Bibliography
Publications of the year
Articles in International Peer-Reviewed Journals
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1K. Chouk, S. Tindel.
Skorohod and Stratonovich integration in the plane, in: Electronic Journal of Probability, 2015, vol. 20, no 39, 50 p.
https://hal.archives-ouvertes.fr/hal-00866067 -
2D. Commenges, A. Gégout-Petit.
The stochastic system approach for estimating dynamic treatments effect, in: Lifetime Data Analysis, 2015, 18 p. [ DOI : 10.1007/s10985-015-9322-3 ]
https://hal.inria.fr/hal-01205328 -
3A. Deya, D. Nualart, S. Tindel.
On L2 modulus of continuity of Brownian local times and Riesz potentials, in: The Annals of Probability, 2015, vol. 43, no 3, pp. 1493-1534.
https://hal.archives-ouvertes.fr/hal-00814171 -
4K. Duarte, J.-M. Monnez, E. Albuisson, B. Pitt, F. Zannad, P. Rossignol.
Prognostic value of estimated plasma volume in heart failure, in: JACC: Heart Failure, November 2015, vol. 3, no 11, pp. 886-893. [ DOI : 10.1016/j.jchf.2015.06.014 ]
https://hal.archives-ouvertes.fr/hal-01236515 -
5Y. Hu, J. Huang, D. Nualart, S. Tindel.
Stochastic heat equations with general multiplicative Gaussian noises: Hölder continuity and intermittency, in: Electronic Journal of Probability, 2015, vol. 20, no 55, 50 p.
https://hal.archives-ouvertes.fr/hal-00944904 -
6Y. Hu, D. Nualart, S. Tindel, F. Xu.
Density convergence in the Breuer-Major theorem for Gaussian stationary sequences, in: The Bernoulli Society / IMS Journal "Bernoulli", 2015, vol. 21, no 4, pp. 2336-2350.
https://hal.archives-ouvertes.fr/hal-00959089 -
7A. Lagnoux, S. Mercier, P. Vallois.
Probability that the maximum of the reflected Brownianmotion over a finite interval [0; t] is achieved by its last zerobefore t, in: Electronic Communications in Probability, September 2015. [ DOI : 10.1214/ECP.vVOL-PID ]
https://hal.archives-ouvertes.fr/hal-01214773 -
8B. Lalloué, S. Deguen, J.-M. Monnez, C. Padilla, W. Kihal, D. Zmirou-Navier, N. Le Meur.
SesIndexCreatoR: An R Package for Socioeconomic Indices Computation and Visualization, in: Open Journal of Statistics, June 2015, vol. 5, no 4, pp. 291-302. [ DOI : 10.4236/ojs.2015.54031 ]
https://hal.archives-ouvertes.fr/hal-01161775 -
9B. Lalloué, J.-M. Monnez, C. Padilla, W. Kihal, D. Zmirou-Navier, S. Deguen.
Data analysis techniques: a tool for cumulative exposure assessment, in: Journal of Exposure Science and Environmental Epidemiology, 2015, vol. 25, pp. 222–230. [ DOI : 10.1038/jes.2014.66 ]
https://hal.archives-ouvertes.fr/hal-01069587 -
10I.-C. Morarescu, S. Martin, A. Girard, A. Muller-Gueudin.
Coordination in networks of linear impulsive agents, in: IEEE Transactions on Automatic Control, 2016. [ DOI : 10.1109/TAC.2015.2492058 ]
https://hal.archives-ouvertes.fr/hal-01096071 -
11G. Nichil, P. Vallois.
Provisioning against borrowers default risk, in: Insurance: Mathematics and Economics, 2016. [ DOI : 10.1016/j.insmatheco.2015.10.004 ]
https://hal.archives-ouvertes.fr/hal-01224520 -
12P. Retif, S. Pinel, M. Toussaint, C. Frochot, R. Chouikrat, T. Bastogne, M. Barberi-Heyob.
