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15 papers · 1 filter
Convex ordering for stochastic Volterra equations and their Euler schemes
Benjamin Jourdain, Gilles Pagès
In this paper, we are interested in comparing solutions to stochastic Volterra equations for the convex order on the space of continuous -valued paths and for the monotonic c…
Speed of convergence of time Euler schemes for a stochastic 2D Boussinesq model
Hakima Bessaih, Annie Millet
We prove that an implicit time Euler scheme for the 2D-Boussinesq model on the torus converges. Various moment of the -norms of the velocity and temperature, as well a…
Marches aléatoires dans un cône et fonctions discrètes harmoniques
Kilian Raschel, Pierre Tarrago
Random walks in cones have the double interest of being at the heart of many probabilistic problems and of being related to many mathematical fields, such as spectral theory, combi…
Closed-form modeling of neuronal spike train statistics using multivariate Hawkes cumulants
Nicolas Privault, Michèle Thieullen
We derive exact analytical expressions for the cumulants of any orders of neuronal membrane potentials driven by spike trains in a multivariate Hawkes process model with excitation…
Does a portion of dimer configuration determines its domain of definition?
Antoine Bannier, Benoit Laslier
Critical models are, almost by definition, supposed to feature both slow decay of correlations for local observables while retaining some mixing even for macroscopic observables. A…
Sparse tree-based initialization for neural networks
Patrick Lutz, Ludovic Arnould, Claire Boyer +1
Dedicated neural network (NN) architectures have been designed to handle specific data types (such as CNN for images or RNN for text), which ranks them among state-of-the-art metho…