activity
20102025
most citedScaling limits for Hawkes processes and application to financial statistics

57 citations · 174 across the 20 of their papers we have counts for

collaborators

22 papers

cs.LG2025

Conditional Distribution Quantization in Machine Learning

Blaise Delattre, Sylvain Delattre, Alexandre Vérine +1

Conditional expectation \mathbb{E}(Y \mid X) often fails to capture the complexity of multimodal conditional distributions \mathcal{L}(Y \mid X). To address this, we propose using…

math.PR2025

Markov decision processes: on the convergence of the Monte-Carlo first visit algorithm

Sylvain Delattre, Nicolas Fournier

We consider the Monte-Carlo first visit algorithm, of which the goal is to find the optimal control in a Markov decision process with finite state space and finite number of possib…

math.ST2020

Rate of Estimation for the Stationary Distribution of Stochastic Damping Hamiltonian Systems with Continuous Observations

Sylvain Delattre, Arnaud Gloter, Nakahiro Yoshida

We study the problem of the non-parametric estimation for the density of the stationary distribution of a stochastic two-dimensional damping Hamiltonian system $(Z_t)_{t\in[0,T…

math.ST2019★ 1 cited

Estimation via length-constrained generalized empirical principal curves under small noise

Sylvain Delattre, Aurélie Fischer

In this paper, we propose a method to build a sequence of generalized empirical principal curves, with selected length, so that, in Hausdor distance, the images of the estimating p…

math.ST2018

Estimating minimum effect with outlier selection

Alexandra Carpentier, Sylvain Delattre, Etienne Roquain +1

We introduce one-sided versions of Huber's contamination model, in which corrupted samples tend to take larger values than uncorrupted ones. Two intertwined problems are addressed:…

math.PR2017

On principal curves with a length constraint

Sylvain Delattre, Aurélie Fischer

Principal curves are defined as parametric curves passing through the "middle" of a probability distribution in R^d. In addition to the original definition based on self-consistenc…