425 citations
- École PolytechniqueFR256 papers
- Centre National de la Recherche ScientifiqueFR59 papers
- Laboratoire de Probabilités et Modèles AléatoiresFR15 papers
- Laboratoire de Mathématiques Blaise PascalFR14 papers
- Centre de Recherche en Mathématiques de la DécisionFR12 papers
- Institut national de recherche en sciences et technologies du numériqueFR12 papers
- Université Paris NanterreFR12 papers
- Université Paris-SaclayFR11 papers
- Laboratoire Analyse et Modélisation pour la Biologie et l'EnvironnementFR10 papers
- Centre Inria de SaclayFR9 papers
- Institut Universitaire de FranceFR9 papers
- Laboratoire de Probabilités, Statistique et ModélisationFR9 papers
7 papers · 1 filter
Efficient Bayesian computation by proximal Markov chain Monte Carlo: when Langevin meets Moreau
Alain Durmus, Eric Moulines, Marcelo Pereyra
Modern imaging methods rely strongly on Bayesian inference techniques to solve challenging imaging problems. Currently, the predominant Bayesian computation approach is convex opti…
Local Decay for Weak Interactions with Massless Particles
Jean-Marie Barbaroux, Jérémy Faupin, Jean-Claude Guillot
We consider a mathematical model for the weak decay of the intermediate boson into neutrinos and antineutrinos. We prove that the total Hamiltonian has a unique ground state…
Portfolio Benchmarking under Drawdown Constraint and Stochastic Sharpe Ratio
Ankush Agarwal, Ronnie Sircar
We consider an investor who seeks to maximize her expected utility derived from her terminal wealth relative to the maximum performance achieved over a fixed time horizon, and unde…
An Adaptive Test of Independence with Analytic Kernel Embeddings
Wittawat Jitkrittum, Zoltan Szabo, Arthur Gretton
A new computationally efficient dependence measure, and an adaptive statistical test of independence, are proposed. The dependence measure is the difference between analytic embedd…
Gaussian approximations for chemostat models in finite and infinite dimensions
Bertrand Cloez, Coralie Fritsch
In a chemostat, bacteria live in a growth container of constant volume in which liquid is injected continuously. Recently, Campillo and Fritsch introduced a mass-structured individ…
Homogenization of Stokes System using Bloch Waves
Grégoire Allaire, Tuhin Ghosh, Muthusamy Vanninathan
In this work, we study the Bloch wave homogenization for the Stokes system with periodic viscosity coefficient. In particular, we obtain the spectral interpretation of the homogeni…