13 datasets found

This thesis consists of two parts which can be read independently. The first part is about the Adaptive Multiple Importance Sampling (AMIS) algorithm presented in...

Manuscript en anglais

Advancements in information technology and communication systems enabled the development of a wide variety of location based applications and services. The global...

International audience

Voir aussi l'article basé sur ce document de travail paru dans "The Journal of Operational Risk", 2011, 6, (4), pp. 3-19

This thesis deals with the problem of pricing GMWB contracts by efficient numerical methods using closed formulas or Monte Carlo method under the constraint of few...

When it comes to global illumination, the computer graphics community is divided into two parts. The first studies the application of a well-known theory in the...

In a first part, we are interested in the behavior of a system of Stochastic PDEs with two time-scales- more precisely, we focus on the approximation of the slow...

Signalling pathways allow cells to perceive and exchange information under the form of chemical signals. Such a signal generates a response of the cell through the...

The aim of this habilitation thesis is to give an overview of my works on high-dimensional statistics and statistical learning, under various sparsity assumptions. In...

In signal processing literature, noise's sources are often assumed to be Gaussian. However, in many fields the conventional Gaussian noise assumption is inadequate and...

This thesis focuses on the Bayesian estimation problem for statistical filtering which consists in estimating hidden states from an historic of observations over time...

The prediction of interfacial tension of fluids is critical for many industrial applications. Advances in molecular simulation, and the recent evolution of...