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DeCovarT, a multidimensional probalistic model for the deconvolution of heterogeneous transcriptomic samples

18 September 2023 by Bastien Chassagnol and others at

Quantitative Methods

Brownian sheet and time inversion -- From G-orbit to L(G)-orbit

19 July 2021 by Manon Defosseux at

Simultaneous memory effects in the stress and in the dielectric susceptibility of a stretched polymer glass

2 February 2021 by J. Hem and others at

Soft Condensed Matter

Independence versus Indetermination: basis of two canonical clustering criteria

18 March 2021 by Pierre Bertrand and others at

Discrete Mathematics, Social and Information Networks

Flexible and Context-Specific AI Explainability: A Multidisciplinary Approach

13 March 2020 by Valérie Beaudouin and others at

Computers and Society

Rate of Estimation for the Stationary Distribution of Stochastic Damping Hamiltonian Systems with Continuous Observations

28 January 2020 by Sylvain Delattre and others at

Statistics Theory

A coupling approach for the convergence to equilibrium for a collisionless gas

7 October 2019 by Armand Bernou and Nicolas Fournier at

Mathematical Physics, Probability

Noise reinforcement for L{é}vy processes

19 October 2018 by Jean Bertoin at

A general weak and strong error analysis of the recursive quantization with an application to jump diffusions

29 August 2018 by Gilles Pagès and Abass Sagna at

Pitman transforms and Brownian motion in the interval viewed as an affine alcove

17 October 2018 by Philippe Bougerol and Manon Defosseux at

Probability, Representation Theory

Degenerations of SL(2,C) representations and Lyapunov exponents

20 March 2018 by Romain Dujardin and Charles Favre at

Dynamical Systems, Geometric Topology

Regularized Bidimensional Estimation of the Hazard Rate

16 November 2018 by Vivien Goepp and others at

Statistics Theory, Applications

Capturability-based Pattern Generation for Walking with Variable Height

25 October 2018 by Stéphane Caron and others at

Robotics, Optimization and Control

A closing lemma for polynomial automorphisms of C^2

5 September 2017 by Romain Dujardin at

Dynamical Systems

Existence and continuity of the flow constant in first passage percolation

24 September 2018 by Raphaël Rossignol and Marie Théret at

On principal curves with a length constraint

14 October 2019 by Sylvain Delattre and Aurélie Fischer at

Dynamics of a planar Coulomb gas

25 July 2017 by François Bolley and others at

Mathematical Physics, Functional Analysis

Improving the Benjamini-Hochberg Procedure for Discrete Tests

15 September 2017 by Sebastian Döhler and others at

Statistics Theory

The free energy in the Derrida--Retaux recursive model

4 October 2017 by Yueyun Hu and Zhan Shi at

Optimal stopping and a non-zero-sum Dynkin game in discrete time with risk measures induced by BSDEs

10 May 2017 by Miryana Grigorova and Marie-Claire Quenez at

Probability, Risk Management

Algorithmic trading in a microstructural limit order book model

2 May 2019 by Frédéric Abergel and others at

Trading and Market Microstructure, Probability

Fixed effects selection in the linear mixed-effects model using adaptive ridge procedure for L0 penalty performance

5 May 2017 by Eric Adjakossa and Grégory Nuel at

Doubly Reflected BSDEs and {\cal E}^{f}-Dynkin games: beyond the right-continuous case

29 May 2017 by Miryana Grigorova and others at

Probability, Optimization and Control

Profiled deviance for the multivariate linear mixed-effects model fitting

3 May 2017 by Eric Adjakossa and Grégory Nuel at

Post hoc inference via joint family-wise error rate control

13 March 2017 by Gilles Blanchard and others at

Statistics Theory

Optimal stopping with f -expectations: the irregular case

29 May 2017 by Miryana Grigorova and others at

Probability, Optimization and Control

Robust Markowitz mean-variance portfolio selection under ambiguous covariance matrix *

13 March 2017 by Amine Ismail and Huyên Pham at

Portfolio Management, Optimization and Control

BSDEs with diffusion constraint and viscous Hamilton-Jacobi equations with unbounded data

8 March 2017 by Andrea Cosso and others at

Strong-viscosity solutions: Semilinear parabolic PDEs and path-dependent PDEs

11 March 2019 by Andrea Cosso and Francesco Russo at

Reflected BSDEs when the obstacle is not right-continuous and optimal stopping

10 May 2017 by Miryana Grigorova and others at

Probability, Computational Finance

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Probability Statistics Theory Mathematical Physics Optimization and Control Methodology Computational Finance Pricing of Securities Applications Dynamical Systems Trading and Market Microstructure History and Overview Combinatorics Computer Science and Game Theory Functional Analysis Risk Management