75 citations · 130 across the 14 of their papers we have counts for
17 papers
Distance Rank Score: Unsupervised filter method for feature selection on imbalanced dataset
Katarina Firdova, Céline Labart, Arthur Martel
This paper presents a new filter method for unsupervised feature selection. This method is particularly effective on imbalanced multi-class dataset, as in case of clusters of diffe…
Explainable multi-class anomaly detection on functional data
Mathieu Cura, Katarina Firdova, Céline Labart +1
In this paper we describe an approach for anomaly detection and its explainability in multivariate functional data. The anomaly detection procedure consists of transforming the ser…
Extreme Inundation Statistics on a Composite Beach
Ahmed Abdalazeez, Ira Didenkulova, Denys Dutykh +1
The runup of initial Gaussian narrow-banded and wide-banded wave fields and its statistical characteristics are investigated using direct numerical simulations, based on the nonlin…
Donsker-Type Theorem for BSDEs: Rate of Convergence
Philippe Briand, Christel Geiss, Stefan Geiss +1
In this paper, we study in the Markovian case the rate of convergence in the Wasserstein distance of an approximation of the solution to a BSDE given by a BSDE which is driven by a…
Mean square rate of convergence for random walk approximation of forward-backward SDEs
Christel Geiss, Céline Labart, Antti Luoto
Let (Y, Z) denote the solution to a forward-backward SDE. If one constructs a random walk B n from the underlying Brownian motion B by Skorohod embedding, one can show L 2 converge…
Random walk approximation of BSDEs with H{ö}lder continuous terminal condition
Christel Geiss, Céline Labart, Antti Luoto
In this paper we consider the random walk approximation of the solution of a Markovian BSDE whose terminal condition is a locally H{ö}lder continuous function of the Brownian motio…