and the interface of the symbiotic branching model |
Döring L. Blath J. Etheridge A. |
2011 |
| hal-00707377 |
Matrix coordinate Bethe ansatz: applications to X X Z and ASEP models |
Simon D. Crampé N. Ragoucy E. |
2011 |
| hal-00707373 |
Convergence of a stochastic particle approximation for fractional scalar conservation laws |
Roux R. Jourdain Benjamin |
2011 |
| hal-00707371 |
Free convolution with a semicircular distribution and eigenvalues of spiked deformations of Wigner matrices |
Donati-Martin C. Capitaine M. Féral D. Février M. |
2011 |
| hal-00707366 |
Options on realized variance and convex orders |
Yor M. Carr P. Geman H. Madan D.B. |
2011 |
| hal-00707362 |
From an Itô type calculus for Gaussian processes to integrals of log-normal processes increasing in the convex order |
Yor M. Hirsch F. Roynette B. |
2011 |
| hal-00707205 |
On the scaling property in fluctuation theory for stable Lévy processes |
Cordero F. |
2011 |
| hal-00706811 |
A Jump Type SDE Approach to Positive Self-Similar Markov Processes |
Doering Leif Barczy Matyas |
2011 |
| hal-00706810 |
Mutually Catalytic Branching Processes on the Lattice and Voter Processes with Strength of Opinion |
Doering Leif Mytnik Leonid |
2011 |
| hal-00706805 |
Longtime Behavior for Mutually Catalytic Branching with Negative Correlations |
Doering Leif Mytnik Leonid |
2011 |
| hal-00706796 |
Hitting properties and non-uniqueness for SDE driven by stable processes |
Berestycki Julien Doering Leif Mytnik Leonid Zambotti Lorenzo |
2011 |
| hal-00706009 |
Traffic safety: non-linear causation for injury severity |
Mougeot M. Azencott R. |
2011 |
| hal-00705975 |
Improved Frechet bounds and model-free pricing of multi-asset options |
Tankov P. |
2011 |
| hal-00705974 |
Arbitrage opportunities in misspecified stochastic volatility models |
Tankov P. Jena R.P. |
2011 |
| hal-00705972 |
Portfolio insurance under a risk-measure constraint |
Tankov P. de Franco C. |
2011 |
| hal-00705970 |
Tracking errors from discrete hedging in exponential Lévy models |
Tankov P. Broden M. |
2011 |
| hal-00705966 |
A finite dimensional approximation for pricing moving average options |
Bernhart M. Tankov P. Warin X. |
2011 |
| hal-00705764 |
Exponential utility maximization in an incomplete market with defaults |
Quenez M.-C. Lim T. |
2011 |
| hal-00705725 |
Analyse bayésienne hiérarchique sur la dynamique spatio-temporelle d'une metapopulation . Applications aux populations férales de colza |
Larédo C. Carpentier F. Laroche Fabien Huet S. |
2011 |
| hal-00705444 |
Regularization Methods for Intercepted Radar Signals |
Rebafka T. Levy-Leduc C. Charbit M. |
2011 |
| hal-00705408 |
Functional limit theorems for Lévy processes satisfying Cramer's condition |
Bertoin J. |
2011 |
| hal-00705406 |
Burning cars in a parking lot |
Bertoin J. |
2011 |
| hal-00704766 |
Statistical Modeling of High Frequency Financial Data: Facts, Models and Challenges |
Cont R. |
2011 |
| hal-00704707 |
Optimization problems in finance under partial observation: theoretical and numerical aspects |
Pham H. |
2011 |
| hal-00696729 |
Kinetic Description of Random Optical Waves and Anomalous Thermalization of a Nearly Integrable Wave System |
Michel Christine Garnier Josselin Suret Pierre Randoux Stéphane Picozzi Antonio |
2011 |
| hal-00696352 |
Random walks in $(\mathbb{Z}_{+})^{2}$ with non-zero drift absorbed at the axes |
Kurkova I. Raschel K. |
2011 |
| hal-00695649 |
Convergence of adaptive and interacting Markov chain Monte Carlo algorithms |
Priouret P. Fort Gersende Moulines E. |
2011 |
| hal-00679042 |
Bid-ask spread modelling, a perturbation approach |
Lim Thomas Ly Vath Vathana Sahut Jean-Michel Scotti Simone |
2011 |
| hal-00676868 |
Nuclear-norm penalization and optimal rates for noisy low-rank matrix completion |
Tsybakov A.B. Koltchinskii V. Lounici K. |
2011 |
| hal-00672274 |
Order book dynamics in liquid markets: limit theorems and diffusion approximations |
Cont Rama de Larrard Adrien |
2011 |
| hal-00666813 |
Data-driven penalty calibration : a case study for Gaussian mixture model selection |
Maugis Cathy Michel Bertrand |
2011 |
| hal-00662165 |
GPGPUs in computational finance: massive parallel computing for American style options |
Pagès G. Wilbertz B. |
2011 |
| hal-00661428 |
Information asymmetry in pricing of credit derivatives |
Jiao Y. Hillairet C. |
2011 |
| hal-00661422 |
Pathwise uniqueness and continuous dependence for SDEs with non-regular drift |
Fedrizzi E. Flandoli F. |
2011 |
| hal-00661135 |
Survival of near-critical branching Brownian motion |
Berestycki J. Berestycki N. Schweinsberg J. |
2011 |
| hal-00660421 |
Fluctuations of the traces of complex-valued iid random matrices |
Noreddine Salim |
2011 |
| hal-00660339 |
Incoherent soliton turbulence in nonlocal nonlinear media |
Garnier Josselin Picozzi Antonio |
2011 |
| hal-00660337 |
Scattering enabled retrieval of Green's functions from remotely incident wave packets using cross correlations |
Garnier Josselin de Hoop M.V. Holman S.F. Solna K. |
2011 |
| hal-00660329 |
Fluctuation theory of ambient noise imaging |
Garnier Josselin Papanicolaou G. |
2011 |
| hal-00660326 |
Enhanced statistical stability in coherent interferometric imaging |
Garnier Josselin Borcea L. Papanicolaou G. Tsogka C. |
2011 |
| hal-00660324 |
The mean escape time for a narrow escape problem with multiple switching gates |
Garnier Josselin Ammari H. Kang H. Lee H. Solna K. |
2011 |
| hal-00659631 |
Inhomogeneous and anisotropic conditional density estimation from dependent data |
Akakpo N. Lacour C. |
2011 |
| hal-00659621 |
Random walk with barycentric self-interaction |
Comets F. Menshikov M.V. Volkov S. Wade A.R. |
2011 |
| hal-00659614 |
A New Approach for the Dynamics of Ultra-High-Frequency Data: The Model with Uncertainty Zones |
Rosenbaum M. Robert C.Y. |
2011 |
| hal-00659613 |
A new microstructure noise index |
Rosenbaum M. |
2011 |
| hal-00659609 |
Asymptotic results for time-changed Lévy processes sampled at hitting times |
Rosenbaum M. Tankov P. |
2011 |
| hal-00659595 |
Topological quantum field theories and Markovian random fields |
Lévy T. |
2011 |
| hal-00659576 |
Ecological speciation in dynamic landscapes |
Aguilée R. Lambert A. Claessen D. |
2011 |
| hal-00659575 |
The evolution of post-reproductive lifespan as an insurance against developmental indeterminacy |
Lambert A. Tully T. |
2011 |
| hal-00659564 |
Sparsity Considerations for Dependent Observations |
Alquier P. Doukhan P. |
2011 |
| hal-00659562 |
Generalization of L1 Constraints for High Dimensional Regression Problems |
Alquier P. Hebiri M. |
2011 |
| hal-00659558 |
C^2 surface diffeomorphisms have symbolic extensions |
Burguet D. |
2011 |
| hal-00659555 |
Symbolic extensions and continuity properties of the entropy |
Burguet D. |
2011 |
| hal-00659347 |
Type I error rate control for testing many hypotheses: a survey with proofs |
Roquain E. |
2011 |
| hal-00659338 |
Fluctuations of the extreme eigenvalues of finite rank deformations of random matrices |
Benaych-Georges F. Guionnet A. Maïda M. |
2011 |
| hal-00659322 |
Central Limit Theorems for the Brownian motion on large unitary groups |
Benaych-Georges F. |
2011 |
| hal-00659170 |
Disorder and critical phenomena through basic probability models École d'Été de Probabilités de Saint-Flour XL - 2010 |
Giacomin G. |
2011 |
| hal-00659114 |
Upper large deviations for the maximal flow through a domain of $\mathbb{R}^d$ in first passage percolation |
Theret M. Cerf R. |
2011 |
| hal-00658948 |
Optimal investment with counterparty risk: a default-density modeling approach |
Jiao Y. Pham H. |
2011 |
| hal-00657769 |
Peacocks and associated martingales, with explicit constructions |
Yor M. Hirsch F. Profeta C. Roynette B. |
2011 |
| hal-00657767 |
On hitting times of affine boundaries by reflecting Brownian motion and Bessel processes |
Yor M. Salminen P. |
2011 |
| hal-00657762 |
Truncation functions and Laplace transform |
Yor M. Yen J.-Y. |
2011 |
| hal-00657760 |
Remembering Paul Malliavin |
Yor M. Stroock D.W. Kahane J.-P. Gundy R. Gross L. Vergne M. |
2011 |
| hal-00657758 |
The S&P 500 Index as a Sato Process Travelling at the Speed of the VIX |
Yor M. Madan D. |
2011 |
| hal-00655591 |
On the use of self-organizing maps for the representation of Barcoding data : an application to Hylomyscus data |
Nicolas Violaine Laredo Catherine Olteanu Madalina |
2011 |
| hal-00654710 |
Building kriging models using hierarchical codes with different levels of accuracy. |
Le Gratiet Loic |
2011 |
| hal-00654697 |
Some infinite divisibility properties of the reciprocal of planar Brownian motion exit time from a cone |
Vakeroudis Stavros Yor Marc |
2011 |
| hal-00654695 |
Integrability properties and Limit Theorems for the exit time from a cone of planar Brownian motion |
Vakeroudis Stavros Yor Marc |
2011 |
| hal-00654289 |
Image denoising with patch based PCA: local versus global |
Deledalle Charles-Alban Salmon Joseph Dalalyan Arnak S. |
2011 |
| hal-00654251 |
Optimal aggregation of affine estimators |
Salmon Joseph Dalalyan Arnak S. |
2011 |
| hal-00653293 |
An Optimal Dividend and Investment Control Problem under Debt Constraints |
Chevalier Etienne Ly Vath Vathana Scotti Simone |
2011 |
| hal-00652298 |
Rectangular R-transform as the limit of rectangular spherical integrals |
Benaych-Georges F. |
2011 |
| hal-00652284 |
Oracle inequalities and optimal inference under group sparsity |
Tsybakov A.B. Lounici K. Pontil M. van de Geer S. |
2011 |
| hal-00652270 |
Travelling waves and homogeneous fragmentation |
Berestycki J. Harris S.C. Kyprianou A.E. |
2011 |
| hal-00651239 |
Spectral analysis of restricted call and put operators and application to stable risk-neutral density recovery |
Monnier Jean-Baptiste |
2011 |
| hal-00649050 |
Benoit Mandelbrot et la modélisation mathématique des risques financiers |
Cont Rama |
2011 |
| hal-00649018 |
Some remarks on the class of Bernstein functions and some subclasses |
Fourati Sonia Jedidi Wissem |
2011 |
| hal-00644566 |
A KAM Scheme for SL(2,R) cocycles with liouvillean frequencies |
Krikorian R. Avila A. Fayad B. |
2011 |
| hal-00644427 |
A goodness-of-fit test for copula densities |
Tribouley K. |
2011 |
| hal-00644347 |
Nonparametric regression with martingale increment errors |
Delattre S. Gaïfas S. |
2011 |
| hal-00644346 |
Semiparametric shift estimation based on the cumulated periodogram for non-regular functions |
Castillo I. Cator E. |
2011 |
| hal-00644345 |
Revisiting the Sources of Borel's Interest in Probability: Continued Fractions, Social Involvement, Volterra's Prolusione |
Mazliak L. Durand A. |
2011 |
| hal-00644344 |
La matematica di Emile Borel nella transizione tra 800 e 900 |
Mazliak L. |
2011 |
| hal-00644342 |
What does the arrest of Emile Borel in 1941 tell us about the German Occupation in France ? |
Mazliak L. Shafer G. |
2011 |
| hal-00644340 |
L'analyse graphologique controversée d'Alphonse Bertillon dans l'Affaire Dreyfus |
Mazliak L. Mansuy R. |
2011 |
| hal-00644337 |
Borel, Fréchet, Darmois : La découverte des statistiques par les probabilistes français |
Mazliak L. |
2011 |
| hal-00640841 |
Exceptionally small balls in stable trees |
Duquesne Thomas Wang Guanying |
2011 |
| hal-00640493 |
Revisiting the sources of Borel's interest in Probability : Continued fractions, social involvment, Volterra's Prolusione |
Durand Antonin Mazliak Laurent |
2011 |
| hal-00640491 |
What does the arrest and release of Emile Borel and his colleagues in 1941 tell us about the German occupation of France? |
Mazliak Laurent Shafer Glenn |
2011 |
| hal-00640029 |
Reduction of stochastic conductance-based neuron models with time-scales separation. |
Wainrib Gilles Thieullen Michèle Pakdaman Khashayar |
2011 |
| hal-00639667 |
Stochastic dominance with respect to a capacity and risk measures |
Grigorova Miryana |
2011 |
| hal-00639011 |
New approaches of source-sink metapopulations decoupling the roles of demography and dispersal |
Bansaye Vincent Lambert Amaury |
2011 |
| hal-00637010 |
Classification via local multi-resolution projections (extended version) |
Monnier Jean-Baptiste |
2011 |
| hal-00635769 |
Universal Gaussian fluctuations on the discrete Poisson chaos |
Peccati Giovanni Zheng Cengbo |
2011 |
| hal-00635428 |
Explicit expression for the generating function counting Gesselʼs walks |
Kurkova I. Raschel K. |
2011 |
| hal-00635414 |
Green functions for killed random walks in the Weyl chamber of Sp(4) |
Raschel K. |
2011 |
| hal-00634813 |
A skew stochastic heat equation |
Bounebache Said Karim Zambotti Lorenzo |
2011 |
| hal-00634423 |
