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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Hamilton-Jacobi Equations on Networks as Limits of Singularly Perturbed Problems in Optimal Control: Dimension Reduction.

Dimension reduction, Graphs, Hamilton-Jacobi equations, Networks, Optimal control, Singular perturbation, Viscosity solutions

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

Single index regression models in the presence of censoring depending on the covariates.

Curse-of-dimensionality, Dimension reduction, Multivariate distribution, Right censoring, Semiparametric regression, Survival analysis

Some contributions to the estimation of models defined by conditional estimating equations.

Analyse de Survie, Bootstrap, Censoring, Conditional moment equations, Dimension reduction, Direction révélatrice unique, Données censurées, Equations de moments conditionnels, Fonctionnelles de Kaplan-Meier, Iterative methods, Kaplan-Meier functionals, Kernel smoothing, Lissage par noyau, Modèles de régression, Méthodes itératives, Penalized regression, Regression models, Réduction de la dimension, Régression pénalisée, Rééchantillonnage, Single-Index assumptions, Survival analysis, U-Statistics, U-Statistiques

Multiple Correspondence Analysis & the Multilogit Bilinear Model.

Contingency table, Correspondence analysis, Dimension reduction, Latent-space models, Low-rank approximation, Nominal data

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