Nanoparticles for radiation therapy enhancement: the key parameters, in: Theranostics, September 2015, vol. 5, no 9, pp. 1030-1044. [ DOI : 10.7150/thno.11642 ]
https://hal.archives-ouvertes.fr/hal-01174788 -
13B. Scherrer, M. Ghavamzadeh, V. Gabillon, B. Lesner, M. Geist.
Approximate Modified Policy Iteration and its Application to the Game of Tetris, in: Journal of Machine Learning Research, 2015, vol. 16, pp. 1629-1676, forthcoming.
https://hal.inria.fr/hal-01091341 -
14J.-B. Tylcz, T. Bastogne, H. Benachour, D. Bechet, E. Bullinger, H. Garnier, M. Barberi-Heyob.
A model-based pharmacokinetics characterization method of engineered nanoparticles for pilot studies, in: IEEE Transactions on NanoBioscience, June 2015, vol. 14, no 4, pp. 368-377. [ DOI : 10.1109/TNB.2015.2418792 ]
https://hal.archives-ouvertes.fr/hal-01150832 -
15J.-B. Tylcz, K. El Alaoui-Lasmaili, E.-H. Djermoune, N. Thomas, B. Faivre, T. Bastogne.
Data-driven modeling and characterization of anti-angiogenic molecule effects on tumoral vascular density, in: Biomedical Signal Processing and Control, July 2015, vol. 20, pp. 52-60. [ DOI : 10.1016/j.bspc.2015.04.008 ]
https://hal.archives-ouvertes.fr/hal-01148023 -
16L. Vinckenbosch, C. Lacaux, S. Tindel, M. Thomassin, T. Obara.
Monte Carlo methods for light propagation in biological tissues, in: Mathematical Biosciences, November 2015, no 269, pp. 48-60. [ DOI : 10.1016/j.mbs.2015.08.017 ]
https://hal.archives-ouvertes.fr/hal-01221537
Invited Conferences
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17C. Lacaux, H. Biermé, H.-P. Scheffler.
Operator scaling random fields and conditionally sub-Gaussian series, in: Adventures in Self-Similarity Conference, Cornell, United States, June 2015.
https://hal.archives-ouvertes.fr/hal-01247898
International Conferences with Proceedings
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18L. Batista, T. Bastogne, E.-H. Djermoune.
Identification of dynamical biological systems based on random effects models, in: 37th Annual International Conference of the IEEE Engineering in Medicine and Biology Society, EMBC 2015, Milan, Italy, August 2015.
https://hal.archives-ouvertes.fr/hal-01159193 -
19B. Lesner, B. Scherrer.
Non-Stationary Approximate Modified Policy Iteration, in: ICML 2015, Lille, France, July 2015.
https://hal.inria.fr/hal-01186664 -
20M. Mohaimenul Hossain, E. Rondeau, J.-P. Georges, T. T. Bastogne.
Modeling the power consumption of Ethernet switch, in: International SEEDS Conference 2015: Sustainable Ecological Engineering Design for Society, Leeds, United Kingdom, September 2015.
https://hal.archives-ouvertes.fr/hal-01205751 -
21A. Muller-Gueudin, S. FERRIGNO, M. Maumy-Bertrand.
Certainty bands for the conditional cumulative distribution function and applications, in: 47èmes Journées de Statistique de la SFdS, Lille, France, June 2015.
https://hal.archives-ouvertes.fr/hal-01154624 -
22J. Perolat, B. Scherrer, B. Piot, O. Pietquin.
Approximate Dynamic Programming for Two-Player Zero-Sum Markov Games, in: International Conference on Machine Learning (ICML 2015), Lille, France, July 2015.
https://hal.inria.fr/hal-01153270 -
23M. Tagorti, B. Scherrer.
On the Rate of Convergence and Error Bounds for LSTD(λ), in: ICML 2015, Lille, France, July 2015.
https://hal.inria.fr/hal-01186667
National Conferences with Proceedings
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24L. Batista, T. T. Bastogne, E.-H. Djermoune.
Identification de systèmes dynamiques à effets mixtes, in: XXVe Colloque GRETSI Traitement du Signal & des Images, GRETSI 2015, Lyon, France, September 2015.
https://hal.archives-ouvertes.fr/hal-01203714
Conferences without Proceedings
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25R. Azaïs, A. Ben Abdessalem, M. Touzet-Cortina, M. Puiggali, A. Gégout-Petit.
