Publications

2016

• First- and Second-Order Statistics Characterization of Hawkes Processes and Non-Parametric Estimation
  
  • Bacry Emmanuel
  • Muzy Jean-François
  IEEE Transactions on Information Theory, Institute of Electrical and Electronics Engineers, 2016, 62 (4), pp.2184-2202. no abstract (10.1109/TIT.2016.2533397)
  DOI : 10.1109/TIT.2016.2533397
• Maximizing concave piecewise affine functions on the unitary group
  
  • Gaubert Stephane
  • Qu Zheng
  • Sridharan Srinivas
  Optimization Letters, Springer Verlag, 2016, 10 (4), pp.655-665. We show that a convex relaxation, introduced by Sridharan, McEneaney, Gu and James to approximate the value function of an optimal control problem arising from quantum gate synthesis, is exact. This relaxation applies to the maximization of a class of concave piecewise affine functions over the unitary group (10.1007/s11590-015-0951-y)
  DOI : 10.1007/s11590-015-0951-y
• Les spectrahèdres tropicaux et leur relation aux jeux stochastiques
  
  • Skomra Mateusz
  , 2016.
• Legendre Transform and Applications to Finite and Infinite Optimization
  
  • Hermosilla Cristopher
  Set-Valued and Variational Analysis, Springer, 2016. We investigate convex constrained nonlinear optimization problems and optimal control with convex state constraints in the light of the so-called Legendre transform. We use this change of coordinate to propose a gradient-like algorithm for mathematical programs, which can be seen as a search method along geodesics. We also use the Legendre transform to study the value function of a state constrained Mayer problem and we show that it can be characterized as the unique viscosity solution of the Hamilton-Jacobi-Bellman equation. (10.1007/s11228-016-0368-5)
  DOI : 10.1007/s11228-016-0368-5
• Une approche opérateur accrétif pour les jeux stochastiques avec critère ergodique
  
  • Hochart Antoine
  , 2016.
• On the L<inf>P</inf>-convergence of a Girsanov theorem based particle filter
  
  • Särkkä Simo
  • Moulines Éric
  , 2016, pp.3989 - 3993. We analyze the L p-convergence of a previously proposed Girsanov theorem based particle filter for discretely observed stochastic differential equation (SDE) models. We prove the convergence of the algorithm with the number of particles tending to infinity by requiring a moment condition and a step-wise initial condition boundedness for the stochastic exponential process giving the likelihood ratio of the SDEs. The practical implications of the condition are illustrated with an Ornstein–Uhlenbeck model and with a non-linear Bene˘ s model. (10.1109/ICASSP.2016.7472426)
  DOI : 10.1109/ICASSP.2016.7472426
• D-FW: Communication efficient distributed algorithms for high-dimensional sparse optimization
  
  • Lafond Jean
  • Wai Hoi-To
  • Moulines Éric
  , 2016, pp.4144 - 4148. We propose distributed algorithms for high-dimensional sparse optimization. In many applications, the parameter is sparse but high-dimensional. This is pathological for existing distributed algorithms as the latter require an information exchange stage involving transmission of the full parameter, which may not be sparse during the intermediate steps of optimization. The novelty of this work is to develop communication efficient algorithms using the stochastic Frank-Wolfe (sFW) algorithm, where the gradient computation is inexact but controllable. For star network topology, we propose an algorithm with low communication cost and establishes its convergence. The proposed algorithm is then extended to perform decentralized optimization on general network topology. Numerical experiments are conducted to verify our findings. (10.1109/ICASSP.2016.7472457)
  DOI : 10.1109/ICASSP.2016.7472457
• Reducing the debt : is it optimal to outsource an investment?
  
  • Espinosa Gilles Edouard
  • Hillairet Caroline
  • Jourdain Benjamin
  • Pontier Monique
  Mathematics and Financial Economics, Springer Verlag, 2016, 10 (4), pp.457-493. We deal with the problem of outsourcing the debt for a big investment, according two situations: either the firm outsources both the investment (and the associated debt) and the exploitation to a private consortium, or the firm supports the debt and the investment but outsources the exploitation. We prove the existence of Stackelberg and Nash equilibria between the firm and the private consortium, in both situations. We compare the benefits of these contracts. We conclude with a study of what happens in case of incomplete information, in the sense that the risk aversion coefficient of each partner may be unknown by the other partner. (10.1007/s11579-016-0166-8)
  DOI : 10.1007/s11579-016-0166-8
• A numerical approach for the Poisson equation in a planar domain with a small inclusion
  