Adaptive Dantzig density estimation |
Bertin Karine Le Pennec Erwan Rivoirard Vincent |
2011 |
| hal-00633327 |
Optimal multiple stopping time problem |
Quenez M.-C. Kobylanski M. Rouy-Mironescu E. |
2011 |
| hal-00632325 |
Splitting trees stopped when the first clock rings and Vervaat's transformation |
Lambert Amaury Trapman Pieter |
2011 |
| hal-00632262 |
Regularity of the entropy for random walks on hyperbolic groups |
Ledrappier Francois |
2011 |
| hal-00629929 |
Loss-Based Risk Measures |
Cont Rama Deguest Romain He Xuedong |
2011 |
| hal-00628248 |
Volume entropy rigidity of non-positively curved symmetric spaces |
Ledrappier Francois |
2011 |
| hal-00626258 |
Time discretization and quantization methods for optimal multiple switching problem |
Gassiat Paul Kharroubi Idris Pham Huyen |
2011 |
| hal-00625683 |
Defaultable bond pricing using regime switching intensity model |
Goutte Stéphane Ngoupeyou Armand |
2011 |
| hal-00625265 |
Pricing and Hedging Defaultable Claim |
Goutte Stéphane Ngoupeyou Armand |
2011 |
| hal-00624585 |
Wong Zakai approximation for 2D hydrodynamical stochastic evolution equations |
Millet Annie Chueshov Igor |
2011 |
| hal-00624578 |
On the stochastic nonlinear Schrödinger equation in dimension 2 |
Millet Annie Brzezniak Zdzislaw |
2011 |
| hal-00624308 |
On the Non-Linear Schrodinger Equation on a Compact Manifold |
Millet Annie Brzezniak Zdzislaw |
2011 |
| hal-00623074 |
Large deviations for renewal processes |
Lefevere R. Mariani M. Zambotti L. |
2011 |
| hal-00623071 |
Survival of branching random walks with absorption |
Jaffuel B. Aïdekon E. |
2011 |
| hal-00622983 |
A high-dimensional Wilks phenomenon |
Boucheron S. Massart P. |
2011 |
| hal-00622642 |
Branching random walks in space-time random environment: Survival probability, global and local growth rates |
Comets F. Yoshida N. |
2011 |
| hal-00617089 |
On least favorable configurations for step-up-down tests |
Blanchard Gilles Dickhaus Thorsten Roquain Etienne Villers Fanny |
2011 |
| hal-00614716 |
Stochastic orderings with respect to a capacity and an application to a financial optimization problem |
Grigorova Miryana |
2011 |
| hal-00612301 |
Vanishing transverse entropy in smooth ergodic theory |
Ledrappier F. Xie J.S |
2011 |
| hal-00612097 |
Inverse Problems and High-Dimensional Estimation. Stats in the Chateau Summer School, August 31 - September 4, 2009 |
Alquier P. Gautier E. Stoltz Guillaume |
2011 |
| hal-00610214 |
Investment/consumption problem in illiquid markets with regimes switching |
Gassiat Paul Gozzi Fausto Pham Huyen |
2011 |
| hal-00610192 |
A sequence of Albin type continuous martingale with brownian marginals and scaling |
Donati-Martin C. Baker D. Yor M. |
2011 |
| hal-00610189 |
On martingales with given marginals and the scaling property |
Yor M. Baker D. |
2011 |
| hal-00610188 |
Constructing self-similar martingales via two Skorokhod embeddings |
Hirsch Francis Profeta Christophe Roynette Bernard Yor Marc |
2011 |
| hal-00610165 |
Convergence of multi-dimensional quantized SDE's |
Pagès G. Sellami A. |
2011 |
| hal-00610162 |
Fractal functional quantization of mean-regular stochastic processes |
Pagès G. Graf S. Luschgy H. |
2011 |
| hal-00610117 |
Optimal investment on finite horizon with random discrete order flow in illiquid markets |
Pham H. Gassiat Paul Sirbu M. |
2011 |
| hal-00609983 |
Optimality properties in estimating jumps |
Clement Emmanuelle Delattre Sylvain Gloter Arnaud |
2011 |
| hal-00609835 |
Risk-averse asymptotics for reservation prices |
Carassus L. Rasonyi M. |
2011 |
| hal-00609831 |
Bethe Ansatz for the Weakly Asymmetric Simple Exclusion Process and Phase Transition in the Current Distribution |
Simon D. |
2011 |
| hal-00608880 |
A Central Limit Theorem for a sequence of Brownian motions in the unit sphere in Rn |
Vakeroudis Stavros Yor Marc |
2011 |
| hal-00608491 |
Large deviations of the current in stochastic collisional dynamics |
Lefevere R. Mariani M. Zambotti L. |
2011 |
| hal-00608487 |
Uniqueness of post-gelation solutions of a class of coagulation equations |
Normand R. Zambotti L. |
2011 |
| hal-00608163 |
Almost sure convergence for stochastically biased random walks on trees |
Faraud Gabriel Hu Yueyun Shi Zhan |
2011 |
| hal-00608096 |
Quenched limits and fluctuations of the empirical measure for plane rotators in random media |
Luçon E. |
2011 |
| hal-00608007 |
Propriétés de convergence dans les structures d'erreur |
Malicet Dominique Poly Guillaume |
2011 |
| hal-00607766 |
A reduced basis method for option pricing |
Cont R. Lantos N. Pironneau Olivier |
2011 |
| hal-00607764 |
Dynamic hedging of portfolio credit derivatives |
Cont R. Kan Y.H. |
2011 |
| hal-00607759 |
Species abundance distributions in neutral models with immigration or mutation and general lifetimes |
Lambert A. |
2011 |
| hal-00607757 |
Under which conditions is character displacement a likely outcome of secondary contact? |
Aguilée R. de Becdelièvre B. Lambert A. Claessen D. |
2011 |
| hal-00607743 |
Noncommutative ergodic theorems |
Ledrappier F. Karlsson A. |
2011 |
| hal-00607297 |
PAC-Bayesian Theorems for Sparse Regression Estimation with Exponential Weights |
Alquier P. Lounici K. |
2011 |
| hal-00607233 |
Coherent interferometric imaging, time gating, and beamforming |
Garnier Josselin Borcea L. Papanicolaou G. Tsogka C. |
2011 |
| hal-00607230 |
Filtered Kirchhoff migration of cross correlations of ambient noise signals |
Garnier Josselin Solna K. |
2011 |
| hal-00607228 |
Background velocity estimation by cross correlation of ambient noise signals in the radiative transport regime |
Garnier Josselin Solna K. |
2011 |
| hal-00607226 |
Condensation and thermalization of classsical optical waves in a waveguide |
Garnier Josselin Aschieri P. Michel Christine Doya V. Picozzi Antonio |
2011 |
| hal-00607224 |
Kinetic description of random optical waves and anomalous thermalization of a nearly integrable wave system |
Garnier Josselin Michel Christine Suret P. Randoux S. Picozzi Antonio |
2011 |
| hal-00607218 |
Imaging schemes for cracks and inclusions |
Garnier Josselin Ammari H. Kang H. Park W.K. Solna K. |
2011 |
| hal-00607215 |
Optimal transmission through a randomly perturbed waveguide in the localization regime |
Garnier Josselin |
2011 |
| hal-00607188 |
Partialmatch queries in two-dimensional quadtrees: a probabilistic approach |
Joseph A. Curien N. |
2011 |
| hal-00606997 |
Stochastic Two-Dimensional Hydrodynamical Systems: Wong-Zakai Approximation and Support Theorem |
Millet A. Chueshov I. |
2011 |
| hal-00606990 |
Large deviations |
Comets F. |
2011 |
| hal-00606984 |
Large deviations and applications |
Comets F. |
2011 |
| hal-00606503 |
The Mean First Rotation Time of a Planar Polymer |
Vakeroudis S. Yor M. Holcman D. |
2011 |
| hal-00606486 |
Sequential quantile prediction of time series |
Biau Gérard Patra B. |
2011 |
| hal-00606482 |
A weighted k-nearest neighbor density estimate for geometric inference |
Biau Gérard Chazal F. Cohen-Steiner D. Devroye L. Rodriguez C. |
2011 |
| hal-00606471 |
Distinguished exchangeable coalescents and generalized Fleming-Viot processes with immigration |
Foucart C. |
2011 |
| hal-00606466 |
Some applications of duality for Lévy processes in a half-line |
Bertoin J. Savov M. |
2011 |
| hal-00606413 |
Ecole de Théorie Ergodique |
Thouvenot J.P. Lacroix Y. Liardet P. |
2011 |
| hal-00606380 |
On the maximal offspring in a critical branching process with infinite variance |
Bertoin J. |
2011 |
| hal-00606123 |
The prolific backbone for supercritical superdiffusions |
Berestycki J. Kyprianou A.E. Murillo-Salas A. |
2011 |
| hal-00606067 |
Localized spherical deconvolution |
Kerkyacharian G. Pham Ngoc T.M. Picard D. |
2011 |
| hal-00606063 |
Estimation of high-dimensional low-rank matrices |
Tsybakov A. Rohde A. |
2011 |
| hal-00606059 |
Exponential Screening and optimal rates of sparse estimation |
Tsybakov A. Rigollet P. |
2011 |
| hal-00606022 |
Nonparametric tests for pathwise properties of semimartingales |
Cont R. Mancini C. |
2011 |
| hal-00605898 |
Catalytic branching processes via spine techniques and renewal theory |
Doering Leif Roberts Matthew |
2011 |
| hal-00605442 |
On optimal investment for a behavioral investor in multiperiod incomplete market models |
Carassus Laurence Rasonyi Miklos |
2011 |
| hal-00604999 |
Weak Error for stable driven SDEs: Expansion of the densities |
Menozzi S. Konakov V. |
2011 |
| hal-00604490 |
Modelling microstructure noise with Hawkes processes |
Bacry Emmanuel Delattre Sylvain Hoffmann Marc Muzy J.-F. |
2011 |
| hal-00604423 |
Simulating rare events in dynamical processes |
Giardina Cristian Kurchan Jorge Lecomte Vivien Tailleur Julien |
2011 |
| hal-00603385 |
Optimal High Frequency Trading with limit and market orders |
Guilbaud Fabien Pham Huyen |
2011 |
| hal-00603322 |
Matrix Coordinate Bethe Ansatz: Applications to XXZ and ASEP models |
Crampé Nicolas Ragoucy E. Simon D. |
2011 |
| hal-00600143 |
Statistical methods of SNP data analysis with applications |
Bulinski Alexander Butkovsky Oleg Shashkin Alexey Yaskov Pavel |
2011 |
| hal-00599921 |
Lévy process conditioned by its height process |
Richard Mathieu |
2011 |
| hal-00596717 |
HJB equations for the optimal control of differential equations with delay in the control variable |
Federico Salvatore Tacconi Elisa |
2011 |
| hal-00596004 |
Comportement harmonique des densités conformes et frontière de Martin |
Roblin T. |
2011 |
| hal-00595714 |
Limit theorems for supercritical age-dependent branching processes with neutral immigration |
Richard Murielle |
2011 |
| hal-00595468 |
A fast nearest neighbor search algorithm based on vector quantization |
Corlay Sylvain |
2011 |
| hal-00595044 |
Dynkin's isomorphism theorem and the stochastic heat equation |
Eisenbaum N. Foondun M. Khoshnevisan D. |
2011 |
| hal-00595043 |
Call option prices based on Bessel processes |
Yor M. Yen J.-Y. |
2011 |
| hal-00593241 |
Exact calculations for false discovery proportion with application to least favorable configurations |
Roquain E. Villers F. |
2011 |
| hal-00593234 |
A continuous semigroup of notions of independence between the classical and the free one |
Benaych-Georges F. Lévy T. |
2011 |
| hal-00592604 |
Dynamic transition in an atomic glass former: a molecular dynamics evidence |
Pitard Estelle Lecomte Vivien van Wijland Frédéric |
2011 |
| hal-00590850 |
The branching Brownian motion seen from its tip |
Aïdékon E. Berestycki J. Brunet É. Shi Z. |
2011 |
| hal-00589585 |
Plans en blocs pour la structure de corrélation NNm |
Koné Mamadou Valibouze Annick |
2011 |
| hal-00588557 |
Functional limit theorems for Lévy processes satisfying Cramér's condition |
Barczy Matyas Bertoin Jean |
2011 |
| hal-00588490 |
Nonparametric tests for the pathwise properties of semimartingales |
Cont Rama Mancini Cecilia |
2011 |
| hal-00587958 |
Random right eigenvalues of Gaussian quaternionic matrices |
Benaych-Georges Florent Chapon Francois |
2011 |
| hal-00587560 |
ON THE NEWMAN CONJECTURE |
Bulinski Alexander |
2011 |
| hal-00587458 |
Group testing with random pools : Optimal two-stage algorithms |
Toninelli C. Mézard M. |
2011 |
| hal-00584577 |
Perturbations of diagonal matrices by band random matrices |
Benaych-Georges Florent Enriquez Nathanael |
2011 |
| hal-00584379 |
Bivariate censored regression relying on a new estimator of the joint distribution function |
Lopez Olivier Saint-Pierre Philippe |
2011 |
| hal-00583124 |
HJB Equations for the Optimal Control of Differential Equations with Delays and State Constraints, II: Verification and Optimal Feedbacks |
Federico Salvatore Goldys Ben Gozzi Fausto |
2011 |
| hal-00580140 |
OMP-type Algorithm with Structured Sparsity Patterns for Multipath Radar Signals |
Rebafka Tabea Lévy-Leduc Céline Charbit Maurice |
2011 |
| hal-00579979 |
Asymptotics for the survival probability in a killed branching random walk |
Shi Z. Hu Y. Gantert N. |
2011 |
| hal-00578784 |
The precise tail behavior of the total progeny of a killed branching random walk |
Aidekon Elie Hu Yueyun Zindy Olivier |
2011 |
| hal-00578008 |
Dynamic hedging of portfolio credit derivatives |
Cont Rama Kan Yu Hang |
2011 |
| hal-00577772 |
Large deviations for a random speed particle |
Lefevere Raphael Mariani Mauro Zambotti Lorenzo |
2011 |
| hal-00577193 |
Première approche de la densité d'un opérateur de Perron Frobenius. III - Applications : EDP, EDO, etc |
Cirier Guy |
2011 |
| hal-00577024 |
Langevin process reflected on a partially elastic boundary II |
Jacob Emmanuel |
2011 |
| hal-00575203 |
