28 citations
Counting papers with at most 25 authors, so collaboration author lists do not stand in for the people here.
- Laboratoire de Mathématiques Blaise PascalFR35 papers
- Laboratoire de Mathématiques et Modélisation d'ÉvryFR35 papers
- LAM FoundationUS14 papers
- Centre de Mathématiques Appliquées de l'École polytechniqueFR11 papers
- Centre National de la Recherche ScientifiqueFR11 papers
- École PolytechniqueFR10 papers
- Université d'Évry Val-d'EssonneFR9 papers
- National Research University Higher School of EconomicsRU6 papers
- Université Paris-SaclayFR6 papers
- École Nationale Supérieure d’Informatique pour l’Industrie et l’EntrepriseFR5 papers
- Laboratoire de Probabilités, Statistique et ModélisationFR5 papers
- Chimie de la Matière Condensée de ParisFR4 papers
61 papers
Calder{ó}n splitting and weak solutions for Navier-Stokes equations with initial data in weighted L p spaces
Pierre Gilles Lemarié-Rieusset
We show the existence of global weak solutions of the 3D Navier-Stokes equations with initial velocity in the weighted spaces , using Calder{ó}n splitting L p L 2…
A Microfluidic Platform for Actin-Based Membrane Remodeling Reveals the Stabilizing Role of Branched Actin Networks on Lipid Microdomains
Lixin Huang, Rogério Lopes dos Santos, Sid Labdi +7
Cell shape changes, essential for processes such as motility or division, are controlled by the actomyosin cortex that actively remodels biological membranes. Their mechanisms can…
Nonparametric estimation of the stationary density for Hawkes-diffusion systems with known and unknown intensity
Chiara Amorino, Charlotte Dion-Blanc, Arnaud Gloter +1
We investigate the nonparametric estimation problem of the density , representing the stationary distribution of a two-dimensional system $\left(Z_t\right)_{t \in[0, T]}=\left(X…
Capillary processes in extraterrestrial contexts
Daniel Cordier, Gerard Liger-Belair, David A. Bonhommeau +3
The Earth is no longer the only known celestial body containing one or more liquid phases. The Cassini spacecraft has discovered seas of hydrocarbons at the surface of Titan, while…
Provisions and Economic Capital for Credit Losses
Dorinel Bastide, Stéphane Crépey
Based on supermodularity ordering properties, we show that convex risk measures of credit losses are nondecreasing w.r.t. credit-credit and, in a wrong-way risk setup, credit-marke…
Measuring the bending rigidity of microbial glucolipid (biosurfactant) bioamphiphile self-assembled structures by neutron spin-echo (NSE): interdigitated vesicles, lamellae and fibers
Niki Baccile, Ingo Hoffmann, Vincent Chaleix
Bending rigidity, k, is classically measured for lipid membranes to characterize their nanoscale mechanical properties as a function of composition. Widely employed as a comparativ…
Ms.FPOP: An Exact and Fast Segmentation Algorithm With a Multiscale Penalty
Arnaud Liehrmann, Guillem Rigaill
Given a time series in with a piecewise constant mean and independent noises, we propose an exact dynamic programming algorithm to minimize a least square criterion with a mu…
In situ stimulation of self-assembly tunes the elastic properties of interpenetrated glycolipid-biopolymer biobased hydrogels
Chloé Seyrig, Alexandre Poirier, Thomas Bizien +1
Hydrogels are widespread soft materials, which can serve a wide range of applications. The control over the viscoelastic properties of the gel is of paramount importance. Ongoing e…
Learning 4DVAR inversion directly from observations
Arthur Filoche, Julien Brajard, Anastase Charantonis +1
Variational data assimilation and deep learning share many algorithmic aspects in common. While the former focuses on system state estimation, the latter provides great inductive b…
The rough Hawkes Heston stochastic volatility model
Alessandro Bondi, Sergio Pulido, Simone Scotti
We study an extension of the Heston stochastic volatility model that incorporates rough volatility and jump clustering phenomena. In our model, named the rough Hawkes Heston stocha…
