125 citations
- Centre de Recherche en Économie et StatistiqueFR40 papers
- Centre for Research in Engineering Surface TechnologyIE16 papers
- École Nationale de la Statistique et de l'Analyse de l'InformationFR13 papers
- Centre National de la Recherche ScientifiqueFR11 papers
- Center for Responsible TravelUS9 papers
- Criteo (France)FR4 papers
- École PolytechniqueFR4 papers
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- Université Paris Dauphine-PSLFR4 papers
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- Centre Inria de SaclayFR3 papers
- Columbia UniversityUS3 papers
5 papers · 1 filter
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-Philippe Lemor +2
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…