output
20042026
most citedA regression-based Monte Carlo method to solve backward stochastic differential equations

425 citations

researchers with a paper here

Counting papers with at most 25 authors, so collaboration author lists do not stand in for the people here.

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Showing 2022 · stat.MLShow all

4 papers · 2 filters

stat.ML2022★ 2 cited

Bayesian sequential design of computer experiments for quantile set inversion

Romain Ait Abdelmalek-Lomenech, Julien Bect, Vincent Chabridon +1

We consider an unknown multivariate function representing a system-such as a complex numerical simulator-taking both deterministic and uncertain inputs. Our objective is to estimat…

stat.ML2022

Simultaneous off-the-grid learning of mixtures issued from a continuous dictionary

Cristina Butucea, Jean-François Delmas, Anne Dutfoy +1

In this paper we observe a set, possibly a continuum, of signals corrupted by noise. Each signal is a finite mixture of an unknown number of features belonging to a continuous dict…

stat.ML2022★ 3 cited

Off-the-grid learning of mixtures from a continuous dictionary

Cristina Butucea, Jean-François Delmas, Anne Dutfoy +1

We consider a general non-linear model where the signal is a finite mixture of an unknown, possibly increasing, number of features issued from a continuous dictionary parameterized…

stat.ML2022★ 17 cited

Adaptive Conformal Predictions for Time Series

Margaux Zaffran, Aymeric Dieuleveut, Olivier Féron +2

Uncertainty quantification of predictive models is crucial in decision-making problems. Conformal prediction is a general and theoretically sound answer. However, it requires excha…