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tel-01620815v2  Theses
Nicolas Keriven. Sketching for large-scale learning of mixture models
Machine Learning [stat.ML]. Université Rennes 1, 2017. English. ⟨NNT : 2017REN1S055⟩
hal-01357028v1  Journal articles
Vivek BorkarLaurent Miclo. On the fastest finite Markov processes
Journal of Mathematical Analysis and Applications, Elsevier, 2020, 481 (2), 43 p
hal-00798528v1  Book sections
Antonio GalvesEva Loecherbach. Stochastic chains with memory of variable length
Festschrift in honour of the 75th birthday of Jorma Rissanen, International Statistical Review, pp.329-463, 2008
hal-00712140v1  Journal articles
Sylvain DurandDominique Schneider. Random ergodic theorems and regularizing random weights
Ergodic Theory and Dynamical Systems, Cambridge University Press (CUP), 2004, 23, pp.1059-1092
hal-00633327v1  Journal articles
M.-C. QuenezM. KobylanskiE. Rouy-Mironescu. Optimal multiple stopping time problem
Annals of Applied Probability, Institute of Mathematical Statistics (IMS), 2011, 21 (4), pp.1365-1399. ⟨10.1214/10-AAP727⟩
hal-00409861v4  Journal articles
Benjamin JourdainMohamed Sbai. High order discretization schemes for stochastic volatility models
The Journal of Computational Finance, Incisive Media, 2013, 17 (2), pp.113-165. ⟨10.21314/JCF.2013.262⟩
hal-00633707v1  Journal articles
José TrashorrasOlivier Wintenberger. Large deviations for bootstrapped empirical measures
Bernoulli, Bernoulli Society for Mathematical Statistics and Probability, 2014, pp.10.3150/13-BEJ544
hal-00714224v1  Journal articles
Paul GassiatH. PhamI. Kharroubi. Time discretization and quantization methods for optimal multiple switching problem
Stochastic Processes and their Applications, Elsevier, 2012, 122 (5), pp.2019-2052. ⟨10.1016/⟩
hal-03572916v1  Journal articles
Ricardo LimaAntonio ConejoLoïc GiraldiOlivier Le MaitreIbrahim Hoteit et al.  Risk-Averse Stochastic Programming vs. Adaptive Robust Optimization: A Virtual Power Plant Application
INFORMS Journal on Computing, Institute for Operations Research and the Management Sciences (INFORMS), In press, ⟨10.1287/ijoc.2022.1157⟩
hal-03333707v1  Journal articles
Amirali HannaniStefano Olla. A stochastic thermalization of the Discrete Nonlinear Schrödinger Equation
Stochastics and Partial Differential Equations: Analysis and Computations, Springer US, In press, ⟨10.1007/s40072-022-00263-9⟩
hal-02400076v1  Journal articles
Jean-Francois BonyNicolás EspinozaGeorgi Raikov. Spectral Properties of 2D Pauli Operators with Almost-Periodic Electromagnetic Fields
Publications of the Research Institute for Mathematical Sciences, European Mathematical Society, 2019, 55 (3), pp.453-487. ⟨10.4171/PRIMS/55-3-1⟩
hal-03179763v1  Journal articles
Francis CometsGregorio MorenoAlejandro Ramí Rez. Random polymers on the complete graph
Bernoulli, Bernoulli Society for Mathematical Statistics and Probability, 2019, 25 (1), ⟨10.3150/17-BEJ1002⟩