3 papers
math.ST2023
Local differential privacy in survival analysis using private failure indicators
Egea Maxime, Escobar-Bach Mikael
We consider the estimation of the cumulative hazard function, and equivalently the distribution function, with censored data under a setup that preserves the privacy of the surviva…
math.NA2023
(Non)-penalized Multilevel methods for non-uniformly log-concave distributions
Maxime Egéa
We study and develop multilevel methods for the numerical approximation of a log-concave probability on , based on (over-damped) Langevin diffusion. In the contin…
math.NA2021
Multilevel-Langevin pathwise average for Gibbs approximation
Maxime Egéa, Fabien Panloup
We propose and study a new multilevel method for the numerical approximation of a Gibbs distribution on , based on (overdamped) Langevin diffusions. This method i…