Marelys Crespo, Sébastien Gadat, and Xavier Gendre, “Stochastic Langevin Monte Carlo for (weakly) log-concave posterior distributions”, TSE Working Paper, n. 23-1398, January 2023.
Sébastien Gadat, Manon Costa, and Lorick Huang, “Portfolio optimization under CV@R constraint with stochastic mirror descent”, TSE Working Paper, n. 22-1342, June 2022.
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.
Sébastien Gadat, and Manon Costa, “Non asymptotic controls on a stochastic algorithm for superquantile approximation”, TSE Working Paper, n. 20-1149, September 2020.
P. Cattiaux, Claire Christophe, and Sébastien Gadat, “A stochastic model for cytotoxic T. Lymphocyte interaction with tumor nodules”, TSE Working Paper, n. 16-711, October 2016.
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