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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Variable selection for unsupervised high-dimensional classification.

Classification non supervisée, Clustering, Critère de sélection de modèle non asymptotique, Data-driven non-asymptotic model selection criterion, Finite Gaussian mixture models, Grande dimension, High dimension, Inégalités oracle, L1-regularization, Lasso, Modèles de mélange gaussien, Oracle inequalities, Régularisation l1, Sélection de variables, Variable selection

Large-Margin Metric Learning for Constrained Partitioning Problems.

Change-point detection, Clustering, Image Segmentation, Machine Learning, Metric Learning

On unsupervised learning in high dimension.

Aggregation, Agr?gation, Clustering, Density estimation, Estimation de densit?, Gaussian mixtures, Grande dimension, High dimension, M?lange de gaussiennes

On clustering procedures and nonparametric mixture estimation.

Clustering, Mixture models, Nonparametric estimation

Communicating aircraft structure for solving black-box loss on ocean crash.

Aircraft black-box, Clustering, Storage protocols, Systematic-Reed-Solomon, Wireless Sensors Networks

Multivariate Hawkes process for cyber insurance.

Clustering, Cyber risk, Data breaches, Hawkes process, Prediction and uncertainty

Multivariate Hawkes process for cyber insurance.

Clustering, Cyber risk, Data breaches, Hawkes process, Prediction and uncertainty

Contribution to the study of prevention in health insurance.

Assurance santé, Classification, Clustering, Data Science, Data science, Health insurance, Prevention, Prévention, Psychiatrie, Psychiatry, Risk theory, Théorie du risque

denoiseR: A Package for Low Rank Matrix Estimation.

Bootstrap, Clustering, Correspondence analysis, Count data, Low-rank matrix estimation, Matrix completion, Missing values, SURE, Singular values shrinkage

Modeling the dependency between pre-extremes.

Archimax copulas, Clustering, Copulas, Copules, Copules Archimax, Dependence modeling, Empirical processes, Extremes, Extrêmes, Inférence semiparametrique, Modélisation de la dépendence, Processus empiriques, Semi parametric inference

Learning structures in extreme values in high dimension.

Apprentissage non-supervisé, Clustering, Dimension reduction, Extreme value theory, Réduction de dimension, Théorie des valeurs extrêmes, Unsupervised learning

A clusterwise supervised learning procedure based on aggregation of distances.

62P30, 68T05, 68U99, 68U99 1, Aggregation, Bregman divergences, Classification, Clustering, Kernel 2010 Mathematics Subject Classification 62J99, Kernel 22 2010 Mathematics Subject Classification 62J99, Re- 21 gression, Re- gression