48 citations · 74 across the 10 of their papers we have counts for
3 papers · 1 filter
Non asymptotic controls on a recursive superquantile approximation
Manon Costa, Sébastien Gadat
In this work, we study a new recursive stochastic algorithm for the joint estimation of quantile and superquantile of an unknown distribution. The novelty of this algorithm is to u…
Stochastic approximation algorithms for superquantiles estimation
Bernard Bercu, Manon Costa, Sébastien Gadat
This paper is devoted to two different two-time-scale stochastic approximation algorithms for superquantile estimation. We shall investigate the asymptotic behavior of a Robbins-Mo…
Survival criterion for a population subject to selection and mutations ; Application to temporally piecewise constant environments
Manon Costa, Christèle Etchegaray, Sepideh Mirrahimi
We study a parabolic Lotka-Volterra type equation that describes the evolution of a population structured by a phenotypic trait, under the effects of mutations and competition for…