Stochastic modelling and prediction of fatigue crack propagation using piecewise-deterministic Markov processes, in: ENBIS 2015, Prague, Czech Republic, September 2015.
https://hal.inria.fr/hal-01218320 -
26L. Batista, T. T. Bastogne, E.-H. Djermoune.
Identification of dynamical biological systems based on mixed-effect models, in: 31st ACM Symposium on Applied Computing, Pisa, Italy, April 2016.
https://hal.archives-ouvertes.fr/hal-01205738 -
27A. Gégout-Petit, V. Latocha.
Apprentissage par Problèmes dans une UE de statistique de première année de licence en mathématiques, in: Congrès Francophone International de l'Enseignement de la Statistique, Bordeaux, France, January 2015.
https://hal.inria.fr/hal-01218307 -
28P. Retif, T. Bastogne, M. Barberi-Heyob.
Identification of critical Monte Carlo simulation parameters in nanoparticles radiosensitization, in: Nanotech France 2015 International Conference & Exhibition, Paris, France, June 2015.
https://hal.archives-ouvertes.fr/hal-01159180 -
29P. Retif, T. Bastogne, M. Barberi-Heyob.
In silico design of nanoparticles for the treatment of cancers by enhanced radiotherapy, in: 36th PAMM-EORTC Winter Meeting, Marseille, France, January 2015.
https://hal.archives-ouvertes.fr/hal-01150820
Scientific Books (or Scientific Book chapters)
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30M. Schliemann-Bullinger, D. Fey, T. Bastogne, R. Findeisen, P. Scheurich, E. Bullinger.
The experimental side of parameter estimation, in: Uncertainty in Biology - A Computational Modeling Approach, L. Geris, D. Gomez-Cabrero (editors), Studies in Mechanobiology, Tissue Engineering and Biomaterials, Springer, 2016, vol. 17, pp. 127-154.
https://hal.archives-ouvertes.fr/hal-01256462
Internal Reports
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31A. Muller-Gueudin, M. Buee, A. Deveau, A. Gégout-Petit, S. Martin, I.-C. Morarescu, C. Raïssi.
"Truffinet": Inférence de réseaux d'interactions microbiennes dans la truffe. Rapport scientique du PEPS Mirabelles 2014, IECL ; Inria BIGS, September 2015.
https://hal.archives-ouvertes.fr/hal-01236087
Other Publications
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32R. Azaïs, J.-B. Durand, C. Godin.
Lossy compression of unordered rooted trees, December 2015, working paper or preprint.
https://hal.archives-ouvertes.fr/hal-01236088 -
33R. Azaïs, A. Muller-Gueudin.
Optimal choice among a class of nonparametric estimators of the jump rate for piecewise-deterministic Markov processes, 2015, working paper or preprint.
https://hal.archives-ouvertes.fr/hal-01168651 -
34L. Batista, T. Bastogne, E.-H. Djermoune.
Classification des réponses de cellules cancéreuses fondée sur l’analyse de signaux d’impédancemétrie cellulaire, January 2015, Congrès Chimiométrie XVI, Poster.
https://hal.archives-ouvertes.fr/hal-01150816 -
35A. Ben Abdessalem, R. Azaïs, M. Touzet-Cortina, A. Gégout-Petit, M. Puiggali.
Stochastic modelling and prediction of fatigue crack propagation using piecewise-deterministic Markov processes, July 2015, working paper or preprint.
https://hal.archives-ouvertes.fr/hal-01178988 -
36S. Ferrigno, B. Foliguet, M. Maumy-Bertrand, A. Muller-Gueudin.
Certainty bands for the conditional cumulative distribution function and applications, December 2015, CMStatistics 2015, Poster.
https://hal.inria.fr/hal-01236952 -
37Y. Hu, J. Huang, K. Lê, D. Nualart, S. Tindel.
Stochastic heat equation with rough dependence in space, May 2015, working paper or preprint.
https://hal.archives-ouvertes.fr/hal-01153045 -
38C. Lacaux, G. Samorodnitsky.
