466 citations
- Sorbonne UniversitéFR21 papers
- Université Paris CitéFR14 papers
- Centre d'Économie de la SorbonneFR13 papers
- Maison des Sciences sociales et des Humanités Ange GuépinFR9 papers
- Université Paris 1 Panthéon-SorbonneFR8 papers
- Laboratoire de Probabilités et Modèles AléatoiresFR7 papers
- Laboratoire de Mathématiques Blaise PascalFR6 papers
- Psychiatric Medicine AssociatesUS6 papers
- Centre National de la Recherche ScientifiqueFR4 papers
- Strateji Araşdırmalar MərkəziAZ3 papers
- Département mathématiques, informatique, sciences de la donnée et technologies du numériqueFR2 papers
- Institut de recherche mathématique de RennesFR2 papers
68 papers
A Stochastic Model for Collaborative Recommendation
Gérard Biau, Benoit Cadre, Laurent Rouvière
Collaborative recommendation is an information-filtering technique that attempts to present information items (movies, music, books, news, images, Web pages, etc.) that are likely…
Importance Sampling for rare events and conditioned random walks
Michel Broniatowski, Ya'Acov Ritov
This paper introduces a new Importance Sampling scheme, called Adaptive Twisted Importance Sampling, which is adequate for the improved estimation of rare event probabilities in he…
Learning and adaptive estimation for marker-dependent counting processes
Stéphane Gaïffas, Agathe Guilloux
We consider the problem of statistical learning for the intensity of a counting process with covariates. In this context, we introduce an empirical risk, and prove risk bounds for…
On the structure of Gaussian random variables
Ciprian Tudor
We study when a given Gaussian random variable on a given probability space is equal almost surely to where is a Brownian motion defined on the sam…
On the discretization of backward doubly stochastic differential equations
Omar Aboura
In this paper, we are dealing with the approximation of the process (Y,Z) solution to the backward doubly stochastic differential equation with the forward process X . After provin…
Some almost sure results for unbounded functions of intermittent maps and their associated Markov chains
Jerome Dedecker, Sebastien Gouezel, Florence Merlevede
We consider a large class of piecewise expanding maps T of [0,1] with a neutral fixed point, and their associated Markov chain Y_i whose transition kernel is the Perron-Frobenius o…