output
20012026
most citedTwo-way fixed effects estimators with heterogeneous treatment effects

5.1k citations

researchers with a paper here

Counting papers with at most 25 authors, so collaboration author lists do not stand in for the people here.

collaborating institutions

405 papers

q-fin.RM2026

Cloud failure and cyber insurance: calibration of stress scenarios and diversification

Olivier Lopez, Daniel Nkameni

The expansion of the cyber insurance market remains exposed to the threat of accumulation events that could simultaneously affect a large number of policyholders. Although few such…

cs.LG2026

A Wasserstein GAN-based climate scenario generator for risk management and insurance: the case of soil subsidence

Antoine Heranval, Olivier Lopez, Didier Ngatcha +1

According to the United Nations Office for Disaster Risk Reduction (2025), the average annual cost of natural catastrophes increased from 70--80 billion USD between 1970 and 2000 t…

math.OC2026

Importance Sampling Optimization with Laplace Principle

Radu-Alexandru Dragomir, François Portier, Victor Priser

Grid search and random search are widely used techniques for hyperparameter tuning in machine learning, especially when gradient information is unavailable. In these methods, a fin…

math.ST2026

Concentration of the bootstrap empirical process, with applications to statistical inference

Guillaume Maillard, Adrien Saumard

Considering a general framework of bootstrap with exchangeable weights, we show some concentration inequalities for the supremum of the bootstrap empirical process. On the one hand…

math.ST2026

A Kernel Two-Sample Test Invariant under Group Action with Applications to Functional Data

Madison Giacofci, Anouar Meynaoui, Alex Podgorny

We introduce a kernel-based two-sample test for comparing probability distributions up to group actions. Our construction yields invariant kernels for locally compact -compact g…

stat.ME2026

An information criterion for detecting periodicities in functional time series

Rinka Sagawa, Yan Liu, Valentin Patilea

We propose an information criterion for determining an unknown number of periodic components in functional time series. Identifying the number of frequencies in large-scale time se…

math.ST2026

Asymmetric conformal prediction with penalized kernel sum-of-squares

Louis Allain, Sébastien Da Veiga, S{é}bastien Da Veiga +1

Conformal prediction (CP) is a distribution-free method to construct reliable prediction intervals that has gained significant attention in recent years. Despite its success and va…

stat.CO2025

Convergence of a class of gradient-free optimisation schemes when the objective function is noisy, irregular, or both

Christophe Andrieu, Nicolas Chopin, Ettore Fincato +1

We investigate the convergence properties of a class of iterative algorithms designed to minimize a potentially non-smooth and noisy objective function, which may be algebraically…

econ.EM2025

Statistical Inference in Large Multi-way Networks

Lucas Resende, Guillaume Lecué, Lionel Wilner +1

We propose the Polyads estimator, a new method to estimate structural parameters in weighted multi-way networks while controlling for rich, arbitrary structures of fixed effects. T…

stat.ME2025

Nonparametric intensity estimation of spatial point processes by random forests

Christophe Biscio, Frédéric Lavancier

We propose a random forest estimator for the intensity of spatial point processes, applicable with or without covariates. It retains the well-known advantages of a random forest ap…

math.ST2025

Goodness-of-fit testing of the distribution of posterior classification probabilities for validating model-based clustering

Salima El Kolei, Matthieu Marbac

We present the first method for assessing the relevance of a model-based clustering result in a general framework. Standard validation criteria, like the adjusted Rand index, rely…

cs.LG2025

Multi-Armed Bandits with Minimum Aggregated Revenue Constraints

Ahmed Ben Yahmed, Hafedh El Ferchichi, Marc Abeille +1

We examine a multi-armed bandit problem with contextual information, where the objective is to ensure that each arm receives a minimum aggregated reward across contexts while simul…

math.ST2025

Adaptive Algorithms for Infinitely Many-Armed Bandits: A Unified Framework

Emmanuel Pilliat

We consider a bandit problem where the buget is smaller than the number of arms, which may be infinite. In this regime, the usual objective in the literature is to minimize simple…

econ.TH2025★ 1 cited

Public Communication with Externalities

Georgy Lukyanov, Konstantin Shamruk, Tong Su +1

This paper develops a model in which a sender strategically communicates with a group of receivers whose payoffs depend on the sender's information. It is shown that aggregate payo…

stat.CO2025

Extrapolation of Tempered Posteriors

Mengxin Xi, Zheyang Shen, Marina Riabiz +2

Tempering is a popular tool in Bayesian computation, being used to transform a posterior distribution into a reference distribution that is more easily approximated. Se…

math.ST2025

On the pointwise and sup-norm errors for local regression estimators

Jérémy Bettinger, François Portier, Adrien Saumard

In this paper, we analyze the behavior of various non-parametric local regression estimators, i.e. estimators that are based on local averaging, for estimating a Lipschitz regressi…

cs.DS2025

Online matching on stochastic block model

Maria Cherifa, Clément Calauzènes, Vianney Perchet

While online bipartite matching has gained significant attention in recent years, existing analyses in stochastic settings fail to capture the performance of algorithms on heteroge…

stat.ML2025

Distributional encoding for Gaussian process regression with qualitative inputs

Sébastien Da Veiga

Gaussian Process (GP) regression is a popular and sample-efficient approach for many engineering applications, where observations are expensive to acquire, and is also a central in…

stat.ML2025

On the Wasserstein Geodesic Principal Component Analysis of probability measures

Nina Vesseron, Elsa Cazelles, Alice Le Brigant +1

This paper focuses on Geodesic Principal Component Analysis (GPCA) on a collection of probability distributions using the Otto-Wasserstein geometry. The goal is to identify geodesi…

math.ST2025

Optimal inference for the mean of random functions

Omar Kassi, Valentin Patilea

We study estimation and inference for the mean of real-valued random functions defined on a hypercube. The independent random functions are observed on a discrete, random subset of…

q-fin.RM2025★ 2 cited

Physical Climate Risk in Asset Management

Michele Azzone, Matteo Ghesini, Davide Stocco +1

Climate-related phenomena are increasingly affecting regions worldwide, manifesting as floods, water scarcity, and heat waves, significantly impairing companies' assets and product…

math.PR2025

Multivariate Self-Exciting Processes with Dependencies

Caroline Hillairet, Thomas Peyrat, Anthony Réveillac

This paper introduces the class of multidimensional self-exciting processes with dependencies (MSPD), which is a unifying writing for a large class of processes: counting, loss, in…

math.ST2025

Low-Rank Graphon Estimation: Theory and Applications to Graphon Games

Olga Klopp, Fedor Noskov

We study low-rank estimation of an unknown sparse graphon from sampled network data under operator-norm loss, motivated by targeted interventions in graphon games. Starting from th…

cs.DS2025

Pareto-Optimality, Smoothness, and Stochasticity in Learning-Augmented One-Max-Search

Ziyad Benomar, Lorenzo Croissant, Vianney Perchet +1

One-max search is a classic problem in online decision-making, in which a trader acts on a sequence of revealed prices and accepts one of them irrevocably to maximise its profit. T…