Time-changed Extremal Process as a Random Sup Measure, 2015, To appear in Bernoulli.
https://hal.archives-ouvertes.fr/hal-01102343 -
39S. Li, F. Bonneu, J. J. Chadoeuf, D. Picart, A. Gégout-Petit, L. Guerin-Dubrana.
Spatial and Temporal Pattern Analyses 1 of Esca Grapevine Disease in Vineyards in France, 2015, working paper or preprint.
https://hal.inria.fr/hal-01205332 -
40J.-L. Marchand, T. Bastogne, S. Pinel, P. Vallois.
A Multi-type Branching Process to Account for Phenotypic Heterogeneity in Radiotherapy Responses, August 2015, Foundations of Systems Biology in Engineering, Poster.
https://hal.archives-ouvertes.fr/hal-01150828 -
41E. Nualart, S. Tindel.
LAN property for stochastic differential equations with additive fractional noise and continuous time observation, December 2015, working paper or preprint.
https://hal.archives-ouvertes.fr/hal-01241749 -
42P. Retif, P. Héna, A. Reinhard, S. Pinel, T. T. Bastogne.
Monte Carlo simulations to predict the in vitro ranking of radiosensitizing nanoparticles, September 2015, working paper or preprint.
https://hal.archives-ouvertes.fr/hal-01205735 -
43J.-B. Tylcz, T. T. Bastogne, A. Bourguignon, C. Frochot, M. Barberi-Heyob.
Realtime tracking of the Photobleaching Trajectory during Photodynamic Therapy, September 2015, working paper or preprint.
https://hal.archives-ouvertes.fr/hal-01205739
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44O. Arino, M. Kimmel, G. F. Webb.
Mathematical modeling of the loss of telomere sequences, in: Journal of theoretical biology, 1995, vol. 177, no 1, pp. 45–57. -
45R. Azaïs.
A recursive nonparametric estimator for the transition kernel of a piecewise-deterministic Markov process, in: ESAIM: Probability and Statistics, 2014, vol. 18, pp. 726–749. -
46R. Azaïs, F. Dufour, A. Gégout-Petit.
Nonparametric estimation of the jump rate for non-homogeneous marked renewal processes, in: Annales de l'Institut Henri Poincaré, Probabilités et Statistiques, Institut Henri Poincaré, 2013, vol. 49, no 4, pp. 1204–1231. -
47R. Azaïs, F. Dufour, A. Gégout-Petit.
Nonparametric estimation of the jump rate for piecewise-deterministic Markov processes, in: Scandinavian Journal of Statistics, 2014, 26 p. -
48J. M. Bardet, G. Lang, G. Oppenheim, A. Philippe, S. Stoev, M. Taqqu.
Semi-parametric estimation of the long-range dependence parameter: a survey, in: Theory and applications of long-range dependence, Birkhauser Boston, 2003, pp. 557-577. -
49T. Bastogne, S. Mézières-Wantz, N. Ramdani, P. Vallois, M. Barberi-Heyob.
Identification of pharmacokinetics models in the presence of timing noise, in: Eur. J. Control, 2008, vol. 14, no 2, pp. 149–157.
http://dx.doi.org/10.3166/ejc.14.149-157 -
50T. Bastogne, A. Samson, P. Vallois, S. Wantz-Mezieres, S. Pinel, D. Bechet, M. Barberi-Heyob.
Phenomenological modeling of tumor diameter growth based on a mixed effects model, in: Journal of theoretical biology, 2010, vol. 262, no 3, pp. 544–552. -
51A. Benassi, S. Jaffard, D. Roux.
Elliptic Gaussian random processes, in: Rev. Mat. Iberoamericana, 1997, vol. 13, no 1, pp. 19–90. -
52D. Bertsekas, J. Tsitsiklis.
Neurodynamic Programming, Athena Scientific, 1996. -
53H. Biermé, C. Lacaux.