Forces for the Navier-Stokes equations and the Koch and Tataru theorem
P. G. Lemarié-Rieusset
We consider the Cauchy problem for the incompressible Navier--Stokes equations on the whole space , with initial value (as in Koch and Ta…
Existence of optimal controls for stochastic Volterra equations
Andrés Cárdenas, Sergio Pulido, Rafael Serrano
We provide sufficient conditions that guarantee the existence of relaxed optimal controls in the weak formulation of stochastic control problems for stochastic Volterra equations (…
Non Linear Singular Drifts and Fractional Operators
Diego Chamorro, Stéphane Menozzi
We consider parabolic PDEs associated with fractional type operators drifted by non-linear singular first order terms. When the drift enjoys some boundedness properties in appropri…
Heat kernel and gradient estimates for kinetic SDEs with low regularity coefficients
P Chaudru de Raynal, S Menozzi, A Pesce +1
We establish heat kernel and gradient estimates for the density of kinetic degenerate Kolmogorov stochastic differentia equations. Our results are established under somehow minimal…
Federated Expectation Maximization with heterogeneity mitigation and variance reduction
Aymeric Dieuleveut, Gersende Fort, Eric Moulines +1
The Expectation Maximization (EM) algorithm is the default algorithm for inference in latent variable models. As in any other field of machine learning, applications of latent vari…
Parisian times for linear diffusions
Christophe Profeta
We compute the joint distribution of the first times a linear diffusion makes an excursion longer than some given duration above (resp. below) some fixed level. In the literature,…
The perturbed prox-preconditioned spider algorithm: non-asymptotic convergence bounds
Gersende Fort, E Moulines
A novel algorithm named Perturbed Prox-Preconditioned SPIDER (3P-SPIDER) is introduced. It is a stochastic variancereduced proximal-gradient type algorithm built on Stochastic Path…
Convergence Rate of the Euler-Maruyama Scheme Applied to Diffusion Processes with L Q -- L Drift Coefficient and Additive Noise
Benjamin Jourdain, Stéphane Menozzi
We are interested in the time discretization of stochastic differential equations with additive d-dimensional Brownian noise and L q -- L drift coefficient when the condition d…
American options in the Volterra Heston model
Etienne Chevalier, Sergio Pulido, Elizabeth Zúñiga
We price American options using kernel-based approximations of the Volterra Heston model. We choose these approximations because they allow simulation-based techniques for pricing.…
Singular extremals in L^1 optimal control problems: sufficient optimality conditions
Francesca Chittaro, Laura Poggiolini
In this paper we are concerned with generalised L 1-minimisation problems, i.e. Bolza problems involving the absolute value of the control with a control-affine dynamics. We establ…
Heat kernel of supercritical SDEs with unbounded drifts
Stéphane Menozzi, Zhang Xicheng
Let and . Consider the following SDE in :where is a $d…
A Stochastic Path-Integrated Differential EstimatoR Expectation Maximization Algorithm
Gersende Fort, Eric Moulines, Hoi-To Wai
The Expectation Maximization (EM) algorithm is of key importance for inference in latent variable models including mixture of regressors and experts, missing observations. This pap…
Geom-SPIDER-EM: Faster Variance Reduced Stochastic Expectation Maximization for Nonconvex Finite-Sum Optimization
Gersende Fort, Eric Moulines, Hoi-To Wai
The Expectation Maximization (EM) algorithm is a key reference for inference in latent variable models; unfortunately, its computational cost is prohibitive in the large scale lear…
Schauder estimates for degenerate Lévy Ornstein-Ulhenbeck operators
Lorenzo Marino
We establish global Schauder estimates for integro-partial differential equations (IPDE) driven by a possibly degenerate Lévy Ornstein-Uhlenbeck operator, both in the elliptic and…