ALEA - 2011 - Annual activity report

ALEA

ALEA - 2011

Project Team Alea

Members

Overall Objectives

Overall Objectives
Highlights

Scientific Foundations

Fondations

Application Domains

Application Domains

New Results

Snell enveloppe with small probability criteria
On the concentration properties of Interacting particle processes
A Robbins-Monro procedure for estimation in semiparametric regression models
Discrete Time Markovian Agents Interacting Through a Potential
An Adaptive Interacting Wang-Landau Algorithm for Automatic Density Exploration
A sharp analysis on the asymptotic behavior of the Durbin-Watson statistic for the first-order autoregressive process
Large deviations for Gaussian stationary processes and semi-classical analysis
Sharp large deviations for the non-stationary Ornstein-Uhlenbeck process
Markovian quadratic and superquadratic BSDEs with an unbounded terminal condition
New approach on recursive and non-recursive SIR
Classification of EEG data by evolutionary algorithm for the study of vigilance states
Genetic Programming
Relevance of the Holderian regularity-based interpolation for range-Doppler ISAR image post-processing
On-line changepoint detection and parameter estimation with application to genomic data
Bayesian Sparsity-Path-Analysis of Genetic Association Signal using Generalized t Priors

Contracts and Grants with Industry

Contract with EDF
Contract with EDF
Contract with CEA

Partnerships and Cooperations

Regional Initiatives
National Initiatives
European Initiatives
International Initiatives

Dissemination

Animation of the scientific community
Teaching

Bibliography

Publications of the year
References in notes

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Section: Partnerships and Cooperations

International Initiatives

Visits of International Scientists

The following researchers visited the Team ALEA during 2011: M. Ludkovski (Univ. UCSB), A. Doucet (Univ. Oxford), C. Holmes (Oxford), C. Archambeau (Xerox), N. Whiteley (Univ. Bristol), S. Singh (Cambridge), L. Bornn (UBC), Leonardo Trujillo (Cicese).

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