The singular values and vectors of low rank perturbations of large rectangular random matrices |
Benaych-Georges Florent Rao Nadakuditi Raj |
2011 |
| hal-00574268 |
The slippage paradox |
Bohn Steffen |
2011 |
| hal-00574184 |
Bid-ask spread modelling, a perturbation approach |
Lim Thomas Ly Vath Vathana Sahut Jean-Michel Scotti Simone |
2011 |
| hal-00572709 |
Optimal Delaunay and Voronoi quantization schemes for pricing American style options |
Pagès Gilles Wilbertz Benedikt |
2011 |
| hal-00572600 |
Generalized Fleming-Viot processes with immigration via stochastic flows of partitions |
Foucart Clément |
2011 |
| hal-00572235 |
Scaling limits via excursion theory: Interplay between Crump-Mode-Jagers branching processes and Processor-Sharing queues |
Lambert Amaury Simatos Florian Zwart Bert |
2011 |
| hal-00569230 |
Optimal investment under multiple defaults risk: a BSDE-decomposition approach |
Jiao Ying Kharroubi Idris Pham Huyen |
2011 |
| hal-00565918 |
Adaptation to anisotropy and inhomogeneity via dyadic piecewise polynomial selection |
Akakpo Nathalie |
2011 |
| hal-00565541 |
Projection-based curve clustering |
Auder Benjamin Fischer Aurélie |
2011 |
| hal-00565540 |
Parameter selection for principal curves |
Biau Gérard Fischer Aurélie |
2011 |
| hal-00565540 |
Parameter selection for principal curves |
Biau Gérard Fischer Aurélie |
2011 |
| hal-00564291 |
Sparsity considerations for dependent variables |
Alquier Pierre Doukhan Paul |
2011 |
| hal-00564205 |
Optimal consumption policies in illiquid markets |
Pham H. Cretarola A. Gozzi F. Tankov P. |
2011 |
| hal-00563884 |
Dynamical heterogeneities and kinetically constrained models |
Toninelli C. Garrahan P. Sollich P. |
2011 |
| hal-00563265 |
The Critical Z-Invariant Ising Model via Dimers: Locality Property |
Boutillier C. de Tilière B. |
2011 |
| hal-00563252 |
Bethe Ansatz for the Weakly Asymmetric Simple Exclusion Process and phase transition in the current distribution |
Simon Damien |
2011 |
| hal-00560927 |
Disorder relevance at marginality and critical point shift |
Giacomin G. Lacoin H. Toninelli F.L. |
2011 |
| hal-00559787 |
On the false discovery proportion convergence under Gaussian equi-correlation |
Roquain E. Delattre S. |
2011 |
| hal-00559457 |
Central and non-central limit theorems for weighted power variations of fractional Brownian motion |
Nourdin I. Nualart D. Tudor C.A. |
2011 |
| hal-00559456 |
Penalisation of a stable Lévy process involving its one-sided supremum |
Yor M. Yano K. Yano Y. |
2011 |
| hal-00559451 |
The Arcsine law as the limit of the internal DLA cluster generated by Sinai's walk |
Enriquez N. Lucas C. Simenhaus François |
2011 |
| hal-00557878 |
Critical Ising Model and Cycle Rooted Spanning Forests: an explicit correspondence |
de Tilière Béatrice |
2011 |
| hal-00557785 |
The area of a self-similar fragmentation |
Bertoin Jean |
2011 |
| hal-00557307 |
Inhomogeneous and Anisotropic Conditional Density Estimation from Dependent Data |
Akakpo Nathalie Lacour Claire |
2011 |
| hal-00556544 |
GPGPUs in computational finance: Massive parallel computing for American style options |
Pagès Gilles Wilbertz Benedikt |
2011 |
| hal-00555593 |
The coalescent point process of branching trees and spine decompositions at the first survivor |
Lambert Amaury Popovic Lea |
2011 |
| hal-00554696 |
Asymptotic sampling formulae and particle system representations for $\Lambda$-coalescents |
Berestycki Julien Berestycki Nathanaël Limic Vlada |
2011 |
| hal-00553669 |
The Mean First Rotation Time of a planar polymer |
Vakeroudis Stavros Yor Marc Holcman David |
2011 |
| hal-00553356 |
Swing Options Valuation:a BSDE with Constrained Jumps Approach |
Bernhart Marie Pham Huyên Tankov Peter Warin Xavier |
2011 |
| hal-00552982 |
Non-parametric regression on the hyper-sphere with uniform design |
Monnier Jean-Baptiste |
2011 |
| hal-00547965 |
Type I error rate control for testing many hypotheses: a survey with proofs |
Roquain Etienne |
2011 |
| hal-00544318 |
Une étude de trajectoire. Kyrille Popoff, les guerres et la balistique |
Mazliak Laurent |
2011 |
| hal-00536164 |
Free convolution with a semicircular distribution and eigenvalues of spiked deformations of Wigner matrices |
Capitaine Mireille Donati-Martin Catherine Féral Delphine Fevrier Maxime |
2011 |
| hal-00533300 |
Parametrix techniques and martingale problem for some degenerate Kolmogorov's equations |
Menozzi Stephane |
2011 |
| hal-00522410 |
A reduced basis for option pricing |
Cont Rama Lantos Nicolas Pironneau Olivier |
2011 |
| hal-00515616 |
On the Gaussian approximation of vector-valued multiple integrals |
Noreddine Salim Nourdin Ivan |
2011 |
| hal-00512399 |
Construction of a short path in high dimensional First Passage Percolation |
Couronné Olivier Enriquez Nathanaël Gerin Lucas |
2011 |
| hal-00507443 |
Limit theorems for splitting trees with structured immigration and applications to biogeography |
Richard Mathieu |
2011 |
| hal-00505381 |
Quenched limits and fluctuations of the empirical measure for plane rotators in random media |
Lucon Eric |
2011 |
| hal-00505206 |
Burning cars in a parking |
Bertoin Jean |
2011 |
| hal-00498758 |
Truncations of Haar distributed matrices, traces and bivariate Brownian bridges. |
Donati-Martin Catherine Rouault Alain |
2011 |
| hal-00484096 |
Quantitative Breuer-Major Theorems |
Nourdin Ivan Peccati Giovanni Podolskij Mark |
2011 |
| hal-00477403 |
Convenient Multiple Directions of Stratification |
Jourdain Benjamin Lapeyre Bernard Sabino Piergiacomo |
2011 |
| hal-00472913 |
The number of absorbed individuals in branching Brownian motion with a barrier |
Maillard Pascal |
2011 |
| hal-00456385 |
Exact calculations for false discovery proportion with application to least favorable configurations |
Roquain Etienne Villers Fanny |
2011 |
| hal-00441124 |
Dual divergence estimators and tests: robustness results |
Toma Aida Broniatowski Michel |
2011 |
| hal-00438190 |
Explicit expression for the generating function counting Gessel's walks |
Kurkova Irina Raschel Kilian |
2011 |
| hal-00425923 |
Green functions for killed random walks in the Weyl chamber of Sp(4) |
Raschel Kilian |
2011 |
| hal-00409784 |
Localized spherical deconvolution |
Kerkyacharian Gérard Mai Pham Ngoc Thanh Picard Dominique |
2011 |
| hal-00403685 |
Stochastic 2D hydrodynamical systems: Wong-Zakai approximation and Support theorem |
Chueshov Igor Millet Annie |
2011 |
| hal-00397750 |
The emergence of French statistics. How mathematics entered the world of statistics in France during the 1920s. |
Catellier Rémi Mazliak Laurent |
2011 |
| hal-00381984 |
Adaptive Dantzig density estimation |
Bertin Karine Le Pennec Erwan Rivoirard Vincent |
2011 |
| hal-00372260 |
Random walks in Z_+^2 with non-zero drift absorbed at the axes |
Kurkova Irina Raschel Kilian |
2011 |
| hal-00371203 |
Central limit theorems for eigenvalues of deformations of Wigner matrices |
Capitaine Mireille Donati-Martin Catherine Féral Delphine |
2011 |
| hal-00363254 |
Gröbner base of the alternated galoisian ideal |
Valibouze Annick |
2011 |
| hal-00361218 |
Quadratic functional estimation in inverse problems |
Butucea Cristina Meziani Katia |
2011 |
| hal-00338778 |
A continuous semigroup of notions of independence between the classical and the free one |
Benaych-Georges Florent Lévy Thierry |
2011 |
| hal-00333356 |
Adaptive estimation of the conditional intensity of marker-dependent counting processes |
Comte Fabienne Gaïffas Stéphane Guilloux Agathe |
2011 |
| hal-00331845 |
Weak Error for stable driven SDEs: expansion of the densities |
Konakov Valentin Menozzi Stephane |
2011 |
| hal-00321965 |
Bandlet Image Estimation with Model Selection |
Dossal Charles Le Pennec Erwan Mallat Stéphane |
2011 |
| hal-00296641 |
Uniform-in-bandwidth consistency for kernel-type estimators of Shannon's entropy |
Bouzebda Salim Elhattab Issam |
2011 |
| hal-00261291 |
Statistical analysis of self-similar conservative fragmentation chains |
Hoffmann Marc Krell Nathalie |
2011 |
| hal-00202297 |
Convergence of multi-dimensional quantized $SDE$'s |
Pagès Gilles Sellami Afef |
2011 |
| hal-00199856 |
Probabilistic analysis of the upwind scheme for transport |
Delarue François Lagoutière Frédéric |
2011 |
| hal-00005882 |
Fast learning rates for plug-in classifiers under the margin condition |
Audibert Jean-Yves Tsybakov Alexandre |
2011 |
| PMA-1481 |
Optimal posting distance of limit orders: a stochastic algorithm approach. |
S. LARUELLE, C.-A. LEHALLE, G. PAGÈS |
2011 |
| PMA-1480 |
Stochastic dominance with respect to a capacity and risk measures. |
M. GRIGOROVA |
2011 |
| PMA-1479 |
Stochastic orderings with respect to a capacity and an application to a financial optimization problem. |
M. GRIGOROVA |
2011 |
| PMA-1478 |
Finite size scaling of the dynamical free-energy in a kinetically constrained model. |
T. BODINEAU, V. LECOMTE, C. TONINELLI |
2011 |
| PMA-1477 |
Joint probability distributions and fluctuation theorems. |
R. GARCIA-GARCIA, V. LECOMTE, A.B. KOLTON, D. DOMINGUEZ |
2011 |
| PMA-1476 |
Disordered Elastic Systems and One-Dimensional Interfaces. |
E. AGORITSAS, V. LECOMTE, T. GIAMARCHI |
2011 |
| PMA-1475 |
Exceptionally small balls in stable trees. |
T. DUQUESNE, G. WANG |
2011 |
| PMA-1474 |
Past, growth and persistence of source-sink metapopulations. |
V. BANSAYE, A. LAMBERT |
2011 |
| PMA-1473 |
Testing over a continuum of null hypotheses. |
G. BLANCHARD, S. DELATTRE, E. ROQUAIN |
2011 |
| PMA-1472 |
Universal Gaussian fluctuations on the discrete Poisson chaos. |
G. PECCATI, C. ZHENG |
2011 |
| PMA-1471 |
A skew stochastic heat equation. |
S. BOUNEBACHE, L. ZAMBOTTI |
2011 |
| PMA-1470 |
Regularity of the entropy for random walks on hyperbolic groups. |
F. LEDRAPPIER |
2011 |
| PMA-1469 |
Splitting trees stopped when the first clock rings and Vervaat's transformation. |
A. LAMBERT, P. TRAPMAN |
2011 |
| PMA-1468 |
Loss-Based Risk Measures. |
R. CONT, R. DEGUEST, X.D. HE |
2011 |
| PMA-1467 |
On the functions counting walks with small steps in the quarter plane. |
I. KURKOVA, K. RASCHEL |
2011 |
| PMA-1466 |
Volume entropy rigidity of non-positively curved symmetric spaces. |
F. LEDRAPPIER |
2011 |
| PMA-1465 |
Conditional Laplace formula in regime switching model: Application to defaultable bond. |
S. GOUTTE, A. NGOUPEYOU |
2011 |
| PMA-1464 |
Time discretization and quantization methods for optimal multiple switching problem. |
P. GASSIAT, I. KHARROUBI, H. PHAM |
2011 |
| PMA-1463 |
Pricing and hedging defaultable claim. |
S. GOUTTE, A. NGOUPEYOU |
2011 |
| PMA-1462 |
On least favorable configurations for step-up-down tests. |
G. BLANCHARD, T. DICKHAUS, E. ROQUAIN, F. VILLERS |
2011 |
| PMA-1461 |
Splitting trees with neutral Poissonian mutations II: Largest and oldest families. |
N. CHAMPAGNAT, A. LAMBERT |
2011 |
| PMA-1460 |
Investment/consumption problem in illiquid markets with regimes switching. |
P. GASSIAT, F. GOZZI, H. PHAM |
2011 |
| PMA-1459 |
From flows of Lambda Fleming-Viot processes to lookdown processes via flows of partitions. |
C.B. LABBÉ |
2011 |
| PMA-1458 |
A Central Limit Theorem for a sequence of Brownian motions in the unit sphere in $\mathbb{R}^{n}$. |
S. VAKEROUDIS, M. YOR |
2011 |
| PMA-1457 |
Overlaps and pathwise localization in the Anderson polymer model. |
F. COMETS, M. CRANSTON |
2011 |
| PMA-1456 |
The hitting times with taboo for a random walk on an integer lattice. |
E. BULINSKAYA |
2011 |
| PMA-1455 |
On optimal investment for a behavioral investor in multiperiod incomplete market models. |
L. CARASSUS, M. RASONYI |
2011 |
| PMA-1454 |
On false discovery rate thresholding for classification under sparsity. |
P. NEUVIAL, E. ROQUAIN |
2011 |
| PMA-1453 |
Type I error rate control for testing many hypotheses: a survey with proofs. |
E. ROQUAIN |
2011 |
| PMA-1452 |
Simulating rare events in dynamical processes. |
C. GIARDINA, J. KURCHAN, V. LECOMTE, J. TAILLEUR |
2011 |
| PMA-1451 |
Optimal high frequency trading with limit and market orders. |
F. GUILBAUD, H. PHAM |
2011 |
| PMA-1450 |
Statistical methods of SNP data analysis with applications. |
A. BULINSKI, O. BUTKOVSKY, A. SHASHKIN, P. YASKOV |
2011 |
| PMA-1449 |
Lévy process conditioned by its height process. |
M. RICHARD |
2011 |
| PMA-1448 |
HJB equations for the optimal control of differential equations with delay in the control variable. |
S. FEDERICO, E. TACCONI |
2011 |
| PMA-1447 |
A fast nearest neighbor search algorithm based on vector quantization. |
S. CORLAY |
2011 |
| PMA-1446 |
Dynamic transition in an atomic glass former: a molecular dynamics evidence. |
E. PITARD, V. LECOMTE, F. VAN WIJLAND |
