144 citations
- Centre de Recherche en Économie et StatistiqueFR78 papers
- Center for Responsible TravelUS49 papers
- ENSAE ParisFR23 papers
- The University of TokyoJP18 papers
- Science and Technology Corporation (United States)US15 papers
- Centre de Recherche en Sciences et Technologies de l'Information et de la CommunicationFR12 papers
- École Nationale de la Statistique et de l'Analyse de l'InformationFR10 papers
- Centre de Recherche en Mathématiques de la DécisionFR8 papers
- Laboratoire de Probabilités et Modèles AléatoiresFR8 papers
- Université Paris Dauphine-PSLFR6 papers
- Tohoku UniversityJP5 papers
- Tokyo University of ScienceJP5 papers
123 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…
The 0.9 Megasecond XRISM/Resolve Spectrum of the Seyfert-1 AGN NGC 4151
Jon M. Miller, Xin Xiang, Missagh Mehdipour +13
NGC 4151 is the brightest Seyfert-1 active galaxy in the pass band of the Resolve calorimeter spectrometer aboard XRISM. It has been observed on 14 occasions, resulting in a total…
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…
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…
Unsupervised Anomaly Detection in NSL-KDD Using -VAE: A Latent Space and Reconstruction Error Approach
Dylan Baptiste, Ramla Saddem, Alexandre Philippot +1
As Operational Technology increasingly integrates with Information Technology, the need for Intrusion Detection Systems becomes more important. This paper explores an unsupervised…