3 papers
math.ST2024
Decompounding with unknown noise through several independents channels
Guillaume Garnier
In this article, we consider two different statistical models. First, we focus on the estimation of the jump intensity of a compound Poisson process in the presence of unknown nois…
math.NA2024
A Dynamical Neural Galerkin Scheme for Filtering Problems
Joubine Aghili, Joy Zialesi Atokple, Marie Billaud-Friess +3
This paper considers the filtering problem which consists in reconstructing the state of a dynamical system with partial observations coming from sensor measurements, and the knowl…
math.OC2021
Percolation games
Guillaume Garnier, Bruno Ziliotto
This paper introduces a discrete-time stochastic game class on , which plays the role of a toy model for the well-known problem of stochastic homogenization of Hamilt…