Patrimony

The Louis Bachelier Group's patrimony has been defined as all the publications produced by academic researchers thanks to Group funding (ILB, FdR, IEF, Labex) or via the use of EquipEx data (BEDOFIH, EUROFIDAI).


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Intermittent process analysis with scattering moments.

62M10 Time series, Auto-correlation, Image analysis, Random fields, Regression, Spectral analysis

Aggregation methods: optimality and fast speeds.

Adaptation, Classification, Estimatation non-paramétrique, Estimation de densité, Inégalités d'oracle, Optimalité, Réduction de dimension, Régression, Vitesses minimax

Aggregation procedures: optimality and fast rates.

Adaptation, Classification, Density estimation, Dimension reduction, Estimation de densité, Estimation non-paramétrique, Inégalités d'oracle, Minimax rates of convergence, Non-parametric estimation, Optimality, Optimalité, Oracle inequalities, Réduction de dimension, Régression, Vitesses minimax

STochastic OPTimization library in C++.

Branching Monte Carlo, C++ library, Dynamic programming, Regression, SDDP algorithm, Semi Lagrangian methods

Testing for the significance of functional covariates in regression models.

Functional data, Goodness-of-fit test, Regression, U−statistics

Uniformly randomized forests and detection of social contribution irregularities.

Apprentissage automatique, Apprentissage statistique, Classification, Cotisations sociales, Decision trees, Ensemble learning, Forêts uniformément aléatoires, Fraud, Fraude, Irregularities, Irrégularités, Machine learning, Random uniform forests, Regression, Régression, Social contributions, URSSAF d'Île-de-France, URSSAF of Île-de-France

Gene expression modeling from DNA sequence data.

Arbre de régression, Cancer, Lasso, Régression, Régulation de l'expression des gènes

Numerical Computations for Backward Doubly Stochastic Differential Equations and Nonlinear Stochastic PDEs.

Algorithme de Hastings- Metropolis, Backward Doubly Stochastic Differential Equations, Chaînes dee Markov, Equations aux dérivées partielles stochastiques nonlinéaires, Equations différentielles doublement stochastiques rétrogrades, Generalized Backward Doubly Stochastic Differential Equations, Hastings-Metropolis algorithm, Interacting particle systems, Markov chains, Monte-Carlo simulations, Projections, Quasilinear Stochastic PDEs, Régression, Semilinear Stochastic PDEs, Simulations de Monte-Carlo, Système de particules en intéraction

Norms of conceptual familiarity for 3,596 French nouns and their contribution in lexical decision.

Conceptual familiarity, Lexical decision, Norms, Regression

Visual and auditory perceptual strength norms for 3,596 French nouns and their relationship with other psycholinguistic variables.

Norms, Perceptual strength, Psycholinguistic variables, Regression

Optimal rates for spectral algorithms with least-squares regression over Hilbert spaces.

Learning theory, Regression, Regularization scheme, Reproducing kernel Hilbert space, Sampling operator