Hölder regularity for operator scaling stable random fields, in: Stochastic Process. Appl., 2009, vol. 119, no 7, pp. 2222–2248.
http://dx.doi.org/10.1016/j.spa.2008.10.008 -
54H. Biermé, C. Lacaux, H.-P. Scheffler.
Multi-operator Scaling Random Fields, in: Stochastic Processes and their Applications, 2011, vol. 121, no 11, pp. 2642-2677, MAP5 2011-01. [ DOI : 10.1016/j.spa.2011.07.002 ]
http://hal.archives-ouvertes.fr/hal-00551707/en/ -
55H. Biermé, C. Lacaux, Y. Xiao.
Hitting probabilities and the Hausdorff dimension of the inverse images of anisotropic Gaussian random fields, in: Bull. Lond. Math. Soc., 2009, vol. 41, no 2, pp. 253–273.
http://dx.doi.org/10.1112/blms/bdn122 -
56T. Bourgeron, Z. Xu, M. Doumic, M. T. Teixeira.
The asymmetry of telomere replication contributes to replicative senescence heterogeneity, in: Scientific reports, 2015, vol. 5. -
57A. Chronopoulou, S. Tindel.
On inference for fractional differential equations, in: Statistical Inference for Stochastic Processes, 2013, vol. 16, no 1, pp. 29–61. -
58J. F. Coeurjolly.
Simulation and identification of the fractional brownian motion: a bibliographical and comparative study, in: Journal of Statistical Software, 2000, vol. 5, pp. 1–53. -
59S. Cohen, C. Lacaux, M. Ledoux.
A general framework for simulation of fractional fields, in: Stochastic Process. Appl., 2008, vol. 118, no 9, pp. 1489–1517.
http://dx.doi.org/10.1016/j.spa.2007.09.008 -
60M. H. Davis.
Piecewise-deterministic Markov processes: A general class of non-diffusion stochastic models, in: Journal of the Royal Statistical Society. Series B (Methodological), 1984, pp. 353–388. -
61A. Deya, S. Tindel.
Rough Volterra equations. I. The algebraic integration setting, in: Stoch. Dyn., 2009, vol. 9, no 3, pp. 437–477.
http://dx.doi.org/10.1142/S0219493709002737 -
62J. A. Doornik, H. Hansen.
An omnibus test for univariate and multivariate normality*, in: Oxford Bulletin of Economics and Statistics, 2008, vol. 70, no s1, pp. 927–939. -
63M. Doumic, M. Hoffmann, N. Krell, L. Robert.
Statistical estimation of a growth-fragmentation model observed on a genealogical tree, in: Bernoulli, 2015, vol. 21, no 3, pp. 1760–1799. -
64J. Fan, I. Gijbels.
Local polynomial modelling and its applications, Monographs on Statistics and Applied Probability, Chapman & Hall, London, 1996, vol. 66, xvi+341 p. -
65J. Fearnley.
Exponential lower bounds for policy iteration, in: 37th international colloquium conference on Automata, languages and programming: Part II, Berlin, Heidelberg, ICALP'10, Springer-Verlag, 2010, pp. 551–562. -
66S. Ferrigno, G. R. Ducharme.
Un test d'adéquation global pour la fonction de répartition conditionnelle, in: Comptes Rendus Mathematique, 2005, vol. 341, no 5, pp. 313–316. -
67S. Ferrigno, M. Maumy-Bertrand, A. Muller.
Uniform law of the logarithm for the local linear estimator of the conditional distribution function, in: C. R. Math. Acad. Sci. Paris, 2010, vol. 348, no 17-18, pp. 1015–1019.
http://dx.doi.org/10.1016/j.crma.2010.08.003 -
68J. Friedman, T. Hastie, R. Tibshirani.
Sparse inverse covariance estimation with the graphical lasso, in: Biostatistics, 2008, vol. 9, no 3, pp. 432–441. -
69A. Genadot, M. Thieullen.
Averaging for a fully coupled piecewise-deterministic markov process in infinite dimensions, in: Advances in Applied Probability, 2012, vol. 44, no 3, pp. 749–773. -
70J.-S. Giet, P. Vallois, S. Wantz-Mézìeres.
