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16 papers · 1 filter
Clustering high dimensional meteorological scenarios: results and performance index
Yamila Barrera, Leonardo Boechi, Matthieu Jonckheere +5
The Reseau de Transport d'Electricité (RTE) is the French main electricity network operational manager and dedicates large number of resources and efforts towards understanding cli…
The diameter of the minimum spanning tree of the complete graph with inhomogeneous random weights
Othmane Safsafi
We study a new type of random minimum spanning trees. It is built on the complete graph where each vertex is given a weight, which is a positive real number. Then, each edge is giv…
Probabilistic representation of integration by parts formulae for some stochastic volatility models with unbounded drift
Junchao Chen, Noufel Frikha, Houzhi Li
In this paper, we establish a probabilistic representation as well as some integration by parts formulae for the marginal law at a given time maturity of some stochastic volatility…
Coherent interferometric imaging in a random flow
Etienne Gay, Luc Bonnet, Christophe Peyret +2
This paper is concerned with the development of imaging methods to localize sources or reflectors in inhomogeneous moving media with acoustic waves that have travelled through them…
Robustness of Community Detection to Random Geometric Perturbations
Sandrine Peche, Vianney Perchet
We consider the stochastic block model where connection between vertices is perturbed by some latent (and unobserved) random geometric graph. The objective is to prove that spectra…
Topological and geometric hyperbolicity criteria for polynomial automorphisms of C^2
Eric Bedford, Romain Dujardin
We prove that uniform hyperbolicity is invariant under topological conjugacy for dissipative polynomial automorphisms of C^2. Along the way we also show that a sufficient condition…