2011 |
| PMA-1445 |
Noise and topology in driven systems - an application to interface dynamics. |
S.E. BARNES, J.-P. ECKMANN, T. GIAMARCHI, V. LECOMTE |
2011 |
| PMA-1444 |
The branching Brownian motion seen from its tip. |
E. AÏD&EacuteKON, J. BERESTYCKI, E. BRUNET, Z. SHI |
2011 |
| PMA-1443 |
Functional limit theorems for Lévy processes satisfying Cramér's condition. |
M. BARCZY, J. BERTOIN |
2011 |
| PMA-1442 |
Random right eigenvalues of Gaussian quaternionic matrices. |
F. BENAYCH-GEORGES, F. CHAPON |
2011 |
| PMA-1441 |
On the Newman conjecture. |
A. BULINSKI |
2011 |
| PMA-1441 |
On the Newman conjecture. |
A. BULINSKI |
2011 |
| PMA-1440 |
Perturbations of diagonal matrices by band random matrices. |
F. BENAYCH-GEORGES, N. ENRIQUEZ |
2011 |
| PMA-1439 |
Eigenvectors of Wigner matrices: universality of global fluctuations. |
F. BENAYCH-GEORGES |
2011 |
| PMA-1438 |
HJB Equations for the Optimal Control of Differential Equations with Delays and State Constraints, II: Verification and Optimal Feedbacks. |
S. FEDERICO, B. GOLDYS, F. GOZZI |
2011 |
| PMA-1437 |
Optimal posting distance of limit orders: a stochastic algorithm approach. |
S. BOHN |
2011 |
| PMA-1436 |
Stochastic Calculus with respect to multifractional Brownian motion. |
J. LEBOVITS, J. LÉVY-VEHEL |
2011 |
| PMA-1435 |
OMP-type Algorithm with Structured Sparsity Patterns for Multipath Radar Signals. |
T. REBAFKA, C. LÉVY-LEDUC, M. CHARBIT |
2011 |
| PMA-1434 |
The precise tail behavior of the total progeny of a killed branching random walk. |
E. AIDEKON, Y. HU, O. ZINDY |
2011 |
| PMA-1433 |
Annealed and quenched fluctuations for ballistic random walks in random environment on Z. |
N. ENRIQUEZ, C. SABOT, L. TOURNIER, O. ZINDY |
2011 |
| PMA-1432 |
Large deviations for a random speed particle. |
R. LEFEVERE, M. MARIANI, L. ZAMBOTTI |
2011 |
| PMA-1431 |
A decomposition approach for the discrete-time approximation of FBSDEs with a jump I : the Lipschitz case. |
I. KHARROUBI, T. LIM |
2011 |
| PMA-1430 |
Langevin process reflected on a partially elastic boundary II. |
E. JACOB |
2011 |
| PMA-1429 |
The singular values and vectors of low rank perturbations of large rectangular random matrices. |
F. BENAYCH-GEORGES, R.R. NADAKUDITI |
2011 |
| PMA-1428 |
Bid-ask spread modelling, a perturbation approach. |
T. LIM, V. LY VATH, J.-M. SAHUT, S. SCOTTI |
2011 |
| PMA-1427 |
Convergence rate of the limit theorem of a Galton-Watson tree with neutral mutations. |
X. CHEN |
2011 |
| PMA-1426 |
Generalized Fleming-Viot processes with immigration via stochastic flows of partitions. |
C. FOUCART |
2011 |
| PMA-1425 |
Optimal Delaunay and Voronoi quantization schemes for pricing American style options. |
G. PAGÈS, B. WILBERTZ |
2011 |
| PMA-1424 |
Scaling limits via excursion theory: Interplay between Crump-Mode-Jagers branching processes and Processor-Sharing queues. |
A. LAMBERT, F. SIMATOS, B. ZWART |
2011 |
| PMA-1423 |
Optimal investment under multiple defaults risk: a BSDE-decomposition approach. |
Y. JIAO, I. KHARROUBI, H. PHAM |
2011 |
| PMA-1422 |
Adaptation to anisotropy and inhomogeneity via dyadic piecewise polynomial selection. |
N. AKAKPO |
2011 |
| PMA-1421 |
Inhomogeneous and Anisotropic Conditional Density Estimation from Dependent Data. |
N. AKAKPO, C. LACOUR |
2011 |
| PMA-1420 |
A characterisation of superposable random measures. |
P. MAILLARD |
2011 |
| PMA-1419 |
Bethe Ansatz for the Weakly Asymmetric Simple Exclusion Process and phase transition in the current distribution. |
D. SIMON |
2011 |
| PMA-1418 |
Partial functional quantization and generalized bridges. |
S. CORLAY |
2011 |
| PMA-1417 |
The area of a self-similar fragmentation. |
J. BERTOIN |
2011 |
| PMA-1416 |
Critical Ising Model and Cycle Rooted Spanning Forests: an explicit correspondence. |
B. DE TILIÈRE |
2011 |
| PMA-1415 |
Sparse single-index model. |
P. ALQUIER, G. BIAU |
2011 |
| PMA-1414 |
GPGPUs in computational finance: Massive parallel computing for American style options. |
G. PAGÈS, B. WILBERTZ |
2011 |
| PMA-1413 |
Progressive enlargement of filtrations and Backward SDEs with jumps. |
I. KHARROUBI, T. LIM |
2011 |
| PMA-1412 |
Randomized Urn Models revisited using Stochastic Approximation. |
S. LARUELLE, G. PAGÈS |
2011 |
| PMA-1411 |
The coalescent point process of branching trees and spine decompositions at the first survivor. |
A. LAMBERT, L. POPOVIC |
2011 |
| PMA-1410 |
A finite dimensional approximation for pricing moving average options. |
M. BERNHART, P. TANKOV, X. WARIN |
2011 |
| PMA-1409 |
On the splitting method for some complex-valued quasilinear equations. |
Z. BRZEZNIAK, A. MILLET |
2011 |
| PMA-1408 |
Asymptotic sampling formulae and particle system representations for $\Lambda$-coalescents. |
J. BERESTYCKI, N. BERESTYCKI, V. LIMIC |
2011 |
| PMA-1407 |
The mean first rotation time of a planar polymer. |
S. VAKEROUDIS, M. YOR, D. HOLCMAN |
2011 |
| PMA-1406 |
Swing Options Valuation: a BSDE with Constrained Jumps Approach. |
M. BERNHART, H. PHAM, P. TANKOV, X. WARIN |
2011 |
| PMA-1405 |
Price Dynamics in a Markovian Limit Order Book Market. |
R. CONT, A. DE LARRARD |
2011 |
| PMA-1404 |
Aging through hierarchical coalescence in the East model. |
A. FAGGIONATO, F. MARTINELLI, C. ROBERTO, C. TONINELLI |
2011 |
| tel-00712732 |
Contributions à l'étude de discrétisation des processus avec sauts, du risque de liquidité, et du risque de saut dans les marchés financiers |
Tankov Peter |
2010 |
| tel-00552025 |
Structures aléatoires de branchement et applications en génétique des populations |
Berestycki Julien |
2010 |
| tel-00550719 |
Processus de Langevin réfléchis au second ordre |
Jacob Emmanuel |
2010 |
| tel-00546846 |
Mathématiques financières en marché incomplet. |
Carassus Laurence |
2010 |
| tel-00546082 |
Processus de Dunkl, matrices aléatoires, et marches aléatoires sur des espaces non-commutatifs |
Chapon Francois |
2010 |
| tel-00545643 |
Agrégation d'estimateurs et méthodes à patch pour le débruitage d'images numériques |
Salmon Joseph |
2010 |
| tel-00544117 |
Marches aléatoires avec branchement et absorption |
Jaffuel Bruno |
2010 |
| tel-00539964 |
Chemins confinés dans un quadrant |
Raschel Kilian |
2010 |
| tel-00539962 |
Contribution à la modélisation et à la gestion dynamique du risque des marchés de l'énergie |
Frikha Noufel |
2010 |
| tel-00534716 |
Phénomènes d'accrochage et théorie des fluctuations. |
Sohier Julien |
2010 |
| tel-00533333 |
Discrétisation de processus stochastiques, estimées de densités et applications |
Menozzi Stephane |
2010 |
| tel-00521136 |
Sur la théorie des excursions pour des processus de Lévy symétriques stables d'indice α ϵ ]1,2] et quelques applications |
Cordero Fernando |
2010 |
| tel-00509898 |
Contribution to the study of local polynomial M-estimators |
Sabbah Camille |
2010 |
| tel-00499532 |
Stochastic control, default risk and liquidity risk |
Lim T. |
2010 |
| tel-00489557 |
Modèles de polymères dirigés en milieux aléatoires |
Moreno Flores Gregorio |
2010 |
| tel-00485020 |
Contribution à l'étude du processus empirique de copule |
Zari Tarek |
2010 |
| inserm-00668436 |
Factors associated with psychological and behavioral functioning in people with type 2 diabetes living in France. |
Boini Stephanie Erpelding Marie-Line Fagot-Campagna Anne Mesbah Mounir Chwalow Judith Penfornis Alfred Coliche Vincent Mollet Etienne Meadows Keith Briançon Serge |
2010 |
| inria-00514281 |
Correspondance équilibre hors-équilibre dans les modèles de transport unidimensionnels |
Lecomte Vivien |
2010 |
| inria-00510375 |
Correspondance équilibre hors-équilibre dans les modèles de transport unidimensionnels |
Lecomte Vivien |
2010 |
| inria-00510367 |
Pratique de l'heuristique de pente et le package CAPUSHE |
Baudry Jean-Patrick Maugis Cathy Michel Bertrand |
2010 |
| inria-00510340 |
Autour de la théorie des fluctuations pour des processus de Lévy stables d'indice supérieur à 1. |
Cordero Fernando |
2010 |
| inria-00510289 |
Déconvolution localisée sur la sphère |
Pham Ngoc Thanh Mai Kerkyacharian Gerard Picard Dominique |
2010 |
| inria-00510287 |
PAC-Bayesian approach for kernel methods |
Salmon Joseph Le Pennec Erwan |
2010 |
| inria-00510285 |
Sparsity oracle inequalities for mirror avaraging aggregate |
Dalalyan Arnak S. Tsybakov Alexandre |
2010 |
| inria-00510205 |
Sélection et aggrégation de modèles pour la prédiction de séries temporelles faiblement dépendantes |
Alquier Pierre Wintenberger Olivier |
2010 |
| inria-00510194 |
Produit de valeurs d'une courbe de Harnack sur un tore et asymptotiques de fonctions de partition de dimères |
Boutillier Cédric |
2010 |
| inria-00509824 |
Convergence et fluctuations des valeurs propres extrémales des matrices de Wigner déformées |
Donati-Martin Catherine Capitaine Mireille Féral Delphine |
2010 |
| inria-00496685 |
Lois à priori parcimonieuses et estimation en grande dimension |
Alquier Pierre |
2010 |
| inria-00494853 |
Sur les estimateurs du maximum du vraisemblance dans les modèles multiplicatifs de Poisson et binomiale négatif |
Gning Lucien Diégane Pierre Loti Viaud Daniel |
2010 |
| inria-00494839 |
Modélisation et prévision des prix du CPC |
Blanke Delphine Bosq Denis |
2010 |
| inria-00494807 |
Inférence statistique dans des modèles de moments conditionnels en présence de censure |
Lavergne Pascal Lopez Olivier Patilea Valentin |
2010 |
| inria-00494806 |
Détection de rupture dans un modèle exponentiel |
Lopez Olivier Spokoiny Vladimir |
2010 |
| inria-00494782 |
Une méthode de folding pour des extrêmes multivariés avec application à l'estimation de la mesure de probabilité spectrale |
Guillou Armelle Naveau Philippe You Alexandre |
2010 |
| inria-00494750 |
Inégalités d'oracle exactes pour la prédiction d'une matrice en grande dimension |
Gaiffas Stéphane Lecué Guillaume Tsybakov Alexandre |
2010 |
| inria-00494718 |
Stratification Directionnelle adaptative |
Munoz Zuniga Miguel Garnier Josselin Remy Emmanuel de Rocquigny Etienne |
2010 |
| inria-00494717 |
Courbes Principales et Sélection de Modèle |
Fischer Aurélie |
2010 |
| inria-00494672 |
Sur l'estimation du support d'une densité |
Biau Gérard Cadre Benoît Pelletier Bruno |
2010 |
| inria-00494672 |
Sur l'estimation du support d'une densité |
Biau Gérard Cadre Benoît Pelletier Bruno |
2010 |
| inria-00469603 |
On the Holonomy or Algebraicity of Generating Functions Counting Lattice Walks in the Quarter-Plane |
Fayolle Guy Raschel Kilian |
2010 |
| hal-02959117 |
A rich TILLING resource for studying gene function in Brassica rapa |
Stephenson Pauline Baker David Girin Thomas Perez Amandine Amoah Stephen King Graham Ostergaard Lars |
2010 |
| hal-02661206 |
Estimation of plant demographic parameters from stage-structured censuses |
David Olivier Garnier Aurélie Laredo Catherine Lecomte Jane |
2010 |
| hal-02512610 |
Histogram selection for possibly censored data |
Akakpo N. Durot Cécile |
2010 |
| hal-02107294 |
Overlaying Classifiers: A Practical Approach to Optimal Scoring |
Clémençon Stéphan Vayatis Nicolas |
2010 |
| hal-01802928 |
Calcul algébrique efficace de résolvantes relatives |
Aubry Philippe Valibouze Annick |
2010 |
| hal-01764359 |
A semiparametric test of independence in copula models for censored data |
Bouzebda Salim Keziou Amor |
2010 |
| hal-01764356 |
Uniform in bandwidth consistency of the kernel-type estimator of the Shannon's entropy |
Bouzebda Salim Elhattab Issam |
2010 |
| hal-01426326 |
On the Critical Point of the Random Walk Pinning Model in Dimension d=3 |
Berger Quentin Toninelli Fabio |
2010 |
| hal-01286692 |
Nouveau critère de séparation aveugle de sources cyclostationnaires au second ordre |
Ould Mohamed Mohamed Salem Keziou Amor Fenniri Hassan Delaunay Georges |
2010 |
| hal-01198468 |
PB-PENTAdb : a web resource for the analysis and prediction of local backbone structure and flexibility using pentapeptide protein blocks |
Offmann Bernard Tyagi M. Joseph A. Drula M. Grondin M. Frumence E. Vaitinadapoule Aurore Cadet Frédéric Srinivasan Narayanaswamy de Brevern Alexandre |
2010 |
| hal-01017947 |
Pathwise uniqueness and continuous dependence for SDEs with nonregular drift |
Fedrizzi E. Flandoli F. |
2010 |
| hal-00944107 |
An aggregated point of view on NL-Means |
Le Pennec Erwan Salmon Joseph |
2010 |
| hal-00911993 |
On the rate of convergence of the functional k-nearest neighbor estimates |
Biau Gérard Cérou Frédéric Guyader Arnaud |
2010 |
| hal-00911993 |
On the rate of convergence of the functional k-nearest neighbor estimates |
Biau Gérard Cérou Frédéric Guyader Arnaud |
2010 |
| hal-00911992 |