The logistic S.D.E., November 2014, working paper or preprint.
https://hal.archives-ouvertes.fr/hal-01096323 -
71C. Giraud, S. Huet, N. Verzelen.
Graph selection with GGMselect, in: Statistical applications in genetics and molecular biology, 2012, vol. 11, no 3. -
72M. Grabisch, T. Murofushi, M. Sugeno.
Fuzzy measure of fuzzy events defined by fuzzy integrals, in: Fuzzy Sets and Systems, 1992, vol. 50, no 3, pp. 293–313. -
73M. Gubinelli, S. Tindel.
Rough evolution equations, in: Ann. Probab., 2010, vol. 38, no 1, pp. 1–75.
http://dx.doi.org/10.1214/08-AOP437 -
74S. J. Haberman.
Algorithm AS 51: Log-linear fit for contingency tables, in: Applied Statistics, 1972, pp. 218–225. -
75T. Hansen, U. Zwick.
Lower Bounds for Howard's Algorithm for Finding Minimum Mean-Cost Cycles, in: ISAAC (1), 2010, pp. 415-426. -
76S. Herrmann, P. Vallois.
From persistent random walk to the telegraph noise, in: Stoch. Dyn., 2010, vol. 10, no 2, pp. 161–196.
http://dx.doi.org/10.1142/S0219493710002905 -
77J. Hu, W.-C. Wu, S. Sastry.
Modeling subtilin production in bacillus subtilis using stochastic hybrid systems, in: Hybrid Systems: Computation and Control, Springer, 2004, pp. 417–431. -
78R. Keinj, T. Bastogne, P. Vallois.
Multinomial model-based formulations of TCP and NTCP for radiotherapy treatment planning, in: Journal of Theoretical Biology, June 2011, vol. 279, no 1, pp. 55-62. [ DOI : 10.1016/j.jtbi.2011.03.025 ]
http://hal.inria.fr/hal-00588935/en -
79R. Koenker.
Quantile regression, Cambridge university press, 2005, no 38. -
80H. J. Kushner, G. Yin.
Stochastic approximation and recursive algorithms and applications, Springer Science & Business Media, 2003, vol. 35. -
81Y. A. Kutoyants.
Statistical inference for ergodic diffusion processes, Springer Series in Statistics, Springer-Verlag London Ltd., London, 2004, xiv+481 p. -
82C. Lacaux.
Real Harmonizable Multifractional Lévy Motions, in: Ann. Inst. Poincaré., 2004, vol. 40, no 3, pp. 259–277. -
83C. Lacaux.
Series representation and simulation of multifractional Lévy motions, in: Adv. in Appl. Probab., 2004, vol. 36, no 1, pp. 171–197.
http://dx.doi.org/10.1239/aap/1077134469 -
84C. Lacaux, J.-M. Loubes.
Hurst exponent estimation of fractional Lévy motion, in: ALEA Lat. Am. J. Probab. Math. Stat., 2007, vol. 3, pp. 143–164. -
85C. Lacaux, R. Marty.
From invariance principles to a class of multifractional fields related to fractional sheets, 2011, MAP5 2011-08.
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86M. Lavielle.
Mixed effects models for the population approach: models, tasks, methods and tools, CRC Press, 2014. -
87L. Lebart.
On the Benzecri's method for computing eigenvectors by stochastic approximation (the case of binary data), in: Compstat 1974 (Proc. Sympos. Computational Statist., Univ. Vienna, Vienna, 1974), Vienna, Physica Verlag, 1974, pp. 202–211. -
88B. Lesner, B. Scherrer.
Non-Stationary Approximate Modified Policy Iteration, in: ICML 2015, Lille, France, July 2015.
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89T. Lyons, Z. Qian.
System control and rough paths, Oxford mathematical monographs, Clarendon Press, 2002.
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90J.-L. Marichal.
An axiomatic approach of the discrete Choquet integral as a tool to aggregate interacting criteria, in: Fuzzy Systems, IEEE Transactions on, 2000, vol. 8, no 6, pp. 800–807. -
91C. A. Mattmann.
Computing: A vision for data science, in: Nature, 01 2013, vol. 493, no 7433, pp. 473–475.
