output
20112024
most citedNonparametric Estimation in Fractional SDE

23 citations

23 papers

cs.NI2024★ 1 cited

Large Language Models meet Network Slicing Management and Orchestration

Abdulhalim Dandoush, Viswanath Kumarskandpriya, Mueen Uddin +1

Network slicing, a cornerstone technology for future networks, enables the creation of customized virtual networks on a shared physical infrastructure. This fosters innovation and…

math.ST2024

Warped Kernel Estimator for I.I.D. Paths of Diffusion Processes

Nicolas Marie, Amélie Rosier

This paper deals with a nonparametric warped kernel estimator of the drift function computed from independent continuous observations of a diffusion process. A risk bo…

cs.NI2023★ 5 cited

Slicenet: a Simple and Scalable Flow-Level Simulator for Network Slice Provisioning and Management

Viswanath KumarSkandPriya, Abdulhalim Dandoush, Gladys Diaz

Network slicing plays a crucial role in the progression of 5G and beyond, facilitating dedicated logical networks to meet diverse and specific service requirements. The principle o…

eess.IV2023★ 7 cited

Methodology for Jointly Assessing Myocardial Infarct Extent and Regional Contraction in 3-D CMRI

Y. Chenoune, C. Pellot-Barakat, C. Constantinides +5

Automated extraction of quantitative parameters from Cardiac Magnetic Resonance Images (CMRI) is crucial for the management of patients with myocardial infarct. This work proposes…

physics.ins-det2022★ 7 cited

Investigation of Optical Coupling in Microwave Kinetic Inductance Detectors using Superconducting Reflective Plates

Paul Nicaise, Jie Hu, Jean-Marc Martin +6

To improve the optical coupling in Microwave Kinetic Inductance Detectors (MKIDs), we investigate the use of a reflective plate beneath the meandered absorber. We designed, fabrica…

astro-ph.IM2021★ 9 cited

Large Inverse Transient Phase Response of Titanium-nitride-based Microwave Kinetic Inductance Detectors

Jie Hu, Faouzi Boussaha, Jean-Marc Martin +5

Following optical pulses () on titanium nitride (TiN) Microwave Kinetic Inductance Detectors (MKIDs) cooled down at temperatures ($T_c \simeq 4.6~…

math.ST2021★ 23 cited

Nadaraya-Watson Estimator for I.I.D. Paths of Diffusion Processes

Nicolas Marie, Amélie Rosier

This paper deals with a nonparametric Nadaraya-Watson estimator of the drift function computed from independent continuous observations of a diffusion process. Risk bounds…

math.ST2021★ 1 cited

Tight Risk Bound for High Dimensional Time Series Completion

Pierre Alquier, Nicolas Marie, Amélie Rosier

Initially designed for independent datas, low-rank matrix completion was successfully applied in many domains to the reconstruction of partially observed high-dimensional time seri…

physics.ins-det2020★ 2 cited

40 Gbps Readout interface STARE for the AGATA Project

N. Karkour, V. Alaphilippe, J. Collado +13

The Advanced GAmma Tracking Array (AGATA) multi detector spectrometer will provide precise information for the study of the properties of the exotic nuclear matter (very unbalanced…

math.ST2020★ 3 cited

Kernel Selection in Nonparametric Regression

Hélène Halconruy, Nicolas Marie

In the regression model , where has a density , this paper deals with an oracle inequality for an estimator of , involving a kernel in the sen…

math.ST2020★ 10 cited

Nonparametric Estimation for I.I.D. Paths of Fractional SDE

Fabienne Comte, Nicolas Marie

This paper deals with nonparametric estimators of the drift function computed from independent continuous observations, on a compact time interval, of the solution of a stochas…

math.ST2019★ 2 cited

Nonparametric Estimation of the Trend in Reflected Fractional SDE

Nicolas Marie

This paper deals with the consistency, a rate of convergence and the asymptotic distribution of a nonparametric estimator of the trend in the Skorokhod reflection problem defined b…

math.ST2019★ 7 cited

Matrix factorization for multivariate time series analysis

Pierre Alquier, Nicolas Marie

Matrix factorization is a powerful data analysis tool. It has been used in multivariate time series analysis, leading to the decomposition of the series in a small set of latent fa…

math.ST2019★ 12 cited

Bandwidth Selection for the Wolverton-Wagner Estimator

Fabienne Comte, Nicolas Marie

For independent random variables having the same Hölder continuous density, this paper deals with controls of the Wolverton-Wagner's estimator MSE and MISE. Then, for a bandwid…

math.CV2019★ 1 cited

Eigenvalues of the Kohn Laplacian and deformations of pseudohermitian structures on CR manifolds

Amine Aribi, Duong Ngoc Son

We study the eigenvalues of the Kohn Laplacian on a closed embedded strictly pseudoconvex CR manifold as functionals on the set of positive oriented pseudohermitian structures $\ma…

math.PR2018★ 23 cited

Nonparametric Estimation in Fractional SDE

Fabienne Comte, Nicolas Marie

This paper deals with the consistency and a rate of convergence for a Nadaraya-Watson estimator of the drift function of a stochastic differential equation driven by an additive fr…

math.PR2017★ 5 cited

On a Fractional Stochastic Hodgkin-Huxley Model

Laure Coutin, Jean-Marc Guglielmi, Nicolas Marie

The model studied in this paper is a stochastic extension of the so-called neuron model introduced by Hodgkin and Huxley. In the sense of rough paths, the model is perturbed by a m…

math.PR2016

On a Constrained Fractional Stochastic Volatility Model

Nicolas Marie

This paper deals with an extension of the so-called Black-Scholes model in which the volatility is modeled by a linear combination of the components of the solution of a differenti…

math.PR2016★ 9 cited

Invariance for Rough Differential Equations

Laure Coutin, Nicolas Marie

In 1990, in Itô's stochastic calculus framework, Aubin and Da Prato established a necessary and sufficient condition of invariance of a nonempty compact or convex subset of $\m…

math.PR2014★ 5 cited

Singular Equations Driven by an Additive Noise and Applications

Nicolas Marie

In the pathwise stochastic calculus framework, the paper deals with the general study of equations driven by an additive Gaussian noise, with a drift function having an infinite li…

math.PR2013★ 1 cited

Ergodicity of a Generalized Jacobi's Equation and Applications

Nicolas Marie

Consider a -dimensional centered Gaussian process with -Hölder continuous paths on the compact intervals of () and , and the local…

math.PR2012★ 18 cited

A Generalized Mean-Reverting Equation and Applications

Nicolas Marie

Consider a mean-reverting equation, generalized in the sense it is driven by a 1-dimensional centered Gaussian process with Hölder continuous paths on (). Taking tha…

math.PR2011★ 4 cited

Sensitivities via Rough Paths

Nicolas Marie

Motivated by a problematic coming from mathematical finance, this paper is devoted to existing and additional results of continuity and differentiability of the Itô map associated…