  • Chesnel Lucas
  • Claeys Xavier
  BIT Numerical Mathematics, Springer Verlag, 2016. We consider the Poisson equation in a domain with a small hole of size δ. We present a simple numerical method, based on an asymptotic analysis, which allows to approximate robustly the far field of the solution as δ goes to zero without meshing the small hole. We prove the stability of the scheme and provide error estimates. We end the paper with numerical experiments illustrating the efficiency of the technique.
• Output Regulation for Systems on Matrix Lie-group
  
  • de Marco Simone
  • Marconi Lorenzo
  • Hamel Tarek
  • Mahony Rober
  , 2016. This paper deals with the problem of output regulation for systems defined on matrix Lie-Groups. Reference trajectories to be tracked are supposed to be generated by an exosystem, defined on the same Lie-Group of the controlled system, and only partial relative error measurements are supposed to be available. These measurements are assumed to be invariant and associated to a group action on a homogeneous space of the state space. In the spirit of the internal model principle the proposed control structure embeds a copy of the exosystem kinematic. This control problem is motivated by many real applications fields in aerospace, robotics, projective geometry, to name a few, in which systems are defined on matrix Lie-groups and references in the associated homogenous spaces.
• Introduction to tropical total positivity
  
  • Niv Adi
  , 2016.
• Recherche opérationnelle. Aspects mathématiques et applications
  
  • Bonnans Frédéric
  • Gaubert Stéphane
  , 2016, pp.391.
• Erratum for A Diffuse Interface Lox/Hydrogen Transcritical Flame Model
  
  • Giovangigli Vincent
  Combustion Theory and Modelling, Taylor & Francis, 2016, pp.20 486-520. A few errors and typos have been identified in P. Gaillard, V. Giovangigli and L. Matuszewski, A Diffuse Interface Lox/Hydrogen Transcritical Flame Model, Comb. Theor. Mod., 20 486-520 (2016), doi.org/10.1080/13647830.2016.1150518 and are listed here. (10.1080/13647830.2016.1150518)
  DOI : 10.1080/13647830.2016.1150518
• Ion transport through deformable porous media: derivation of the macroscopic equations using upscaling
  
  • Allaire Grégoire
  • Bernard Olivier
  • Dufrêche Jean-François
  • Mikelić Andro
  Computational & Applied Mathematics, Springer Verlag, 2016, 36 (3), pp.1431-1462. We study the upscaling or homogenization of the transport of a multicomponentelectrolyte in a dilute Newtonian solvent through a deformable porous medium.The pore scale interaction between the flow and the structure deformation is taken into account.After a careful adimensionalization process, we first consider so-called equilibrium solutions,in the absence of external forces, for which the velocity and diffusive fluxes vanish andthe electrostatic potential is the solution of a Poisson-Boltzmann equation.When the motion is governed by a small static electric field and small hydrodynamic and elastic forces,we use O'Brien's argument to deduce a linearized model. Then we perform the homogenizationof these linearized equations for a suitable choice of time scale. It turns out thatthe deformation of the porous medium is weakly coupled to the electrokinetics systemin the sense that it does not influence electrokinetics although the latter one yieldsan osmotic pressure term in the mechanical equations. As a byproduct we find that theeffective tensor satisfies Onsager properties, namely is symmetric positive definite. (10.1007/s40314-016-0321-0)
  DOI : 10.1007/s40314-016-0321-0
• Algebraic Adaptive Multipreconditioning applied to Restricted Additive Schwarz
  
  • Spillane Nicole
  , 2016. In 2006 the Multi-Preconditioned Conjugate Gradient (MPCG) algorithm was introduced by Bridson and Greif [4]. It is an iterative linear solver, adapted from the Preconditioned Conjugate Gradient (PCG) algorithm which can be used in cases where several preconditioners are available or the usual preconditioner is a sum of contributions. In [4] it was already pointed out that Domain Decomposition algorithms are ideal candidates to benefit from MPCG. The question posed by this work is whether an adaptive MPCG algorithm can be developed for Restricted Additive Schwarz. The goal is to design an adaptive algorithm that is robust at a minimal cost. One great feature of Additive Schwarz is that it is algebraic (all the components in the preconditioner can be computed from the knowledge of matrix A) and we will aim to preserve this property.
• Triangulating stable laminations
  