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92N. Meinshausen, P. Bühlmann.
High-dimensional graphs and variable selection with the lasso, in: The Annals of Statistics, 2006, pp. 1436–1462. -
93J.-M. Monnez.
Approximation stochastique en analyse factorielle multiple, in: Ann. I.S.U.P., 2006, vol. 50, no 3, pp. 27–45. -
94J.-M. Monnez.
Stochastic approximation of the factors of a generalized canonical correlation analysis, in: Statist. Probab. Lett., 2008, vol. 78, no 14, pp. 2210–2216.
http://dx.doi.org/10.1016/j.spl.2008.01.088 -
95J.-M. Monnez.
Convergence d'un processus d'approximation stochastique en analyse factorielle, in: Publ. Inst. Statist. Univ. Paris, 1994, vol. 38, no 1, pp. 37–55. -
96E. Nadaraya.
On non-parametric estimates of density functions and regression curves, in: Theory of Probability & Its Applications, 1965, vol. 10, no 1, pp. 186–190. -
97A. Neuenkirch, I. Nourdin, A. Rößler, S. Tindel.
Trees and asymptotic expansions for fractional stochastic differential equations, in: Ann. Inst. Henri Poincaré Probab. Stat., 2009, vol. 45, no 1, pp. 157–174.
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98A. Neuenkirch, S. Tindel.
A least square-type procedure for parameter estimation in stochastic differential equations with additive fractional noise, in: Statistical Inference for Stochastic Processes, 2014, vol. 17, no 1, pp. 99–120. -
99I. Post, Y. Ye.
The simplex method is strongly polynomial for deterministic Markov decision processes, arXiv:1208.5083v2, 2012. -
100M. Puterman.
Markov Decision Processes, Wiley, New York, 1994. -
101Q. Qi, J. A. Wattis, H. M. Byrne.
Stochastic simulations of normal aging and Werner’s syndrome, in: Bulletin of mathematical biology, 2014, vol. 76, no 6, pp. 1241–1269. -
102B. Roynette, P. Vallois, M. Yor.
Brownian penalisations related to excursion lengths, VII, in: Annales de l'IHP Probabilités et statistiques, 2009, vol. 45, no 2, pp. 421–452. -
103F. Russo, P. Vallois.
Stochastic calculus with respect to continuous finite quadratic variation processes, in: Stochastics: An International Journal of Probability and Stochastic Processes, 2000, vol. 70, no 1-2, pp. 1–40. -
104F. Russo, P. Vallois.
Elements of stochastic calculus via regularization, in: Séminaire de Probabilités XL, Berlin, Lecture Notes in Math., Springer, 2007, vol. 1899, pp. 147–185.
http://dx.doi.org/10.1007/978-3-540-71189-6_7 -
105P. Salminen, P. Vallois.
On maximum increase and decrease of Brownian motion, in: Annales de l'Institut Henri Poincare (B) Probability and Statistics, Elsevier, 2007, vol. 43, no 6, pp. 655–676. -
106B. Scherrer, B. Lesner.
On the Use of Non-Stationary Policies for Stationary Infinite-Horizon Markov Decision Processes, in: NIPS 2012 - Neural Information Processing Systems, South Lake Tahoe, United States, December 2012.
https://hal.inria.fr/hal-00758809 -
107B. Scherrer.
Performance Bounds for Lambda Policy Iteration and Application to the Game of Tetris, in: Journal of Machine Learning Research, January 2013, vol. 14, pp. 1175-1221.
https://hal.inria.fr/hal-00759102 -
108B. Scherrer.
Approximate Policy Iteration Schemes: A Comparison, in: ICML - 31st International Conference on Machine Learning - 2014, Pékin, China, June 2014.
https://hal.inria.fr/hal-00989982 -
109B. Scherrer.
Improved and Generalized Upper Bounds on the Complexity of Policy Iteration, in: Mathematics of Operations Research, 2015, A paraître. -
110L. Shapley.
Stochastic Games, in: Proceedings of the National Academy of Sciences, 1953, vol. 39, no 10, pp. 1095-1100. -
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