Publications scientifiques

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Agglomerative joint clustering of metabolic data with spike at zero: A Bayesian perspective
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Biometrical Journal, 58(2), 387–396, 2016 référence BibTeX
Distributed multi-sensor CPHD filter using pairwise gossiping
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2016 IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP), Shanghai, China, 3176–3180, 2016 référence BibTeX
La guerre des étoiles: la significativité statistique pour distinguer le signal du bruit
Risques, 105, 125–130, 2016 référence BibTeX
A characterization of sub-game perfect equilibria for SDEs of mean-field type
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Dynamic Games and Applications, 6(1), 55–81, 2016 référence BibTeX
Realizing the extremes: Estimation of tail-risk measures from a high-frequency perspective
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Journal of Empirical Finance, 36, 86–99, 2016 référence BibTeX
Blackbox and derivative-free optimization: theory, algorithms and applications
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Optimization and Engineering, 17(1), 1–2, 2016 référence BibTeX
A dynamic inequality generation scheme for polynomial programming
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Mathematical Programming, 156(1), 21–57, 2016 référence BibTeX
Exact sparse approximation problems via mixed-integer programming: Formulations and computational performance
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IEEE Transactions on Signal Processing, 64(6), 1405–1419, 2016 référence BibTeX
A cost-effectiveness differential game model for climate agreements
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Dynamic Games and Applications, 6(1), 1–19, 2016 référence BibTeX
A distributed particle filter for bearings-only tracking on spherical surfaces
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IEEE Signal Processing Letters,, 23(3), 326–330, 2016 référence BibTeX