  • Kortchemski Igor
  • Marzouk Cyril
  Electronic Journal of Probability, Institute of Mathematical Statistics (IMS), 2016, 21 (11), pp.31 p.. We study the asymptotic behavior of random simply generated noncrossing planar trees in the space of compact subsets of the unit disk, equipped with the Hausdorff distance. Their distributional limits are obtained by triangulating at random the faces of stable laminations, which are random compact subsets of the unit disk made of non-intersecting chords coded by stable Lévy processes. We also study other ways to ``fill-in'' the faces of stable laminations, which leads us to introduce the iteration of laminations and of trees. (10.1214/16-EJP4559)
  DOI : 10.1214/16-EJP4559
• Évaluation de performance en réception d'appels d'urgence : débits asymptotiques dans un réseau de Pétri avec priorités
  
  • Boeuf Vianney
  , 2016.
• A robust inversion method according to a new notion of regularization for Poisson data with an application to nanoparticle volume determination
  
  • Benvenuto Federico
  • Haddar Houssem
  • Blandine Lantz
  SIAM Journal on Applied Mathematics, Society for Industrial and Applied Mathematics, 2016, 76 (1), pp.276–292. In this paper we present an efficient method for the reconstruction of the volume distribution of diluted polydisperse noninteracting nanoparticles with identical shapes from small angle X-ray scattering measurements. The described method solves a maximum likelihood problem with a positivity constraint on the solution by means of an expectation maximization iterative scheme coupled with a robust stopping criterion. We prove that this is a regularization method according to an innovative notion of regularization specifically defined for inverse problems with Poisson data. Such a regularization, together with an upper bound to the largest retrievable particle size given by the Shannon theorem, results in high fidelity quantitative reconstructions of particle volume distributions, making the method particularly effective in real applications. We test the performance of the method on synthetic data in the case of uni- and bi-modal particle volume distributions. Moreover, we show the reliability of the method on real data provided by a Xenocs device prototype. (10.1137/15M1024354)
  DOI : 10.1137/15M1024354
• Approximation of backward stochastic differential equations using Malliavin weights and least-squares regression
  
  • Gobet Emmanuel
  • Turkedjiev Plamen
  Bernoulli, Bernoulli Society for Mathematical Statistics and Probability, 2016, 22 (1). We design a numerical scheme for solving a Dynamic Programming equation with Malliavin weights arising from the time-discretization of backward stochastic differential equations with the integration by parts-representation of the Z-component by [Ma-Zhang 2002]. When the sequence of conditional expectations is computed using empirical least-squares regressions, we establish, under general conditions, tight error bounds as the time-average of local regression errors only (up to logarithmic factors). We compute the algorithm complexity by a suitable optimization of the parameters, depending on the dimension and the smoothness of value functions, in the limit as the number of grid times goes to infinity. The estimates take into account the regularity of the terminal function. (10.3150/14-BEJ667)
  DOI : 10.3150/14-BEJ667
• Uniqueness of the fixed point of nonexpansive semidifferentiable maps
  
  • Akian Marianne
  • Gaubert Stephane
  • Nussbaum Roger
  Transactions of the American Mathematical Society, American Mathematical Society, 2016, 368 (2). We consider semidifferentiable (possibly nonsmooth) maps, acting on a subset of a Banach space, that are nonexpansive either in the norm of the space or in the Hilbert's or Thompson's metric inherited from a convex cone. We show that the global uniqueness of the fixed point of the map, as well as the geometric convergence of every orbit to this fixed point, can be inferred from the semidifferential of the map at this point. In particular, we show that the geometric convergence rate of the orbits to the fixed point can be bounded in terms of Bonsall's non-linear spectral radius of the semidifferential. We derive similar results concerning the uniqueness of the eigenline and the geometric convergence of the orbits to it, in the case of positively homogeneous maps acting on the interior of a cone, or of additively homogeneous maps acting on an AM-space with unit. This is motivated in particular by the analysis of dynamic programming operators (Shapley operators) of zero-sum stochastic games. (10.1090/S0002-9947-2015-06413-7)
  DOI : 10.1090/S0002-9947-2015-06413-7
• Influence of fluvial engineering works and topo-sedimentary response at different hydrological events, the middle Loire River
  
