| Publication | Date of Publication | Type |
|---|
Markov decision processes: on the convergence of the Monte-Carlo first-visit algorithm
SIAM Journal on Control and Optimization | 2026-06-04 | Paper |
Rate of estimation for the stationary distribution of stochastic damping Hamiltonian systems with continuous observations
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2022-10-11 | Paper |
Rate of estimation for the stationary distribution of stochastic damping Hamiltonian systems with continuous observations
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2022-10-11 | Paper |
Estimating minimum effect with outlier selection
The Annals of Statistics | 2021-03-11 | Paper |
Estimating minimum effect with outlier selection
The Annals of Statistics | 2021-03-11 | Paper |
On principal curves with a length constraint
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2021-02-15 | Paper |
On principal curves with a length constraint
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2021-02-15 | Paper |
| Estimation via length-constrained generalized empirical principal curves under small noise | 2019-11-15 | Paper |
On Monte-Carlo tree search for deterministic games with alternate moves and complete information
ESAIM: Probability and Statistics | 2019-07-11 | Paper |
A note on dynamical models on random graphs and Fokker-Planck equations
Journal of Statistical Physics | 2017-04-20 | Paper |
On the Kozachenko-Leonenko entropy estimator
Journal of Statistical Planning and Inference | 2017-02-28 | Paper |
Statistical inference versus mean field limit for Hawkes processes
Electronic Journal of Statistics | 2016-05-20 | Paper |
Statistical inference versus mean field limit for Hawkes processes
Electronic Journal of Statistics | 2016-05-20 | Paper |
Hawkes processes on large networks
The Annals of Applied Probability | 2016-03-11 | Paper |
On empirical distribution function of high-dimensional Gaussian vector components with an application to multiple testing
Bernoulli | 2016-02-22 | Paper |
On empirical distribution function of high-dimensional Gaussian vector components with an application to multiple testing
Bernoulli | 2016-02-22 | Paper |
New procedures controlling the false discovery proportion via Romano-Wolf's heuristic
The Annals of Statistics | 2015-07-06 | Paper |
New procedures controlling the false discovery proportion via Romano-Wolf's heuristic
The Annals of Statistics | 2015-07-06 | Paper |
Asymptotic lower bounds in estimating jumps
Bernoulli | 2014-08-08 | Paper |
Asymptotic lower bounds in estimating jumps
Bernoulli | 2014-08-08 | Paper |
Some limit theorems for Hawkes processes and application to financial statistics
Stochastic Processes and their Applications | 2014-04-28 | Paper |
An infinite dimensional convolution theorem with applications to the efficient estimation of the integrated volatility
Stochastic Processes and their Applications | 2014-04-28 | Paper |
Estimating the efficient price from the order flow: a Brownian Cox process approach
Stochastic Processes and their Applications | 2014-04-28 | Paper |
Testing over a continuum of null hypotheses with false discovery rate control
Bernoulli | 2014-04-10 | Paper |
Testing over a continuum of null hypotheses with false discovery rate control
Bernoulli | 2014-04-10 | Paper |
| High dimensional Hawkes processes | 2014-03-23 | Paper |
Modelling microstructure noise with mutually exciting point processes
Quantitative Finance | 2014-02-08 | Paper |
Testing the finiteness of the support of a distribution: a statistical look at Tsirelson's equation
Electronic Communications in Probability | 2012-10-23 | Paper |
Nonparametric regression with martingale increment errors
Stochastic Processes and their Applications | 2011-11-10 | Paper |
On the false discovery proportion convergence under Gaussian equi-correlation
Statistics & Probability Letters | 2011-01-14 | Paper |
Quantization of probability distributions under norm-based distortion measures. II: Self-similar distributions
Journal of Mathematical Analysis and Applications | 2006-05-16 | Paper |
Quantization of probability distributions under norm-based distortion measures
Statistics & Decisions | 2005-07-01 | Paper |
Local Distortion and<i>μ</i>-Mass of the Cells of One Dimensional Asymptotically Optimal Quantizers
Communications in Statistics: Theory and Methods | 2005-01-14 | Paper |
The Pinsker bound in mixed Gaussian white noise
Mathematical Methods of Statistics | 2003-02-10 | Paper |
Asymptotic equivalence for a null recurrent diffusion
Bernoulli | 2002-01-01 | Paper |
A central limit theorem for normalized functions of the increments of a diffusion process, in the presence of round-off errors
Bernoulli | 1998-03-02 | Paper |
