978 citations
- Centre National de la Recherche ScientifiqueFR196 papers
- Université Grenoble AlpesFR195 papers
- Institut national de recherche en sciences et technologies du numériqueFR115 papers
- Institut polytechnique de GrenobleFR93 papers
- Centre Inria de l'Université Grenoble AlpesFR78 papers
- Université Joseph FourierFR33 papers
- Pôle de recherche et d'enseignement supérieur Université de GrenobleFR22 papers
- Georgia Institute of TechnologyUS18 papers
- Laboratoire d'Informatique de GrenobleFR16 papers
- GIPSA-LabFR15 papers
- THOTH: Apprentissage de modèles visuels à partir de données massivesFR11 papers
- École PolytechniqueFR9 papers
385 papers
Using NonTargeted HPV Infections in Studies with Risk Compensation
Lola Etievant
Studies of HPV vaccine efficacy usually record infections with vaccine targeted and non-targeted strains. Contrary to blinded randomized controlled trials, confounding bias can be…
Hawkes process with a diffusion-driven baseline: long-run behavior, inference, statistical tests
Maya Sadeler Perrin, Anna Bonnet, Charlotte Dion-Blanc +1
Event-driven systems in fields such as neuroscience, social networks, and finance often exhibit dynamics influenced by continuously evolving external covariates. Motivated by these…
Curvature-based rejection sampling
Isabella Costa Maia, Marco Congedo, Pedro L. C. Rodrigues +1
The present work introduces curvature-based rejection sampling (CURS). This is a method for sampling from a general class of probability densities defined on Riemannian manifolds.…
Convergence of optimizers implies eigenvalues filtering at equilibrium
Jerome Bolte, Quoc-Tung Le, Edouard Pauwels
Ample empirical evidence in deep neural network training suggests that a variety of optimizers tend to find nearly global optima. In this article, we adopt the reversed perspective…
Optimal sub-Gaussian variance proxy for 3-mass distributions
Soufiane Atouani, Olivier Marchal, Julyan Arbel
We investigate the problem of characterizing the optimal variance proxy for sub-Gaussian random variables,whose moment-generating function exhibits bounded growth at infinity. We a…
A Martingale approach to continuous Portfolio Optimization under CVaR like constraints
Jérôme Lelong, Véronique Maume-Deschamps, William Thevenot
We study a continuous-time portfolio optimization problem under an explicit constraint on the Deviation Conditional Value-at-Risk (DCVaR), defined as the difference between the CVa…