40 citations
- Centre de Recherche en Économie et StatistiqueFR1 paper
- Centre National de la Recherche ScientifiqueFR1 paper
- Criteo (France)FR1 paper
- École PolytechniqueFR1 paper
- ENSAE ParisFR1 paper
- Institut Laue-LangevinFR1 paper
- Institut NéelFR1 paper
- Laboratoire d'Informatique de l'École PolytechniqueFR1 paper
- Taras Shevchenko National University of KyivUA1 paper
- Université Grenoble AlpesFR1 paper
- Université Joseph FourierFR1 paper
- Université Paris Dauphine-PSLFR1 paper
7 papers
From entropic transport to martingale transport, and applications to model calibration
Jean-David Benamou, Guillaume Chazareix, Grégoire Loeper
We propose a discrete time formulation of the semi martingale optimal transport problembased on multi-marginal entropic transport. This approach offers a new way to formulate and s…
Adaptive Collaborative Filtering with Personalized Time Decay Functions for Financial Product Recommendation
Ashraf Ghiye, Baptiste Barreau, Laurent Carlier +1
Classical recommender systems often assume that historical data are stationary and fail to account for the dynamic nature of user preferences, limiting their ability to provide rel…
Minimax-robust estimation problems for sequences with periodically stationary increments observed with noise
Maksym Luz, Mikhail Moklyachuk
The problem of optimal estimation of linear functionals constructed from the unobserved values of a stochastic sequence with periodically stationary increments based on observation…
Separating Retention from Extraction in the Evaluation of End-to-end Relation Extraction
Bruno Taillé, Vincent Guigue, Geoffrey Scoutheeten +1
State-of-the-art NLP models can adopt shallow heuristics that limit their generalization capability (McCoy et al., 2019). Such heuristics include lexical overlap with the training…
History-Augmented Collaborative Filtering for Financial Recommendations
Baptiste Barreau, Laurent Carlier
In many businesses, and particularly in finance, the behavior of a client might drastically change over time. It is consequently crucial for recommender systems used in such enviro…
Polarized-neutron investigation of magnetic ordering and spin dynamics in BaCo(AsO) frustrated honeycomb-lattice magnet
L. P. Regnault, C. Boullier, J. E. Lorenzo
The magnetic properties of the cobaltite {\BCAO}, a good realization of the quasi two-dimensional frustrated honeycomb-lattice system with strong planar anisotropy, have been reinv…