208 citations
- Centre for Research in Engineering Surface TechnologyIE63 papers
- ENSAE ParisFR52 papers
- Center for Responsible TravelUS33 papers
- Centre de Recherche en Mathématiques de la DécisionFR31 papers
- Université Paris Dauphine-PSLFR25 papers
- École Nationale de la Statistique et de l'Analyse de l'InformationFR18 papers
- Centre National de la Recherche ScientifiqueFR16 papers
- Laboratoire de Probabilités et Modèles AléatoiresFR14 papers
- Criteo (France)FR13 papers
- École PolytechniqueFR10 papers
- University of WarwickGB10 papers
- Centre Inria de SaclayFR9 papers
206 papers
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…
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…
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…
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…
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…
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…