Mathematics of decision making and statistics

Sébastien Gadat, and Ioana Gavra, “Asymptotic study of stochastic adaptive algorithm in non-convex landscape”, Journal of Machine Learning Research, n. 228, August 2022, pp. 1–54.

Sébastien Gadat, Lola Corre, Antoine Doury, Aurélien Ribes, and Samuel Somot, “Regional Climate Model Emulator Based on Deep Learning: Concept and First Evaluation of a Novel Hybrid Downscaling Approach”, Climate Dynamics, July 2022.

Thibault Laurent, Paula Margaretic, and Christine Thomas-Agnan, “Neighbouring countries and bilateral remittances: a global study”, Spatial Economic Analysis, vol. 17, n. 4, June 2022, pp. 557–584.

Frédéric Koessler, Marie Laclau, Jérôme Renault, and Tristan Tomala, “Long information design”, TSE Working Paper, n. 22-1341, June 2022.

Manon Costa, Sébastien Gadat, and Lorick Huang, “CV@R penalized portfolio optimization with biased stochastic mirror descent”, TSE Working Paper, n. 22-1342, June 2022, revised November 2023.

Henrik Paul Lopuhaä, Valérie Gares, and Anne Ruiz-Gazen, “S-estimation in Linear Models with Structured Covariance Matrices”, TSE Working Paper, n. 22-1343, June 2022.

Estelle Medous, Camelia Goga, Anne Ruiz-Gazen, Jean-François Beaumont, Alain Dessertaine, and Pauline Puech, “QR Prediction for Statistical Data Integration”, TSE Working Paper, n. 22-1344, June 2022.

Bernard Bercu, Jérémie Bigot, Sébastien Gadat, and Emilia Siviero, “A Stochastic Gauss-Newton Algorithm for Regularized Semi-discrete Optimal Transport”, Information and Inference: A Journal of the IMA, May 2022.

Antonio Musolesi, Giada Andrea Prete, and Michel Simioni, “Is infrastructure capital really productive? Non-parametric modeling and data-driven model selection in a cross-sectionally dependent panel framework”, TSE Working Paper, n. 22-1335, May 2022.

M. Fabian, Jean-Baptiste Hiriart-Urruty, and Edouard Pauwels, “On the Generalized Jacobian of the Inverse of a Lipschitzian Mapping”, Set-Valued and Variational Analysis, vol. 30, May 2022, p. 1443–1451.