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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Sparse coding for machine learning, image processing and computer vision.

Apprentissage statistique, Convex optimization, Dictionary learning, Image denoising, Images features, Représentation parcimonieuse, Sparse coding, Sparsity, Traitement d'image

Stochastic approximation and least-squares regression, with applications to machine learning.

Acceleration, Accélération, Algorithme dual moyenné, Apprentissage de permutation, Approximation stochastique, Averaging, Contraintes de forme, Convex optimization, Convex relaxation, Descente miroire, Discriminative clustering, Dual averaging, Estimation minimax, Gradient stochastique, Least-squares regression, Minimax estimation, Mirror descent, Moyennage, Optimisation convexe, Parcimonie, Partionnement discriminatif, Permutation learning, Relaxation convexe, Régression par moindres carrés, Shape constraints, Sparsity, Statistical seriation, Stochastic approximation, Stochastic gradient, Sériation statistique

Sparse and low-rank multivariate Hawkes processes.

Data-driven concentration, Hawkes processes, Low-Rank, Random matrices, Sparsity

Statistical inference of Ornstein-Uhlenbeck processes : generation of stochastic graphs, sparsity, applications in finance.

Donn?es financi?res, Evolving networks, Financial data, Inf?rence statistique, Processus stochastiques, R?seaux ?volutifs, Sparsit?, Sparsity, Statistical inference, Stochastic processes

Model Consistency of Partly Smooth Regularizers.

Convexity, Inverse problem, Low-rank, Partial smoothness, Sensitivity analysis, Sparsity

Nonparametric estimation of conditional densities: high dimensionality, parsimony and gluttonous algorithms.

Algorithmes gloutons, Conditional density, Densité conditionnelle, Estimateurs à noyau, Estimation non paramétrique, Grande dimension, Greedy algorithms, High dimension, Kernel density estimators, Nonparametric estimation, Parcimonie, Sparsity

The dictionary approach for spherical deconvolution.

Calibration, Density deconvolution, Dictionary, Lasso estimate, Oracle inequalities, Second generation wavelets, Sparsity

Adaptive greedy algorithm for moderately large dimensions in kernel conditional density estimation.

Conditional density, Greedy algorithm, High dimension, Kernel density estima- tors, Minimax rates, Nonparametric inference, Sparsity

The dictionary approach for spherical deconvolution.

Calibration, Density deconvolution, Dictionary, Lasso estimate, Oracle inequalities, Second generation wavelets, Sparsity

Sparse single-index model.

MCMC, Nonparametric statistics, Oracle inequalities, PAC-Bayesian inequalities, Single-index model, Sparsity

Stochastic approximation and least-squares regression, with applications to machine learning.

Acceleration, Algorithme dual moyenné, Apprentissage de permutation, Approximation stochastique, Averaging, Contraintes de forme, Convex optimization, Convex relaxation, Descente miroire, Discriminative clustering, Dual averaging, Estimation minimax, Gradient stochastique, Least-squares regression, Minimax estimation, Mirror descent, Moyennage, Optimisation convexe, Parcimonie, Partionnement discriminatif, Permutation learning, Relaxation convexe, Régression par moindres carrés, Shape constraints, Sparsity, Statistical seriation, Stochastic approximation, Stochastic gradient, Sériation statistique

Exporters’ product vectors across markets.

Fickleness, Multi-product multi-country firms, Product vectors, Sparsity, Stability