Publications

2010

• Une interpolation tridimensionnelle entre une structure fractale et un réseau cubique
  
  • Colonna Jean-François
  , 2010. A tridimensional interpolation between a fractal structure and a cubic mesh (Une interpolation tridimensionnelle entre une structure fractale et un réseau cubique)
• Paris-Princeton Lectures on Mathematical Finance 2010
  
  • Cousin Areski
  • Crépey Stéphane
  • Guéant Olivier
  • Hobson David
  • Jeanblanc Monique
  • Lasry Jean-Michel
  • Laurent Jean-Paul
  • Lions Pierre-Louis
  • Tankov Peter
  , 2010, pp.359. The Paris-Princeton Lectures in Financial Mathematics, of which this is the fourth volume, publish cutting-edge research in self-contained, expository articles from outstanding specialists - established or on the rise! The aim is to produce a series of articles that can serve as an introductory reference source for research in the field. The articles are the result of frequent exchanges between the finance and financial mathematics groups in Paris and Princeton. The present volume sets standards with five articles by: 1. Areski Cousin, Monique Jeanblanc and Jean-Paul Laurent, 2. Stéphane Crépey, 3. Olivier Guéant, Jean-Michel Lasry and Pierre-Louis Lions, 4. David Hobson and 5. Peter Tankov. (10.1007/978-3-642-14660-2)
  DOI : 10.1007/978-3-642-14660-2
• Un réseau cubique tridimensionnel défini à l'aide de trois champs tridimensionnels
  
  • Colonna Jean-François
  , 2010. A tridimensional cubic mesh defined by means of three tridimensional fields (Un réseau cubique tridimensionnel défini à l'aide de trois champs tridimensionnels)
• Un ensemble de Mandelbrot dans l'ensemble des pseudo-quaternions (un 'Mandelbulb')
  
  • Colonna Jean-François
  , 2010. A pseudo-quaternionic Mandelbrot set (a 'Mandelbulb') (Un ensemble de Mandelbrot dans l'ensemble des pseudo-quaternions (un 'Mandelbulb'))
• Un ensemble de Mandelbrot dans l'ensemble des pseudo-quaternions (un 'Mandelbulb')
  
  • Colonna Jean-François
  , 2010. A pseudo-quaternionic Mandelbrot set (a 'Mandelbulb') (Un ensemble de Mandelbrot dans l'ensemble des pseudo-quaternions (un 'Mandelbulb'))
• Homogenization of convection-diffusion equation in thin rod structure
  
  • Panasenko Grigory
  • Pankratova Iryna
  • Piatnitski Andrey
  , 2010, pp.279-290.
• HIV with contact-tracing: a case study in Approximate Bayesian Computation
  
  • Blum Michael G B
  • Tran Viet Chi
  Biostatistics, Oxford University Press (OUP), 2010, 11 (4), pp.644-660. Missing data is a recurrent issue in epidemiology where the infection process may be partially observed. Approximate Bayesian Computation, an alternative to data imputation methods such as Markov Chain Monte Carlo integration, is proposed for making inference in epidemiological models. It is a likelihood-free method that relies exclusively on numerical simulations. ABC consists in computing a distance between simulated and observed summary statistics and weighting the simulations according to this distance. We propose an original extension of ABC to path-valued summary statistics, corresponding to the cumulated number of detections as a function of time. For a standard compartmental model with Suceptible, Infectious and Recovered individuals (SIR), we show that the posterior distributions obtained with ABC and MCMC are similar. In a refined SIR model well-suited to the HIV contact-tracing data in Cuba, we perform a comparison between ABC with full and binned detection times. For the Cuban data, we evaluate the efficiency of the detection system and predict the evolution of the HIV-AIDS disease. In particular, the percentage of undetected infectious individuals is found to be of the order of $40\%$. (10.1093/biostatistics/kxq022)
  DOI : 10.1093/biostatistics/kxq022
• Computing material fronts with a Lagrange-Projection approach
  
  • Chalons Christophe
  • Coquel Frédéric
  , 2010. This paper reports investigations on the computation of material fronts in multi-fluid models using a Lagrange-Projection approach. Various forms of the Projection step are considered. Particular attention is paid to minimization of conservation errors.
• Low rank Multivariate regression
  
  • Giraud Christophe
  , 2010. We consider in this paper the multivariate regression problem, when the target regression matrix $A$ is close to a low rank matrix. Our primary interest in on the practical case where the variance of the noise is unknown. Our main contribution is to propose in this setting a criterion to select among a family of low rank estimators and prove a non-asymptotic oracle inequality for the resulting estimator. We also investigate the easier case where the variance of the noise is known and outline that the penalties appearing in our criterions are minimal (in some sense). These penalties involve the expected value of the Ky-Fan quasi-norm of some random matrices. These quantities can be evaluated easily in practice and upper-bounds can be derived from recent results in random matrix theory.
• Structure fractale tridimensionnelle
  
