Mathematics of decision making and statistics

Thibault Laurent, Christine Thomas-Agnan, and Anne Ruiz-Gazen, “Covariates impacts in spatial autoregressive models for compositional data”, TSE Working Paper, n. 20-1162, November 2020, revised October 2021.

Sébastien Gadat, Fabien Panloup, and C. Pellegrini, “On the cost of Bayesian posterior mean strategy for log-concave models”, TSE Working Paper, n. 20-1155, October 2020, revised February 2022.

François Bachoc, Mark G. Genton, Klaus Nordhausen, Anne Ruiz-Gazen, and Joni Virta, “Spatial Blind Source Separation”, Biometrika, vol. 107, n. 3, September 2020, pp. 627–646.

F.S. Fall, H. Tchakoute Tchuigoua, Anne Vanhems, and Léopold Simar, “Gender effect on microfinance efficiency: A robust nonparametric approach”, TSE Working Paper, n. 20-1147, September 2020.

Bernard Bercu, Manon Costa, and Sébastien Gadat, “Stochastic approximation algorithms for superquantiles estimation”, TSE Working Paper, n. 20-1142, September 2020.

Sébastien Gadat, and Manon Costa, “Non asymptotic controls on a stochastic algorithm for superquantile approximation”, TSE Working Paper, n. 20-1149, September 2020.

Laurent Miclo, “On metastability”, TSE Working Paper, n. 20-1128, August 2020.

Eyal Castiel, Sem Borst, Laurent Miclo, Florian Simatos, and Phil Whiting, “Induced idleness leads to deterministic heavy traffic limits for queue-based random-access algorithms”, TSE Working Paper, n. 20-1129, August 2020.

Koléhè Coulibaly-Pasquier, and Laurent Miclo, “On the evolution by duality of domains on manifolds”, TSE Working Paper, n. 20-1130, August 2020.

Jérôme Renault, and Bruno Ziliotto, “Limit Equilibrium Payoffs in Stochastic Games”, Mathematics of Operations Research, vol. 45, n. 3, August 2020, pp. 889–895.