  • Nabet Fouzi
  • Grivel Stéphane
  • Gautier Emmanuèle
  Géomorphologie : relief, processus, environnement, Groupe français de géomorphologie (GFG) / Société d'Études pour le Développement Économique et Social (Sedes), 2016, 22 (2), pp.211 - 225. The Loire River dynamics is influenced by two main factors: hydro-climate change and anthropogenic pressures. These have caused incision of the river bed and narrowing of the active channel. The fundamental question on the local geomorphological response of the riverbed to the disturbances is addressed through the study of three sites in the middle part of the Loire. Study sites are subjected to different degrees by human activities. The objective of this paper is to determine the interactions between sediment dynamic with annual and five-year flood and the impact of human activities. The results highlight the influence of fluvial engineering works (bridges, old docks, weirs and dikes) on the morpho-sedimentary evolution of the river bed. The flood occurred in November 2008 had a different geomorphic impact in the three study sites. This flood resulted in a temporary accumulation of sediment at sites influenced by human activities. Post flood erosion occurred in the three sites, but at different rates. (10.4000/geomorphologie.11398)
  DOI : 10.4000/geomorphologie.11398
• What do we mean by identifiability in mixed effects models?
  
  • Lavielle Marc
  • Aarons Leon
  , 2016. We discuss the question of model identifiability within the context of nonlinear mixed effects models. Although there has been extensive research in the area of fixed effects models, much less attention has been paid to random effects models. In this context we distinguish between theoretical identifiability, in which different parameter values lead to non-identical probability distributions , structural identifiability which concerns the algebraic properties of the structural model, and practical identifiability, whereby the model may be theoretically identifiable but the design of the experiment may make parameter estimation difficult and imprecise. We explore a number of pharmacokinetic models which are known to be non-identifiable at an individual level but can become identifiable at the population level if a number of specific assumptions on the probabilistic model hold. Essentially if the probabilistic models are different, even though the structural models are non-identifiable, then they will lead to different likelihoods. The findings are supported through simulations.
• A Shrinkage-Thresholding Metropolis Adjusted Langevin Algorithm for Bayesian Variable Selection
  
  • Schreck Amandine
  • Fort Gersende
  • Le Corff Sylvain
  • Moulines Éric
  IEEE Journal of Selected Topics in Signal Processing, IEEE, 2016, 10, pp.366 - 375. This paper introduces a new Markov Chain Monte Carlo method for Bayesian variable selection in high dimensional settings. The algorithm is a Hastings-Metropolis sampler with a proposal mechanism which combines a Metropolis Adjusted Langevin (MALA) step to propose local moves associated with a shrinkage-thresholding step allowing to propose new models. The geometric ergodicity of this new trans-dimensional Markov Chain Monte Carlo sampler is established. An extensive numerical experiment, on simulated and real data, is presented to illustrate the performance of the proposed algorithm in comparison with some more classical trans-dimensional algorithms. Index Terms—Bayesian variable selection, Metropolis Adjusted Langevin Algorithm (MALA), Markov chain Monte Carlo (MCMC), proximal operators, sparsity. (10.1109/JSTSP.2015.2496546)
  DOI : 10.1109/JSTSP.2015.2496546
• Geometry, Analysis and Dynamics on sub-Riemannian Manifolds - Volume II
  
  • Barilari Davide
  • Boscain Ugo
  • Sigalotti Mario
  , 2016. (10.4171/163)
  DOI : 10.4171/163
• Avis en réponse à la saisine HCB - dossier NL-2011-96. Paris, le 13 janvier 2016
  
  • Comité Scientifique Du Haut Conseil Des Biotechnologies .
  • Angevin Frédérique
  • Bagnis Claude
  • Bar-Hen Avner
  • Barny Marie-Anne
  • Boireau Pascal
  • Brévault Thierry
  • Chauvel Bruno B.
  • Collonnier Cécile
  • Couvet Denis
  • Dassa Elie
  • de Verneuil Hubert
  • Demeneix Barbara
  • Franche Claudine
  • Guerche Philippe
  • Guillemain Joël
  • Hernandez Raquet Guillermina
  • Khalife Jamal
  • Klonjkowski Bernard
  • Lavielle Marc
  • Le Corre Valérie
  • Lefèvre François
  • Lemaire Olivier
  • Lereclus Didier D.
  • Maximilien Rémy
  • Meurs Eliane
  • Naffakh Nadia
  • Négre Didier
  • Noyer Jean-Louis
  • Ochatt Sergio
  • Pages Jean-Christophe
  • Raynaud Xavier
  • Regnault-Roger Catherine
  • Renard Michel M.
  • Renault Tristan
  • Saindrenan Patrick
  • Simonet Pascal
  • Troadec Marie-Bérengère
  • Vaissière Bernard
  • Vilotte Jean-Luc
  , 2016.