On the rate of convergence of the bagged nearest neighbor estimate |
Biau Gérard Cérou Frédéric Guyader Arnaud |
2010 |
| hal-00911992 |
On the rate of convergence of the bagged nearest neighbor estimate |
Biau Gérard Cérou Frédéric Guyader Arnaud |
2010 |
| hal-00853950 |
Noisy Independent Factor Analysis Model for Density Estimation and Classification |
Amato Umberto Antoniadis Anestis Samarov Alexander Tsybakov Alexandre |
2010 |
| hal-00848922 |
Influence of anode roughness and buffer layer nature on organic solar cells performance |
Dahou Fz Cattin Linda Garnier Josselin Ouerfelli J. Morsli M. Louarn G. Bouteville A. Khellil A. Bernede Jc |
2010 |
| hal-00801537 |
Change of variable formulas for non-anticipative functional on path space |
Cont Rama Fournié David-Antoine |
2010 |
| hal-00795479 |
Statistical estimation for reflected skew processes |
Bardou Olivier Martinez Miguel |
2010 |
| hal-00778063 |
On the splitting method for some complex-valued quasilinear evolution equation |
Brzezniak Z. Millet A. |
2010 |
| hal-00717355 |
Cycles of free words in several independent random permutations with restricted cycle lengths |
Benaych-Georges F. |
2010 |
| hal-00708204 |
Minimax comparison for tail indices |
Mougeot M. Tribouley K. |
2010 |
| hal-00707862 |
Optimal Delaunay et Voronoi quantization methods for pricing American options |
Pagès G. Wilbertz B. |
2010 |
| hal-00707740 |
Paul Malliavin (1925-2010) et son calcul (1976-. . . ) |
Yor M. |
2010 |
| hal-00707737 |
Some aspects of K. Itô's works |
Yor M. |
2010 |
| hal-00707736 |
A tribute to Professor Kiyosi Itô |
Yor M. Vares M.E. Mikosch T. |
2010 |
| hal-00707427 |
An application of renewal theorems to exponential moments of local times |
Döring L. Savov M. |
2010 |
| hal-00707231 |
The weak Stratonovich integral with respect to fractional Brownian motion with Hurst parameter 1/6 |
Nourdin I. Réveillac A. Swanson J. |
2010 |
| hal-00707227 |
Universal Gaussian fluctuations of non-Hermitian matrix ensembles: from weak convergence to almost sure CLTs |
Nourdin I. Peccati G. |
2010 |
| hal-00707225 |
Stein's method and stochastic analysis of Rademacher functionals |
Nourdin I. Peccati G. Reinert G. |
2010 |
| hal-00707219 |
Weak convergence for the minimal position in a branching random walk: a simple proof |
Shi Z. Aïdekon E. |
2010 |
| hal-00707218 |
The speed of evolution in large asexual populations |
Simon D. Park S.-C. Krug J. |
2010 |
| hal-00707215 |
Multi-dimensional Gaussian fluctuations on the Poisson space |
Zheng C. Peccati G. |
2010 |
| hal-00707213 |
Modularity-driven clustering of dynamic graphs |
Maillard Philippe Görke R. Staudt C. Wagner D. |
2010 |
| hal-00705302 |
New bounds for the free energy of directed polymer in dimension 1+1 and 1+2 |
Lacoin H. |
2010 |
| hal-00704773 |
Credit default swaps and financial stability |
Cont R. |
2010 |
| hal-00704771 |
Default Intensities implied by CDO Spreads: Inversion Formula and Model Calibration. |
Cont R. Deguest R. Kan Y.H. |
2010 |
| hal-00704768 |
Social distance, heterogeneity and social interactions |
Cont R. Loewe M. |
2010 |
| hal-00704710 |
Optimal portfolio liquidation with execution cost and risk |
Kharroubi I. Pham H. |
2010 |
| hal-00704706 |
Swing options valuation: a BSDE with constrained jumps approach |
Bernhart M. Pham H. Tankov P. Warin X. |
2010 |
| hal-00704352 |
Statistical estimation for reflected skew processes |
Bardou O. Martinez M. |
2010 |
| hal-00685964 |
On the almost sure invariance principle for stationary sequences of Hilbert-valued random variables |
Dedecker Jerome Merlevède Florence |
2010 |
| hal-00685936 |
An empirical central limit theorem for intermittent maps |
Dedecker Jerome |
2010 |
| hal-00680999 |
Macroscopic fluctuation theory of aerogel dynamics |
Lefevere R. Mariani M. Zambotti L. |
2010 |
| hal-00662138 |
TNOs are Cool": A survey of the trans-Neptunian region I. Results from the Herschel Science Demonstration Phase (SDP) |
Mueller T. G. Lellouch E. Stansberry J. Kiss C. Santos-Sanz P. Vilenius E. Protopapa S. Moreno R. Mueller M. Delsanti A. Duffard R. Fornasier S. Groussin O. Harris A. W. Henry F. Horner J. Lacerda P. Lim T. Mommert M. Ortiz J. L. Rengel M. Thirouin A. Tri ... |
2010 |
| hal-00662137 |
TNOs are cool": A survey of the trans-neptunian region. II. The thermal lightcurve of (136108) Haumea |
Lellouch E. Kiss C. Santos-Sanz P. Müller T. G. Fornasier S. Groussin O. Lacerda P. Ortiz J. L. Thirouin A. Delsanti A. Duffard R. Harris A. W. Henry F. Lim T. Moreno R. Mommert M. Mueller M. Protopapa S. Stansberry J. Trilling D. Vilenius E. Barucci A. C ... |
2010 |
| hal-00660346 |
Time reversal in attenuating acoustic media |
Garnier Josselin Ammari H. Bretin E. Wahab A. |
2010 |
| hal-00660342 |
Use of random matrix theory for target detection, localization, and reconstruction |
Garnier Josselin |
2010 |
| hal-00659599 |
Two-dimensional Markovian holonomy fields |
Lévy T. |
2010 |
| hal-00659596 |
Central limit theorem for the heat kernel measure on the unitary group |
Lévy T. Maïda M. |
2010 |
| hal-00657756 |
Looking for martingales associated to a self-decomposable law |
Yor M. Hirsch F. |
2010 |
| hal-00657755 |
Applying Itô's motto: "look at the infinite dimensional picture'' by constructing sheets to obtain processes increasing in the convex order |
Yor M. Hirsch F. Roynette B. |
2010 |
| hal-00657751 |
Unifying constructions of martingales associated with processes increasing in the convex order, via Lévy and Sato sheets |
Yor M. Hirsch F. Roynette B. |
2010 |
| hal-00655592 |
Représentation des données Praomys à l'aide de cartes auto-organisées |
Olteanu Madalina Nicolas Violaine Schaeffer Brigitte Laredo Catherine |
2010 |
| hal-00644774 |
Estimation of plant demographic parameters from stage-structured censuses |
Larédo C. David O. Garnier Aline Lecomte J. |
2010 |
| hal-00644351 |
Coexistence in a two-dimensional Lotka-Volterra model |
Merle M. Cox T. Perkins E. |
2010 |
| hal-00634404 |
Maxisets for model selection |
Autin Florent Le Pennec Erwan Loubes Jean-Michel Rivoirard Vincent |
2010 |
| hal-00631625 |
Borel, Fréchet, Darmois La découverte des statistiques par les probabilistes français. |
Mazliak Laurent |
2010 |
| hal-00610177 |
Local limit theorems for Brownian additive functionals and penalisation of Brownian paths, IX |
Roynette Bernard Yor Marc |
2010 |
| hal-00610171 |
Asymptotically optimal quantization schemes for Gaussian processes on Hilbert spaces. |
Pagès G. Luschgy H. Wilbertz B. |
2010 |
| hal-00610170 |
When are swing options bang-bang? |
Pagès G. Bardou O. Bouthemy S. |
2010 |
| hal-00610167 |
How to speed up the quantization tree algorithm with an application to swing options |
Bronstein A.L. Pagès G. Wilbertz B. |
2010 |
| hal-00609941 |
Unifying approach for fluctuation theorems from joint probability distributions |
Lecomte V. Garcia-Garcia R. Dominguez D. Kolton A.B. |
2010 |
| hal-00606825 |
Quelques aspects fractals des fragmentations aléatoires |
Berestycki J. Bertoin J. Haas B. Miermont G. |
2010 |
| hal-00602882 |
Computing the Lagrange resolvent by effectiveness of Galois Theorem |
Abdeljaoued Ines Bouazizi Faiçal Valibouze Annick |
2010 |
| hal-00573018 |
Goodness-of-fit Tests For Elliptical And Independent Copulas Through Projection Pursuit |
Touboul Jacques |
2010 |
| hal-00566482 |
On some non asymptotic bounds for the Euler scheme |
Lemaire V. Menozzi S. |
2010 |
| hal-00563742 |
Eigenvectors of open XXZ and ASEP models for a class of non-diagonal boundary conditions |
Simon D. Crampé N. Ragoucy E. |
2010 |
| hal-00563734 |
Asymmetric simple exclusion process on a ring conditioned on enhanced flux |
Simon D. Popkov V. Schütz G. |
2010 |
| hal-00559843 |
Linear drift and entropy for regular covers |
Ledrappier F. |
2010 |
| hal-00559840 |
An integral formula for the entropy with an application to rigidity |
Ledrappier F. Wang X. |
2010 |
| hal-00559821 |
A two-time-scale phenomenon for a fragmentation-coagulation process |
Bertoin J. |
2010 |
| hal-00559811 |
On the layered nearest neighbour estimate, the bagged nearest neighbour estimate and the random forest method in regression and classification |
Biau Gérard Devroye L. |
2010 |
| hal-00559803 |
Knudsen gas in a finite random tube: transport diffusion and first passage properties |
Comets F. Popov S. Schütz G.M. Vachkovskaia M. |
2010 |
| hal-00559782 |
Spatial Clustering of Array CGH Features in Combination with Hierarchical Multiple Testing |
Roquain E. Kim K.I. van de Wiel M.A. |
2010 |
| hal-00559706 |
An algorithm for iterative selection of blocks of features |
Alquier P. |
2010 |
| hal-00559676 |
On the holonomy or algebraicity of generating functions counting lattice walks in the quarter-plane |
Raschel K. Fayolle G. |
2010 |
| hal-00559448 |
Explicit parametrix and local limit theorems for some degenerate diffusion processes |
Menozzi S. Konakov V. Molchanov S. |
2010 |
| hal-00557920 |
The weak coupling limit of disordered copolymer models |
Giacomin G. Caravenna F. |
2010 |
| hal-00555721 |
Asymptotic regimes for the partition into colonies of a branching process with emigration |
Bertoin J. |
2010 |
| hal-00555398 |
Fluid limit theorems for stochastic hybrid systems with application to neuron models |
Thieullen M. Pakdaman K. Wainrib G. |
2010 |
| hal-00555392 |
Limit theorems for nonlinear functionals of Volterra processes via white noise analysis |
Nourdin I. Darses S. Nualart D. |
2010 |
| hal-00555063 |
On the splitting method for some complex-valued quasilinear evolution equations |
Brzezniak Zdzislaw Millet Annie |
2010 |
| hal-00554216 |
A finite dimensional approximation for pricing moving average options |
Bernhart Marie Tankov Peter Warin Xavier |
2010 |
| hal-00549869 |
Convergence of distributed asynchronous learning vector quantization algorithms |
Patra Benoît |
2010 |
| hal-00549769 |
Voting for bugs in Firefox: a voice for Mom and Dad? |
Dalle Jean-Michel Den-Besten Matthijs |
2010 |
| hal-00547776 |
CVaR hedging using quantization based stochastic approximation algorithm |
Bardou Olivier Frikha Noufel Pagès Gilles |
2010 |
| hal-00546224 |
Statistical mechanics on isoradial graphs |
Boutillier Cédric de Tilière Béatrice |
2010 |
| hal-00545815 |
The component sizes of a critical random graph with pre-described degree sequence |
Joseph Adrien |
2010 |
| hal-00545746 |
Social distance, heterogeneity and social interactions. |
Cont Rama Loewe Matthias |
2010 |
| hal-00545745 |
The Price Impact of Order Book Events |
Cont Rama Kukanov Arseniy Stoikov Sasha |
2010 |
| hal-00545744 |
Default Intensities implied by CDO Spreads: Inversion Formula and Model Calibration |
Cont Rama Deguest Romain Kan Yu Hang |
2010 |
| hal-00545742 |
Credit default swaps and financial stability |
Cont Rama |
2010 |
| hal-00543709 |
Stable fluctuations for ballistic random walks in random environment on Z |
Enriquez Nathanaël Sabot Christophe Tournier Laurent Zindy Olivier |
2010 |
| hal-00539604 |
Squared Bessel Processes |
Yor M. |
2010 |
| hal-00539600 |
Partial Differential Equations |
Pham H. |
2010 |
| hal-00539599 |
Local Times |
Eisenbaum N. |
2010 |
| hal-00539598 |
Itô's formula |
Eisenbaum N. |
2010 |
| hal-00539597 |
Stylized Properties of Asset Returns |
Cont R. |
2010 |
| hal-00539596 |
Model Calibration |
Cont R. |
2010 |
| hal-00539593 |
Mandelbrot, Benoit |
Cont R. |
2010 |
| hal-00539590 |
Credit Default Swaps |
Cont R. |
2010 |
| hal-00536344 |
The speed of evolution in large asexual populations |
Park Su-Chan Simon Damien Krug Joachim |
2010 |
| hal-00536337 |
Asymmetric simple exclusion process on a ring conditioned on enhanced flux |
Popkov Vladislav Schütz Gunter M. Simon Damien |
2010 |
| hal-00534386 |
Fires on trees |
Bertoin Jean |
2010 |
| hal-00533272 |
Sparse recovery under matrix uncertainty |
Tsybakov A.B. Rosenbaum M. |
2010 |
| hal-00531700 |
Diffusion approximation of birth-death processes: comparison in terms of large deviations and exit points |
Thieullen M. Pakdaman K. Wainrib G. |
2010 |
| hal-00531295 |
Volterra's Prolusione as a source for Borel's interest in probability |
Durand Antonin Mazliak Laurent |
2010 |
| hal-00530581 |
Nonparametric regression with martingale increment errors |
Delattre Sylvain Gaïffas Stéphane |
2010 |
| hal-00530581 |
Nonparametric regression with martingale increment errors |
Delattre Sylvain Gaïffas Stéphane |
2010 |
| hal-00528974 |
Sur la densité invariante d'un opérateur de Perron Frobenius : II -approximation |
Cirier Guy |
2010 |
| hal-00528816 |
Packing and Hausdorff measures of stable trees |
Duquesne T. |
2010 |
| hal-00527869 |
THE EXACT PACKING MEASURE OF LEVY TREES |
