231 citations
- Centre de Recherche en Économie et StatistiqueFR117 papers
- Centre National de la Recherche ScientifiqueFR25 papers
- Centre for Research in Engineering Surface TechnologyIE23 papers
- École Nationale de la Statistique et de l'Analyse de l'InformationFR22 papers
- Université Paris Dauphine-PSLFR20 papers
- Centre de Recherche en Mathématiques de la DécisionFR13 papers
- Université Paris-SaclayFR13 papers
- Criteo (France)FR11 papers
- Center for Responsible TravelUS10 papers
- Google (United States)US9 papers
- Institut national de recherche en sciences et technologies du numériqueFR8 papers
- École PolytechniqueFR7 papers
235 papers
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…
Stochastic Policy Gradient Methods in the Uncertain Volatility Model
Lokman A Abbas-Turki, Jean-François Chassagneux, Jean-Fran{\c c}ois Chassagneux +4
The multidimensional Uncertain Volatility Model leads to robust option pricing problems under joint volatility and correlation uncertainty. Their numerical resolution quickly becom…
Asymmetric conformal prediction with penalized kernel sum-of-squares
Louis Allain, Sébastien Da Veiga, Brian Staber
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…
Data Work in Egypt: Who Are the Workers Behind Artificial Intelligence?
Myriam Raymond, Lucy Neveux, Antonio A. Casilli +1
The report highlights the role of Egyptian data workers in the global value chains of Artificial Intelligence (AI). These workers generate and annotate data for machine learning, c…
On the continuity of geodesically convex functions on Riemannian manifolds
Victor-Emmanuel Brunel, Pierre Pansu
In this short note, we prove that all geodesically convex functions defined on a Riemannian manifold are continuous in the interior of their domain. This is a folklore result, but…
Martingales On A Euclidean Manifold With A Boundary And Reflected BSDES In Non-Convex Domains
Marc Arnaudon, Jean-François Chassagneux, Sergey Nadtochiy +1
The purpose of this paper is twofold. First, we introduce the notion of a -martingale on a Euclidean manifold with a boundary (i.e., the closure of an open connected domain in R…