103 citations
- Laboratoire de Mathématiques Blaise PascalFR98 papers
- LAM FoundationUS41 papers
- Université d'Évry Val-d'EssonneFR36 papers
- Laboratoire Analyse et Modélisation pour la Biologie et l'EnvironnementFR35 papers
- Centre National de la Recherche ScientifiqueFR33 papers
- École Nationale Supérieure d’Informatique pour l’Industrie et l’EntrepriseFR24 papers
- Université Paris-SaclayFR20 papers
- Laboratoire de Probabilités et Modèles AléatoiresFR15 papers
- Laboratoire de Probabilités, Statistique et ModélisationFR12 papers
- National Research University Higher School of EconomicsRU10 papers
- Université Paris CitéFR8 papers
- Centre de Mathématiques Appliquées de l'École polytechniqueFR6 papers
12 papers · 1 filter
Learning 4DVAR inversion directly from observations
Arthur Filoche, Julien Brajard, Anastase Charantonis +1
Variational data assimilation and deep learning share many algorithmic aspects in common. While the former focuses on system state estimation, the latter provides great inductive b…
The rough Hawkes Heston stochastic volatility model
Alessandro Bondi, Sergio Pulido, Simone Scotti
We study an extension of the Heston stochastic volatility model that incorporates rough volatility and jump clustering phenomena. In our model, named the rough Hawkes Heston stocha…
Local and Regional Counterfactual Rules: Summarized and Robust Recourses
Salim I. Amoukou, Nicolas J. B Brunel
Counterfactual Explanations (CE) face several unresolved challenges, such as ensuring stability, synthesizing multiple CEs, and providing plausibility and sparsity guarantees. From…
Forces for the Navier-Stokes equations and the Koch and Tataru theorem
P. G. Lemarié-Rieusset
We consider the Cauchy problem for the incompressible Navier--Stokes equations on the whole space , with initial value (as in Koch and Ta…
Limit of the environment viewed from Sinaï's walk
Francis Comets, Oleg Loukianov, Dasha Loukianova
For Sinaï's walk (X_k) we show that the empirical measure of the environment seen from the particle (\bar\w_k) converges in law to some random measure S. This limit measure is expl…
Existence of optimal controls for stochastic Volterra equations
Andrés Cárdenas, Sergio Pulido, Rafael Serrano
We provide sufficient conditions that guarantee the existence of relaxed optimal controls in the weak formulation of stochastic control problems for stochastic Volterra equations (…