688 citations
- Université Paris Dauphine-PSLFR48 papers
- Centre National de la Recherche ScientifiqueFR29 papers
- Centre de Recherche en Économie et StatistiqueFR10 papers
- Université Paris CitéFR9 papers
- Laboratoire de Mathématiques Blaise PascalFR7 papers
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- Georgia Institute of TechnologyUS5 papers
- Analyse, Géométrie et ModélisationFR4 papers
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- Institut Montpelliérain Alexander GrothendieckFR4 papers
27 papers · 1 filter
Asymptotic Properties of Optimal Trajectories in Dynamic Programming
Sylvain Sorin, Xavier Venel, Guillaume Vigeral
We prove in a dynamic programming framework that uniform convergence of the finite horizon values implies that asymptotically the average accumulated payoff is constant on optimal…
A functional limit convergence towards brownian excursion
Julien Sohier
We consider a random walk in the domain of attraction of a standard normal law , \textit{ie} there exists a positive sequence such that converges in law towa…
About existence, symmetry and symmetry breaking for extremal functions of some interpolation functional inequalities
Jean Dolbeault, Maria J. Esteban
This article is devoted to a review of some recent results on existence, symmetry and symmetry breaking of optimal functions for Caffarelli-Kohn-Nirenberg (CKN) and weighted logari…
Moments of the Gaussian Chaos
Joseph Lehec
This paper deals with Latała's estimation of the moments of Gaussian chaoses. It is shown that his argument can be simplified significantly using Talagrand's generic chaining.
On the Yao-Yao partition theorem
Joseph Lehec
The Yao-Yao partition theorem states that given a probability measure on an affine space of dimension n having a density which is continuous and bounded away from 0, it is possible…
Discussions on "Riemann manifold Langevin and Hamiltonian Monte Carlo methods"
Simon Barthelme, Magali Beffy, Nicolas Chopin +5
This is a collection of discussions of `Riemann manifold Langevin and Hamiltonian Monte Carlo methods" by Girolami and Calderhead, to appear in the Journal of the Royal Statistical…