Duquesne Thomas |
2010 |
| hal-00527315 |
Affine Dunkl processes |
Chapon Francois |
2010 |
| hal-00526255 |
NGC 6334-NGC 6357 complex (Russeil+, 2010) |
Russeil D. Zavagno A. Motte F. Schneider N. Bontemps Sylvain Walsh A. J. |
2010 |
| hal-00525800 |
A structural risk-neutral model for pricing and hedging power derivatives |
Aïd René Campi Luciano Langrené Nicolas |
2010 |
| hal-00523525 |
Invariance principles for homogeneous sums: universality of Gaussian Wiener chaos |
Nourdin I. Peccati G. Reinert G. |
2010 |
| hal-00523495 |
Herschel-SPIRE spectroscopy of G29.96-0.02: fitting the full SED |
Kirk J. M. Polehampton E. Anderson L. D. Baluteau J. -P. Bontemps Sylvain Joblin C. Jones S. C. Naylor D. A. Ward-Thompson D. White G. J. Abergel A. Ade P. Andre P. Arab H. Bernard J. -P. Blagrave K. Boulanger F. Cohen M. Compiegne M. Cox P. Dartois E. Da ... |
2010 |
| hal-00523456 |
Evolution of interstellar dust with Herschel. First results in the photodissociation regions of NGC 7023 |
Abergel A. Arab H. Compiègne M. Kirk J. M. Ade P. Anderson L. D. André P. Baluteau J.-P. Bernard J.-P. Blagrave K. Bontemps Sylvain Boulanger F. Cohen M. Cox P. Dartois E. Davis G. Emery R. Fulton T. Gry C. Habart E. Huang M. Joblin C. Jones S. C. Lagache ... |
2010 |
| hal-00523445 |
The physical properties of the dust in the RCW 120 HII region as seen by Herschel |
Anderson L. D. Zavagno A. Rodon J. A. Russeil D. Abergel A. Ade P. Andre P. Arab H. Baluteau J. -P. Bernard J. -P. Blagrave K. Boulanger F. Cohen M. Compiegne M. Cox P. Dartois E. Davis G. Emery R. Fulton T. Gry C. Habart E. Huang M. Joblin C. Jones S. C. ... |
2010 |
| hal-00523050 |
Herschel-SPIRE observations of the Polaris flare : structure of the diffuse interstellar medium at the sub-parsec scale |
Miville-Deschênes M. -A. Martin P. G. Abergel A. Bernard J. -P. Boulanger F. Lagache Guilaine Anderson L. D. André P. Arab H. Baluteau J. -P. Blagrave K. Bontemps Sylvain Cohen M. Compiegne M. Cox P. Dartois E. Davis G. Emery R. Fulton T. Gry C. Habart E. ... |
2010 |
| hal-00523032 |
Herschel-SPIRE spectroscopy of the DR21 molecular cloud core |
White Glenn J. Abergel A. Spencer L. Schneider N. Naylor D. A. Anderson L. D. Joblin C. Ade P. André P. Arab H. Baluteau J. -P. Bernard J. -P. Blagrave K. Bontemps Sylvain Boulanger F. Cohen M. Compiegne M. Cox P. Dartois E. Davis G. Emery R. Fulton T. Go ... |
2010 |
| hal-00523010 |
SPIRE spectroscopy of the prototypical Orion Bar photodissociation region |
Habart E. Dartois E. Abergel A. Baluteau J.-P. Naylor D. Polehampton E. Joblin C. Ade P. Anderson L. D. André P. Arab H. Bernard J.-P. Blagrave K. Bontemps Sylvain Boulanger F. Cohen M. Compiegne M. Cox P. Davis G. Emery R. Fulton T. Gry C. Huang M. Jones ... |
2010 |
| hal-00522987 |
First detection of the methylidyne cation (CH+) fundamental rotational line with the Herschel/SPIRE FTS |
Naylor D. A. Dartois E. Habart E. Abergel A. Baluteau J.-P. Jones S. C. Polehampton E. Ade P. Anderson L. D. André P. Arab H. Bernard J.-P. Blagrave K. Bontemps Sylvain Boulanger F. Cohen M. Compiègne M. Cox P. Davis G. Emery R. Fulton T. Gry C. Huang M. ... |
2010 |
| hal-00522882 |
Première approche de la densité d'un opérateur de Perron Frobenius. I. formule de la densité invariante |
Cirier Guy |
2010 |
| hal-00521672 |
Intrinsic variability of latency to first-spike. |
Wainrib Gilles Thieullen Michèle Pakdaman Khashayar |
2010 |
| hal-00521426 |
Analyticity of the entropy for some random walks |
Ledrappier Francois |
2010 |
| hal-00520424 |
Eigenvectors of open XXZ and ASEP models for a class of non-diagonal boundary conditions |
Crampé Nicolas Ragoucy Eric Simon Damien |
2010 |
| hal-00520234 |
Large deviations for renewal processes |
Lefevere Raphael Mariani Mauro Zambotti Lorenzo |
2010 |
| hal-00519722 |
Radon transform on spheres and generalized Bessel function associated with dihedral groups |
Demni Nizar |
2010 |
| hal-00518352 |
Partial Match Queries in Two-Dimensional Quadtrees: a Probabilistic Approach |
Curien Nicolas Joseph Adrien |
2010 |
| hal-00518149 |
Excursions of the integral of the Brownian motion |
Jacob E. |
2010 |
| hal-00518147 |
On a surprising relation between the Marchenko-Pastur law, rectangular and square free convolutions |
Benaych-Georges F. |
2010 |
| hal-00518134 |
Stochastic control under progressive enlargement of filtrations and applications to multiple defaults risk management |
Pham H. |
2010 |
| hal-00518131 |
Almost sure central limit theorems on the Wiener space |
Nourdin I. Bercu B. Taqqu M.S. |
2010 |
| hal-00517338 |
Long runs under point conditioning. The real case. |
Broniatowski Michel Caron Virgile |
2010 |
| hal-00516259 |
Detection boundary in sparse regression |
Ingster Yuri Tsybakov Alexandre Verzelen Nicolas |
2010 |
| hal-00515925 |
On the maximal offspring in a critical branching process with infinite variance |
Bertoin Jean |
2010 |
| hal-00515488 |
The Nyström method for functional quantization with an application to the fractional Brownian motion |
Corlay Sylvain |
2010 |
| hal-00514958 |
Quantum random walks and minors of Hermitian Brownian motion |
Chapon Francois Defosseux Manon |
2010 |
| hal-00514779 |
Survival of near-critical branching Brownian motion |
Berestycki Julien Berestycki Nathanaël Schweinsberg Jason |
2010 |
| hal-00514558 |
Ballistic regime for random walks in random environment with unbounded jumps and Knudsen billiards |
Comets Francis Popov Serguei |
2010 |
| hal-00514384 |
Species abundance distributions in neutral models with immigration or mutation and general lifetimes |
Lambert Amaury |
2010 |
| hal-00514124 |
SPADES and mixture models |
Tsybakov A.B. Bunea F. Wegkamp M.H. Barbu A. |
2010 |
| hal-00514122 |
Optimal switching over multiple regimes |
Pham H. Ly Vath V. Yu Zhou X. |
2010 |
| hal-00512830 |
Diffusion approximation of birth-death processes: Comparison in terms of large deviations and exit points |
Pakdaman Khashayar Thieullen Michèle Wainrib Gilles |
2010 |
| hal-00512522 |
Temperature-induced crossovers in the static roughness of a one-dimensional interface |
Agoritsas Elisabeth Lecomte Vivien Giamarchi Thierry |
2010 |
| hal-00512241 |
Sharp oracle inequalities for the prediction of a high-dimensional matrix |
Gaïffas Stéphane Lecué Guillaume |
2010 |
| hal-00511665 |
Super-replication price for asset prices having bounded increments in discrete time |
Carassus Laurence Vargiolu Tiziano |
2010 |
| hal-00510503 |
Extreme events in optics: Challenges of the MANUREVA project |
Dudley John M. Finot Christophe Millot Guy Garnier Josselin Genty Goëry Agafontsev Dmitry Dias Frédéric |
2010 |
| hal-00509610 |
PROJECTION PURSUIT THROUGH RELATIVE ENTROPY MINIMISATION |
Touboul Jacques |
2010 |
| hal-00508535 |
Random Young diagrams in a Rectangular Box |
Beltoft Dan Boutillier Cédric Enriquez Nathanaël |
2010 |
| hal-00507780 |
The exact packing measure of Lévy trees |
Duquesne Thomas |
2010 |
| hal-00505999 |
On hitting times of the winding processes of planar Brownian motion and of Ornstein-Uhlenbeck processes, via Bougerol's identity. |
Vakeroudis Stavros |
2010 |
| hal-00505497 |
Fluctuations of the extreme eigenvalues of finite rank deformations of random matrices |
Benaych-Georges Florent Guionnet Alice Maïda Mylène |
2010 |
| hal-00505184 |
On the scaling property in fluctuation theory for stable Lévy processes |
Cordero Fernando |
2010 |
| hal-00504909 |
Macroscopic fluctuations theory of aerogel dynamics |
Lefevere Raphael Mariani Mauro Zambotti Lorenzo |
2010 |
| hal-00504908 |
Large deviations of the current in stochastic collisional dynamics |
Lefevere Raphael Mariani Mauro Zambotti Lorenzo |
2010 |
| hal-00503093 |
Hierarchical pinning model with site disorder : disorder is marginally relevant |
Lacoin H. |
2010 |
| hal-00502971 |
Quenched invariance principle for the Knudsen stochastic billiard in a random tube |
Comets F. Popov S. Schütz G.M. Vachkovskaia M. |
2010 |
| hal-00501509 |
Oracle Inequalities and Optimal Inference under Group Sparsity |
Lounici Karim Tsybakov Alexandre Pontil Massimiliano van de Geer Sara |
2010 |
| hal-00499452 |
Minimax comparison for tail indices |
Mougeot M. Tribouley K. |
2010 |
| hal-00499313 |
Backward Stochastic Differential Equations |
Quenez M.-C. |
2010 |
| hal-00499284 |
Unifying approach for fluctuation theorems from joint probability distributions |
Garcia-Garcia Reinaldo Dominguez Daniel Lecomte Vivien Kolton Alejandro B. |
2010 |
| hal-00498598 |
Galoiseries |
Valibouze Annick |
2010 |
| hal-00498479 |
Pricing and Hedging Basis Risk under No Good Deal Assumption |
Carassus Laurence Temam Emmanuel |
2010 |
| hal-00498356 |
Fractional precursors in random media |
Garnier Josselin Solna K. |
2010 |
| hal-00498354 |
Effective fractional acoustic wave equations in random multiscale media |
Garnier Josselin Solna K. |
2010 |
| hal-00498352 |
Resolution analysis for imaging with noise |
Garnier Josselin Papanicolaou G. |
2010 |
| hal-00498351 |
A universal filter for enhanced imaging with small arrays |
Garnier Josselin Borcea L. Callaghan T. Papanicolaou G. |
2010 |
| hal-00498346 |
Unified kinetic formulation of incoherent waves propagating in nonlinear media with noninstantaneous response |
Garnier Josselin Picozzi Antonio |
2010 |
| hal-00498268 |
Solving BSDE with adaptive control variate |
Labart C. Gobet E. |
2010 |
| hal-00497676 |
Green functions and Martin compactification for killed random walks related to SU(3) |
Raschel K. |
2010 |
| hal-00497670 |
Change of variable formulas for non-anticipative functional on path space |
Cont R. Fournié D. |
2010 |
| hal-00497668 |
Robustness and sensitivity analysis of risk measurement procedures |
Cont R. Deguest R. Scandolo G. |
2010 |
| hal-00497666 |
A stochastic model for order book dynamics |
Cont R. Stoikov S. Talreja R. |
2010 |
| hal-00497665 |
Encyclopedia of Quantitative Finance |
Cont R. |
2010 |
| hal-00497652 |
Quantization methods |
Pagès G. |
2010 |
| hal-00497573 |
Cumulants on the Wiener space |
Nourdin I. Peccati G. |
2010 |
| hal-00497571 |
Stein's method meets Malliavin calculus: a short survey with new estimates |
Nourdin I. Peccati G. |
2010 |
| hal-00497551 |
Unconstrained recursive importance sampling |
Lemaire V. Pagès G. |
2010 |
| hal-00497541 |
Dynamical aspects of mean field plane rotators and the Kuramoto model |
Giacomin G. Bertini L. Pakdaman K. |
2010 |
| hal-00497528 |
Stochastic 2D hydrodynamical type systems: Well posedeness and large deviations |
Millet A. Chushov I. |
2010 |
| hal-00497199 |
Rates of convergence of the functional $k$-nearest neighbor estimate |
Biau Gérard Cérou F. Guyader A. |
2010 |
| hal-00497197 |
Nonparametric sequential prediction of time series |
Biau Gérard Bleakley K. Györfi L. Ottucsak G. |
2010 |
| hal-00497194 |
On the rate of convergence of the bagged nearest neighbor estimate |
Biau Gérard Cérou F. Guyader A. |
2010 |
| hal-00497180 |
Mathématiques et statistique pour les sciences de la nature - Modéliser, comprendre et appliquer |
Biau Gérard Droniou J. Herzlich M. |
2010 |
| hal-00497180 |
Mathématiques et statistique pour les sciences de la nature - Modéliser, comprendre et appliquer |
Biau Gérard Droniou J. Herzlich M. |
2010 |
| hal-00497154 |
Hot scatterers and tracers for the transfer of heat in collisional dynamics |
Lefevere R. Zambotti L. |
2010 |
| hal-00497134 |
On the false discovery proportion convergence under Gaussian equi-correlation |
Delattre Sylvain Roquain Etienne |
2010 |
| hal-00497046 |
Maxisets for model selection estimators |
Le Pennec E. Autin F. Loubes Jean-Michel Rivoirard Vincent |
2010 |
| hal-00497044 |
Inversion of noisy Radon transform by SVD based needlets |
Kerkyacharian G. Kyriasis G. Le Pennec E. Petrushev P. Picard D. |
2010 |
| hal-00497032 |
Volume entropy of hyperbolic buildings |
Ledrappier F. Lim S. |
2010 |
| hal-00497022 |
A system of grabbing particles related to Galton-Watson trees |
Bertoin J. Sidoravicius V. Vares M.E. |
2010 |
| hal-00497015 |
Facilitated oriented spin models: some non equilibrium results |
Toninelli C. Cancrini N. Martinelli F. Schonman R. |
2010 |
| hal-00497013 |
Bootstrap percolation and kinetically constrained models on hyperbolic lattices |
Toninelli C. Sausset F. Biroli G. Tarjus G. |
2010 |
| hal-00497009 |
Kinetically constrained lattice gases |
Toninelli C. Cancrini N. Martinelli F. Roberto C. |
2010 |
| hal-00496001 |
The earliest phases of high-mass star formation: the NGC 6334-NGC 6357 complex |
Russeil D. Zavagno A. Motte F. Schneider N. Bontemps Sylvain Walsh A. J. |
2010 |
| hal-00494462 |
The critical Z-invariant Ising model via dimers: the periodic case |