  • Colonna Jean-François
  , 2010. Tridimensional fractal structure (Structure fractale tridimensionnelle)
• Structure fractale tridimensionnelle
  
  • Colonna Jean-François
  , 2010. Tridimensional fractal structure (Structure fractale tridimensionnelle)
• Structure fractale tridimensionnelle
  
  • Colonna Jean-François
  , 2010. Tridimensional fractal structure (Structure fractale tridimensionnelle)
• Structure fractale tridimensionnelle
  
  • Colonna Jean-François
  , 2010. Tridimensional fractal structure (Structure fractale tridimensionnelle)
• Structure fractale tridimensionnelle
  
  • Colonna Jean-François
  , 2010. Tridimensional fractal structure (Structure fractale tridimensionnelle)
• Agrandissement d'un ensemble de Mandelbrot dans l'ensemble des pseudo-quaternions (un 'Mandelbulb')
  
  • Colonna Jean-François
  , 2010. Close-up on a pseudo-quaternionic Mandelbrot set (a 'Mandelbulb') (Agrandissement d'un ensemble de Mandelbrot dans l'ensemble des pseudo-quaternions (un 'Mandelbulb'))
• Agrandissement d'un ensemble de Mandelbrot dans l'ensemble des pseudo-quaternions (un 'Mandelbulb')
  
  • Colonna Jean-François
  , 2010. Close-up on a pseudo-quaternionic Mandelbrot set (a 'Mandelbulb') (Agrandissement d'un ensemble de Mandelbrot dans l'ensemble des pseudo-quaternions (un 'Mandelbulb'))
• Les monstres de la mare aux nénuphars
  
  • Colonna Jean-François
  , 2010. The monsters of the lily pond (Les monstres de la mare aux nénuphars)
• Agrandissement d'un ensemble de Mandelbrot dans l'ensemble des pseudo-quaternions (un 'Mandelbulb')
  
  • Colonna Jean-François
  , 2010. Close-up on a pseudo-quaternionic Mandelbrot set (a 'Mandelbulb') (Agrandissement d'un ensemble de Mandelbrot dans l'ensemble des pseudo-quaternions (un 'Mandelbulb'))
• Agrandissement d'un ensemble de Mandelbrot dans l'ensemble des pseudo-quaternions (un 'Mandelbulb')
  
  • Colonna Jean-François
  , 2010. Close-up on a pseudo-quaternionic Mandelbrot set (a 'Mandelbulb') (Agrandissement d'un ensemble de Mandelbrot dans l'ensemble des pseudo-quaternions (un 'Mandelbulb'))
• Agrandissement d'un ensemble de Mandelbrot dans l'ensemble des pseudo-quaternions (un 'Mandelbulb')
  
  • Colonna Jean-François
  , 2010. Close-up on a pseudo-quaternionic Mandelbrot set (a 'Mandelbulb') (Agrandissement d'un ensemble de Mandelbrot dans l'ensemble des pseudo-quaternions (un 'Mandelbulb'))
• Agrandissement d'un ensemble de Mandelbrot dans l'ensemble des pseudo-quaternions (un 'Mandelbulb')
  
  • Colonna Jean-François
  , 2010. Close-up on a pseudo-quaternionic Mandelbrot set (a 'Mandelbulb') (Agrandissement d'un ensemble de Mandelbrot dans l'ensemble des pseudo-quaternions (un 'Mandelbulb'))
• Agrandissement d'un ensemble de Mandelbrot dans l'ensemble des pseudo-quaternions (un 'Mandelbulb')
  
  • Colonna Jean-François
  , 2010. Close-up on a pseudo-quaternionic Mandelbrot set (a 'Mandelbulb') (Agrandissement d'un ensemble de Mandelbrot dans l'ensemble des pseudo-quaternions (un 'Mandelbulb'))
• Agrandissement d'un ensemble de Mandelbrot dans l'ensemble des pseudo-quaternions (un 'Mandelbulb')
  
  • Colonna Jean-François
  , 2010. Close-up on a pseudo-quaternionic Mandelbrot set (a 'Mandelbulb') (Agrandissement d'un ensemble de Mandelbrot dans l'ensemble des pseudo-quaternions (un 'Mandelbulb'))
• Agrandissement d'un ensemble de Mandelbrot dans l'ensemble des pseudo-quaternions (un 'Mandelbulb')
  
  • Colonna Jean-François
  , 2010. Close-up on a pseudo-quaternionic Mandelbrot set (a 'Mandelbulb') (Agrandissement d'un ensemble de Mandelbrot dans l'ensemble des pseudo-quaternions (un 'Mandelbulb'))
• Agrandissement d'un ensemble de Mandelbrot dans l'ensemble des pseudo-quaternions (un 'Mandelbulb')
  
  • Colonna Jean-François
  , 2010. Close-up on a pseudo-quaternionic Mandelbrot set (a 'Mandelbulb') (Agrandissement d'un ensemble de Mandelbrot dans l'ensemble des pseudo-quaternions (un 'Mandelbulb'))