Boutillier C. de Tilière B. |
2010 |
| hal-00494458 |
What happens after a default : The conditional density approach |
El Karoui Nicole Jeanblanc M. Jiao Y. |
2010 |
| hal-00494240 |
Statistical analysis of k-nearest neighbor collaborative recommendation |
Biau Gérard Cadre Benoît Rouvière L. |
2010 |
| hal-00493981 |
The weak Stratonovich integral with respect to fractional Brownian motion with Hurst parameter 1/6 |
Nourdin Ivan Réveillac Anthony Swanson Jason |
2010 |
| hal-00493573 |
Parallel computation of Lagrange resolvents by multi-resolvents |
Aubry Philippe Valibouze Annick |
2010 |
| hal-00489069 |
Numerical methods for an optimal order execution problem |
Guilbaud Fabien Mnif Mohamed Pham Huyen |
2010 |
| hal-00487275 |
Distinguished exchangeable coalescents and generalized Fleming-Viot processes with immigration |
Foucart Clément |
2010 |
| hal-00485352 |
A matrix interpolation between classical and free max operations. I. The univariate case |
Benaych-Georges F. Cabanal-Duvillard T. |
2010 |
| hal-00485340 |
A limit theorem for trees of alleles in branching processes with rare neutral mutations |
Bertoin J. |
2010 |
| hal-00485312 |
Backward SDEs with constrained jumps and quasi-variational inequalities |
Kharroubi I. Ma J. Pham H. Zhang J. |
2010 |
| hal-00485300 |
A new formula for some linear stochastic equations with applications |
Yor M. Kella O. |
2010 |
| hal-00485283 |
The infinite valley for a recurrent random walk in random environment |
Shi Z. Gantert N. Peres Y. |
2010 |
| hal-00485281 |
Large scale behavior of semiflexible heteropolymers |
Giacomin G. Gubinelli M. Caravenna F. |
2010 |
| hal-00485277 |
Multivariate normal approximation using Stein's method and Malliavin calculus |
Nourdin I. Peccati G. Réveillac A. |
2010 |
| hal-00484337 |
Séparateurs Algébriques dans la Bio-systémique |
Valibouze Annick Abdeljaoued Ines Ben Kahla Alia |
2010 |
| hal-00484054 |
Retrieving information from subordination |
Bertoin Jean Yor Marc |
2010 |
| hal-00477606 |
Spatial clustering of array CGH features in combination with hierarchical multiple testing |
Kim Kyung In Roquain Etienne van de Wiel Mark |
2010 |
| hal-00477381 |
An Exact Connection between two Solvable SDEs and a Nonlinear Utility Stochastic PDE |
El Karoui Nicole Mrad Mohamed |
2010 |
| hal-00477380 |
Stochastic Utilities With a Given Optimal Portfolio : Approach by Stochastic Flows |
El Karoui Nicole M'Rad Mohamed |
2010 |
| hal-00476545 |
Analysis of a Random Forests Model |
Biau Gérard |
2010 |
| hal-00476545 |
Analysis of a Random Forests Model |
Biau Gérard |
2010 |
| hal-00476218 |
Nonparametric estimation of the multivariate distribution function in a censored regression model with applications |
Lopez Olivier |
2010 |
| hal-00473946 |
Unified kinetic formulation of incoherent waves propagating in nonlinear media with noninstantaneous response |
Garnier Josselin Picozzi Antonio |
2010 |
| hal-00473274 |
A random string with reflection in a convex domain |
Bounebache Said |
2010 |
| hal-00472601 |
Langevin process reflected on a partially elastic boundary I |
Jacob Emmanuel |
2010 |
| hal-00472225 |
Multi-dimensional Gaussian fluctuations on the Poisson space |
Peccati Giovanni Zheng Cengbo |
2010 |
| hal-00471318 |
Change of variable formulas for non-anticipative functionals on path space |
Cont Rama Fournie David-Antoine |
2010 |
| hal-00471238 |
Uniqueness of post-gelation solutions of a class of coagulation equations |
Normand Raoul Zambotti Lorenzo |
2010 |
| hal-00471169 |
A sequence of Albin type continuous martingales with Brownian marginals and scaling |
Donati-Martin Catherine Baker David Yor Marc |
2010 |
| hal-00469985 |
Modélisation mathématique et étude expérimentale des instabilités non-linéaires, des vagues scélérates et des phénomènes extrêmes |
Dudley J.M. Dias Frédéric Finot Christophe Kibler Bertrand Picozzi Antonio Hammani Kamal Millot Guy Garnier Josselin |
2010 |
| hal-00469503 |
Directed polymers on hierarchical lattices with site disorder |
Lacoin H. Moreno G. |
2010 |
| hal-00469493 |
Hierarchical pinning models, quadratic maps and quenched disorder |
Giacomin G. Lacoin H. Toninelli F.L. |
2010 |
| hal-00469195 |
Central Limit Theorems for Multiple Skorokhod Integrals |
Nourdin I. Nualart D. |
2010 |
| hal-00468072 |
Portfolio optimization in a default model under full/partial information |
Lim Thomas Quenez Marie-Claire |
2010 |
| hal-00467396 |
Théorie de Galois effective : aide mémoire |
Valibouze Annick |
2010 |
| hal-00467052 |
Stable fluctuations for ballistic random walks in random environment on Z |
Enriquez Nathanaël Sabot Christophe Tournier Laurent Zindy Olivier |
2010 |
| hal-00466924 |
Constructing self-similar martingales via two Skorokhod embeddings |
Hirsch Francis Profeta Christophe Roynette Bernard Yor Marc |
2010 |
| hal-00465801 |
PAC-Bayesian Bounds for Sparse Regression Estimation with Exponential Weights |
Alquier Pierre Lounici Karim |
2010 |
| hal-00464471 |
Random walk with barycentric self-interaction |
Comets Francis Menshikov Mikhail V. Volkov Stanislav Wade Andrew R. |
2010 |
| hal-00464088 |
Functional quantization-based stratified sampling methods |
Corlay Sylvain Pagès Gilles |
2010 |
| hal-00462386 |
Option prices as probabilities. A new look at generalized Black-Scholes formulae |
Yor M. Profeta C. Roynette Bernard |
2010 |
| hal-00461639 |
Slope Heuristics: Overview and Implementation |
Baudry Jean-Patrick Maugis Cathy Michel Bertrand |
2010 |
| hal-00460279 |
The contour of splitting trees is a Lévy process |
Lambert A. |
2010 |
| hal-00460278 |
The Λ-coalescent speed of coming down from infinity |
Berestycki J. Berestycki N. Limic V. |
2010 |
| hal-00460271 |
Spatial homogenization in a stochastic network with mobility |
Tibi D. Simatos F. |
2010 |
| hal-00459166 |
Almost sure asymptotics for the random binary search tree |
Roberts Matthew |
2010 |
| hal-00457533 |
A functional extension of the Itô formula |
Cont R. Fournié D. |
2010 |
| hal-00457456 |
Information Asymmetry in Pricing of Credit Derivatives |
Hillairet Caroline Jiao Ying |
2010 |
| hal-00453622 |
Universal Gaussian fluctuations of non-Hermitian matrix ensembles: from weak convergence to almost sure CLTs |
Nourdin Ivan Peccati Giovanni |
2010 |
| hal-00451064 |
Packing and Hausdorff measures of stable trees. |
Duquesne Thomas |
2010 |
| hal-00449645 |
Optimal double stopping time problem |
Quenez M.-C. Kobylanski M. Rouy-Mironescu E. |
2010 |
| hal-00449182 |
A two-time-scale phenomenon in a fragmentation-coagulation process |
Bertoin Jean |
2010 |
| hal-00447808 |
Fluid limit theorems for stochastic hybrid systems with application to neuron models |
Pakdaman K. Thieullen M. Wainrib G. |
2010 |
| hal-00447444 |
The genealogy of branching Brownian motion with absorption |
Berestycki Julien Berestycki Nathanael Schweinsberg Jason |
2010 |
| hal-00446609 |
Convergence of some random functionals of discretized semimartingales |
Diop Assane |
2010 |
| hal-00446328 |
Fluctuations of Lévy processes and scattering theory |
Fourati S. |
2010 |
| hal-00446315 |
Stopped diffusion processes: Boundary corrections and overshoot |
Menozzi S. Gobet E. |
2010 |
| hal-00446297 |
Thresholding methods to estimate the copula density |
Le Pennec E. Autin F. Tribouley K. |
2010 |
| hal-00446197 |
Some non-asymptotic results on resampling in high dimension, II: Multiple tests |
Roquain E. Arlot S. Blanchard G. |
2010 |
| hal-00446194 |
Some non-asymptotic results on resampling in high dimension, I: Confidence regions |
Roquain E. Arlot S. Blanchard G. |
2010 |
| hal-00445833 |
Marginal relevance of disorder for pinning models |
Giacomin G. Lacoin H. Toninelli F.L. |
2010 |
| hal-00445690 |
Learning Out of Leaders |
Kerkyacharian Gerard Mougeot Mathilde Picard Dominique Tribouley Karine |
2010 |
| hal-00445494 |
On some Non Asymptotic Bounds for the Euler Scheme |
Lemaire Vincent Menozzi Stephane |
2010 |
| hal-00443874 |
Stochastic control under progressive enlargement of filtrations and applications to multiple defaults risk management |
Pham Huyen |
2010 |
| hal-00443722 |
Weak approximation of a fractional SDE |
Nourdin I. Bardina X. Rovira C. Tindel S. |
2010 |
| hal-00436051 |
Density Estimates for a Random Noise Propagating through a Chain of Differential Equations |
Delarue François Menozzi Stéphane |
2010 |
| hal-00425651 |
Green functions and Martin compactification for killed random walks related to SU(3) |
Raschel Kilian |
2010 |
| hal-00423831 |
Cumulants on the Wiener Space |
Nourdin Ivan Peccati Giovanni |
2010 |
| hal-00422427 |
Optimal split of orders across liquidity pools: a stochastic algorithm approach |
Laruelle Sophie Lehalle Charles-Albert Pagès Gilles |
2010 |
| hal-00413729 |
Robustness and sensitivity analysis of risk measurement procedures |
Cont Rama Deguest Romain Scandolo Giacomo |
2010 |
| hal-00411081 |
Asymptotic regimes for the partition into colonies of a branching process with emigration |
Bertoin Jean |
2010 |
| hal-00402864 |
Some almost sure results for unbounded functions of intermittent maps and their associated Markov chains |
Dedecker Jerome Gouëzel Sébastien Merlevede Florence |
2010 |
| hal-00394997 |
Optimal portfolio liquidation with execution cost and risk |
Kharroubi Idris Pham Huyen |
2010 |
| hal-00375290 |
Almost sure central limit theorems on the Wiener space |
Bercu Bernard Nourdin Ivan Taqqu Murad |
2010 |
| hal-00373350 |
Solving BSDE with adaptive control variate |
Gobet Emmanuel Labart Céline |
2010 |
| hal-00367480 |
Statistical analysis of k-nearest neighbor collaborative recommendation |
Biau Gérard Cadre Benoît Rouviere Laurent |
2010 |
| hal-00367480 |
Statistical analysis of k-nearest neighbor collaborative recommendation |
Biau Gérard Cadre Benoît Rouviere Laurent |
2010 |
| hal-00359743 |
Large scale behavior of semiflexible heteropolymers |
Caravenna Francesco Giacomin Giambattista Gubinelli Massimiliano |
2010 |
| hal-00342281 |
Second order Poincaré inequalities and CLTs on Wiener space |
Nourdin Ivan Peccati Giovanni Reinert Gesine |
2010 |
| hal-00337822 |
Emile Borel's difficult days in 1941 |
Mazliak Laurent Shafer Glenn |
2010 |
| hal-00330023 |
Krylov and Safonov Estimates for Degenerate Quasilinear Elliptic PDEs |
Delarue François |
2010 |
| hal-00326900 |
Orbit measures, random matrix theory and interlaced determinantal processes |
Defosseux Manon |
2010 |
| hal-00321894 |
Inversion of noisy Radon transform by SVD based needlet |
Kerkyacharian Gérard Kyriazis George Le Pennec Erwan Petrushev Pencho Picard Dominique |
2010 |
| hal-00295023 |
Stochastic 2D hydrodynamical type systems: Well posedness and large deviations |
Chueshov Igor Millet Annie |
2010 |
| hal-00293466 |
Unconstrained Recursive Importance Sampling |
Lemaire Vincent Pagès Gilles |
2010 |
| hal-00292051 |
New estimates and tests of independence in some copula models |
Bouzebda Salim Keziou Amor |
2010 |
| hal-00289807 |
A matrix interpolation between classical and free max operations: I. The univariate case |
Benaych-Georges Florent Cabanal-Duvillard Thierry |
2010 |
| hal-00272442 |
Multivariate normal approximation using Stein's method and Malliavin calculus |
Nourdin Ivan Peccati Giovanni Réveillac Anthony |
2010 |
| hal-00272442 |
Multivariate normal approximation using Stein's method and Malliavin calculus |
Nourdin Ivan Peccati Giovanni Réveillac Anthony |
2010 |
| hal-00262077 |
A new test procedure of independence in copula models via chi-square-divergence |
Bouzebda Salim Keziou Amor |
2010 |
| hal-00259253 |
Maxisets for Model Selection |
Autin Florent Le Pennec Erwan Loubes Jean-Michel Rivoirard Vincent |
2010 |
| hal-00258618 |
Asymptotically optimal quantization schemes for Gaussian processes |
Luschgy Harald Pagès Gilles Wilbertz Benedikt |
2010 |
| hal-00256588 |
Explicit parametrix and local limit theorems for some degenerate diffusion processes |
Konakov Valentin Menozzi Stephane Molchanov Stanislav |
2010 |
| hal-00256197 |
Thresholding methods to estimate the copula density |
Autin Florent Le Pennec Erwan Tribouley Karine |
2010 |
| hal-00194145 |
Some non-asymptotic results on resampling in high dimension, I: Confidence regions, II: Multiple tests |
Arlot Sylvain Blanchard Gilles Roquain Etienne |
2010 |
| hal-00184057 |
Central and non-central limit theorems for weighted power variations of fractional Brownian motion |
Nourdin Ivan Nualart David Tudor Ciprian |
2010 |
| hal-00170074 |
Weak approximation of a fractional SDE |
Bardina Xavier Nourdin Ivan Rovira Carles Tindel Samy |
2010 |
| hal-00157975 |
Stopped diffusion processes: boundary corrections and overshoot |
Gobet Emmanuel Menozzi Stéphane |
2010 |
| hal-00144517 |
When are Swing options bang-bang and how to use it |
Bardou Olivier Bouthemy Sandrine Pagès Gilles |
2010 |
| hal-00114382 |
Cycles of free words in several independent random permutations with restricted cycle lengths |
Benaych-Georges Florent |
2010 |
| cel-00665021 |
Financial Modeling with Lévy Processes |
Tankov Peter |
2010 |
| PMA-1403 |
CVaR hedging using quantization based stochastic approximation algorithm. |
O. BARDOU, N. FRIKHA, G. PAGÈS |
2010 |
| PMA-1402 |
Sharp rate for the dual quantization problem. |
G. PAGÈS, B. WILBERTZ |
2010 |
| PMA-1401 |
Statistical mechanics on isoradial graphs. |
C. BOUTILLIER, B. DE TILIÈRE |
2010 |
| PMA-1400 |
Random Young diagrams in a rectangular box. |
D. BELTOFT, C. BOUTILLIER, N. ENRIQUEZ |
2010 |
| PMA-1399 |
The component sizes of a critical random graph with pre-described degree sequence. |
A. JOSEPH |
2010 |
| PMA-1398 |
Inviscid Large deviation principle and the 2D Navier Stokes equations with a free boundary condition. |
H. BESSAIH, A. MILLET |
2010 |
| PMA-1397 |
Free convolution with a semicircular distribution and eigenvalues of spiked deformations of Wigner matrices. |
M. CAPITAINE, C. DONATI-MARTIN, D. FÉRAL, M. FÉVRIER |
2010 |
| PMA-1396 |
Fires on trees. |
J. BERTOIN |
2010 |
| PMA-1395 |
Adaptive density estimation in the pile-up model involving measurement errors. |
F. COMTE, T. REBAFKA |
2010 |
| PMA-1394 |
Parametrix techniques and martingale problem for some degenerate Kolmogorov's equations. |
S. MENOZZI |
2010 |
| PMA-1393 |
Intrinsic stationarity for vector quantization: Foundation of dual quantization. |
G. PAGÈS, B. WILBERTZ |
2010 |
| PMA-1392 |
The exact packing measure of Levy trees. |
T. DUQUESNE |
2010 |
| PMA-1391 |
Packing and Hausdorff measures of stable trees. |
T. DUQUESNE |
2010 |
| PMA-1390 |
On the re-rooting invariance property of Levy trees. |
T. DUQUESNE, J.-F. LE GALL |
2010 |
| PMA-1389 |
An Elementary Proof of Hawkes's Conjecture on Galton-Watson Trees. |
T. DUQUESNE |
2010 |
| PMA-1388 |
The Packing Measure of the Range of Super-Brownian Motion. |
T. DUQUESNE |
2010 |
| PMA-1387 |
A reduced basis for option pricing. |
R. CONT, N. LANTOS, O. PIRONNEAU |
2010 |
| PMA-1386 |
Analyticity of the entropy for some random walks. |
F. LEDRAPPIER |
2010 |
| PMA-1385 |
The local quantization behaviour of absolutely continuous probabilities. |
S. GRAF, H. LUSCHGY, G. PAGÈS |
2010 |
| PMA-1384 |
Large deviations for renewal processes. |
R. LEFEVERE, M. MARIANI, L. ZAMBOTTI |
2010 |
| PMA-1383 |
Partial match queries in two-dimensional quadtrees: a probabilistic approach. |
N. CURIEN, A. JOSEPH |
2010 |
| PMA-1382 |
Splitting trees with neutral Poissonian mutations I: Small families. |
N. CHAMPAGNAT, A. LAMBERT |
2010 |
| PMA-1381 |
Quantum random walks and minors of Hermitian Brownian motion. |
F. CHAPON, M. DEFOSSEUX |
2010 |
| PMA-1380 |
On the maximal offspring in a critical branching process with infinite variance. |
J. BERTOIN |
2010 |
| PMA-1379 |
The Nyström method for functional quantization with an application to the fractional Brownian motion. |
S. CORLAY |
2010 |
| PMA-1378 |
Survival of near-critical branching Brownian motion. |
J. BERESTYCKI, N. BERESTYCKI, J. SCHWEINSBERG |
2010 |
| PMA-1377 |
Ballistic regime for random walks in random environment with unbounded jumps and Knudsen billiards. |
F. COMETS, S. POPOV |
2010 |
| PMA-1376 |
Species abundance distributions in neutral models with immigration or mutation and general lifetimes. |
A. LAMBERT |
2010 |
| PMA-1375 |
Fluctuations of the extreme eigenvalues of finite rank deformations of random matrices. |
F. BENAYCH-GEORGES, A. GUIONNET, M. MAIDA |
2010 |
| PMA-1374 |
Large deviations of the extreme eigenvalues of random deformations of matrices. |
F. BENAYCH-GEORGES, A. GUIONNET, M. MAIDA |
2010 |
| PMA-1373 |
Ergodic approximation of the distribution of a stationary diffusion : rate of convergence. |
G. PAGÈS, F. PANLOUP |
2010 |
| PMA-1372 |
Temperature-induced crossovers in the static roughness of a one-dimensional interface. |
E. AGORITSAS, V. LECOMTE, T. GIAMARCHI |
2010 |
| PMA-1371 |
Super-replication price for asset prices having bounded increments in discrete time. |
L. CARASSUS, T. VARGIOLU |
2010 |
| PMA-1370 |
Limit theorems for splitting trees with structured immigration and applications to biogeography. |
M. RICHARD |
2010 |
| PMA-1369 |
Macroscopic fluctuations theory of aerogel dynamics. |
R. LEFEVERE, M. MARIANI, L. ZAMBOTTI |
2010 |
| PMA-1368 |
Large deviations of the current in stochastic collisional dynamics. |
R. LEFEVERE, M. MARIANI, L. ZAMBOTTI |
2010 |
| PMA-1367 |
On hitting times of the winding processes of planar Brownian motion and of Ornstein-Uhlenbeck processes, via Bougerol's identity. |
S. VAKEROUDIS |
2010 |
| PMA-1366 |
Burning cars in parkings. |
J. BERTOIN |
2010 |
| PMA-1365 |
Quenched limits and fluctuations of the empirical measure for plane rotators in random media. |
E. LUÇON |
2010 |
| PMA-1364 |
Universality in one dimensional Hierarchical Coalescence Processes. |
A. FAGGIONATO, F. MARTINELLI, C. ROBERTO, C. TONINELLI |
2010 |
| PMA-1363 |
On the scaling property in fluctuation theory for stable Lévy processes. |
F. CORDERO |
2010 |
| PMA-1362 |
Stochastic approximation with averaging innovation. |
S. LARUELLE, G. PAGÈS |
2010 |
| PMA-1361 |
Portfolio optimization in a default model under full/partial information. |
T. LIM, M.-C. QUENEZ |
2010 |
| PMA-1360 |
Unifying approach for fluctuation theorems from joint probability distributions. |
R. GARCIA-GARCIA, D. DOMINGUEZ, V. LECOMTE, A.B. KOLTON |
2010 |
| PMA-1359 |
Truncations of Haar unitary matrices, traces and bivariate Brownian bridge. |
C. DONATI-MARTIN, A. ROUAULT |
2010 |
| PMA-1358 |
Pricing and hedging basis risk under No Good Deal Assumption. |
L. CARASSUS, E. TEMAM |
2010 |
| PMA-1357 |
The weak Stratonovich integral with respect to fractional Brownian motion with Hurst parameter 1/6. |
I. NOURDIN, A. RÉVEILLAC, J. SWANSON |
2010 |
| PMA-1356 |
Distinguished exchangeable coalescents and generalized Fleming-Viot processes with immigration. |
C. FOUCART |
2010 |
| PMA-1355 |
Numerical methods for an optimal order execution problem. |
F. GUILBAUD, M. MNIF, H. PHAM |
2010 |
| PMA-1354 |
Retrieving information from subordination. |
J. BERTOIN, M. YOR |
2010 |
| PMA-1353 |
Quantitative Breuer-Major theorems. |
I. NOURDIN, G. PECCATI, M. PODOLSKIJ |
2010 |
| PMA-1352 |
Langevin process reflected on a partially elastic boundary I. |
E. JACOB |
2010 |
| PMA-1351 |
The number of absorbed individuals in branching Brownian motion with a barrier. |
P. MAILLARD |
2010 |
| PMA-1350 |
Stable fluctuations for ballistic random walks in random environment on Z. |
N. ENRIQUEZ, C. SABOT, L. TOURNIER, O. ZINDY |
2010 |
| PMA-1349 |
A random string with reflection in a convex domain. |
S. BOUNEBACHE |
2010 |
| PMA-1348 |
Multi-dimensional Gaussian fluctuations on the Poisson space. |
G. PECCATI, C. ZHENG |
2010 |
| PMA-1347 |
Exact calculations for false discovery proportion with application to least favorable configurations. |
E. ROQUAIN, F. VILLERS |
2010 |
| PMA-1346 |
PAC-Bayesian bounds for sparse regression estimation with exponential weights. |
P. ALQUIER, K. LOUNICI |
2010 |
| PMA-1345 |
Change of variable formulas for non-anticipative functionals on path space. |
R. CONT, D.-A. FOURNIE |
2010 |
| PMA-1344 |
Uniqueness of post-gelation solutions of a class of coagulation equations. |
R. NORMAND, L. ZAMBOTTI |
2010 |
| PMA-1343 |
A sequence of Albin type continuous martingales with Brownian marginals and scaling. |
D. BAKER, C. DONATI-MARTIN, M. YOR |
2010 |
| PMA-1342 |
Explicit solutions for the exit problem for a class of Lévy processes. Applications to the pricing of double barrier options. |
S. FOURATI |
2010 |
| PMA-1341 |
Functional quantization based stratified sampling methods. |
S. CORLAY, G. PAGÈS |
2010 |
| PMA-1340 |
Random walk with barycentric self-interaction. |
F. COMETS, M.V. MENSHIKOV, S. VOLKOV, A.R. WADE |
2010 |
| PMA-1339 |
Counting walks in a quadrant : a unified approach via boundary value problems. |
K. RASCHEL |
2010 |
| PMA-1338 |
Almost sure asymptotics for the random binary search tree. |
M. ROBERTS |
2010 |
| PMA-1337 |
Functional Itô calculus and stochastic integral representation of martingales. |
R. CONT, D.-A. FOURNIÉ |
2010 |
| PMA-1336 |
An aging phenomenon for a fragmentation-coagulation process. |
J. BERTOIN |
2010 |
| PMA-1335 |
Forward equations for option prices in semimartingale models. |
A. BENTATA, R. CONT |
2010 |
| PMA-1334 |
Fluid limit theorems for stochastic hybrid systems with application to neuron models. |
K. PAKDAMAN, M. THIEULLEN, G. WAINRIB |
2010 |
| PMA-1333 |
The genealogy of branching Brownian motion with absorption. |
J. BERESTYCKI, N. BERESTYCKI, J. SCHWEINSBERG |
2010 |
| PMA-1332 |
Convergence of some random functionals of discretized semimartingales. |
A. DIOP |
2010 |
| PMA-1331 |
On some non asymptotic bounds for the Euler scheme. |
V. LEMAIRE, S. MENOZZI |
2010 |
| PMA-1330 |
The prolific backbone for supercritical superdiffusions. |
J. BERESTYCKI, A.E. KYPRIANOU, A. MURILLO |
2010 |
| PMA-1329 |
Stochastic control under progressive enlargement of filtrations and applications to multiple defaults risk management. |
H. PHAM |
2010 |
| tel-00443087 |
Probabilités et mécanique statistique hors équilibre |
Lefevere Raphael |
2009 |
| tel-00440850 |
Théorèmes limites fonctionnels et estimation de la densité spectrale pour des suites stationnaires. |
Dede Sophie |
2009 |
| tel-00439576 |
Wave propagation and time reversal in random waveguides. |
Gomez Christophe |
2009 |
| tel-00439542 |
EDS Rétrogrades et Contrôle Stochastique Séquentiel en Temps Continu en Finance |
Kharroubi Idris |
2009 |
| tel-00439112 |
Problèmes inverses et analyse en ondelettes adaptées |
Pham Ngoc Thanh Mai |
2009 |
| tel-00435917 |
Statistical Estimation in High Dimension, Sparsity and Oracle Inequalities |
Lounici Karim |
2009 |
| tel-00433045 |
Contributions to the statistical analysis of microarray data. |
Neuvial Pierre |
2009 |
| tel-00426925 |
marches aleatoires en milieu aleatoire et marches branchantes |
Aidekon Elie |
2009 |
| tel-00425330 |
Sur l'estimation non paramétrique de la fonction d'égalisation équipercentile. Application à la qualité de vie. |
El Fassi Kaouthar |
2009 |
| tel-00408737 |
Quelques questions de sélection de variables autour de l'estimateur LASSO |
Hebiri Mohamed |
2009 |
| tel-00404894 |
Sur la convergence de certaines fonctionnelles de semimartingales discrétisées. |
Diop Assane |
2009 |
| tel-00373735 |
A propos des matrices aléatoires et des fonctions L |
Bourgade Paul |
2009 |
| lirmm-00384983 |
A method for paraplegic upper-body posture estimation during standing: a pilot study for rehabilitation purposes |
Pages Gaël Ramdani Nacim Fraisse Philippe Guiraud David |
2009 |
| inserm-00663565 |
DNA barcode analysis: a comparison of phylogenetic and statistical classification methods. |
Austerlitz Frédéric David Olivier Schaeffer Brigitte Bleakley Kevin Olteanu Madalina Leblois Raphael Veuille Michel Laredo Catherine |
2009 |
| inria-00386764 |
Apprentissage pour des processus de comptage avec covariables |
Gaiffas Stéphane Guilloux Agathe |
2009 |
| inria-00386762 |
Estimation adaptative pour des processus de comptage dépendant de covariables |
Comte Fabienne Gaïffas Stéphane Guilloux Agathe |
2009 |
| inria-00386760 |
Fonction de survie bivariée de variables censurées à droite et à gauche |
Saint-Pierre Philippe Guilloux Agathe |
2009 |
| inria-00386741 |
Sur la dimension de Hausdorff d'ensembles exceptionnels obtenus à partir d'un processus de Wiener multivarié indexé par une classe de fonctions |
Coiffard Claire |
2009 |
| inria-00386733 |
Model selection and randomization for weakly dependent time series forecasting |
Alquier Pierre Wintenberger Olivier |
2009 |
| inria-00386731 |
Un modèle stochastique pour les systèmes de recommandation |
Biau Gérard Cadre Benoît Rouviere Laurent |
2009 |
| inria-00386729 |
Strong approximation of empirical copula processes by Gaussian processes |
Bouzebda Salim Zari Tarek |
2009 |
| inria-00386715 |
Sur la vitesse de convergence de l'estimateur du plus proche voisin baggé |
Biau Gérard Cérou Frédéric Guyader Arnaud |
2009 |
| inria-00386705 |
L'estimation non paramétrique de l'entropie en présence de données censurées. |
Salim Bouzebda Issam Elhattab |
2009 |
| inria-00386700 |
Inférence semi-paramétrique pour des évènements récurrents e |
