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Optimal non-asymptotic analysis of the Ruppert-Polyak averaging stochastic algorithm

 Sébastien Gadat , Fabien Panloup
Stochastic Processes and their Applications, 2023, vol. 156, pp.312-348. ⟨10.1016/j.spa.2022.11.012⟩
Article dans une revue hal-03947026v1

Probabilistic reconstruction of genealogies for polyploid plant species

 Frédéric Proïa , Fabien Panloup , Chiraz Trabelsi , Jérémy Clotault
Journal of Theoretical Biology, 2019, 462, pp.537-551. ⟨10.1016/j.jtbi.2018.11.031⟩
Article dans une revue hal-02620823v1
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Approximation récursive du régime stationnaire d'une Equation Differentielle Stochastique avec sauts

 Fabien Panloup
Mathématiques [math]. Université Pierre et Marie Curie - Paris VI, 2006. Français. ⟨NNT : ⟩
Thèse tel-00120508v1
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Recursive computation of the invariant measure of a stochastic differential equation driven by a Lévy process

 Fabien Panloup
The Annals of Applied Probability, 2008, 18 (2), pp.379-426
Article dans une revue hal-00009273v2
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Computation of the invariant measure for a Lévy driven SDE: Rate of convergence

 Fabien Panloup
Stochastic Processes and their Applications, 2008, 118 (8), pp.1351-1384
Article dans une revue hal-00111101v1
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Asymptotically unbiased approximation of the QSD of diffusion processes with a decreasing time step Euler scheme

 Fabien Panloup , Julien Reygner
2023
Pré-publication, Document de travail hal-04185301v1

Total variation convergence of the Euler-Maruyama scheme in small time with unbounded drift

 Pierre Bras , Gilles Pagès , Fabien Panloup
Electronic Journal of Probability, 2022, 27, pp.1-19
Article dans une revue hal-03890514v1
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Multilevel-Langevin pathwise average for Gibbs approximation

 Maxime Egéa , Fabien Panloup
2024
Pré-publication, Document de travail hal-03345717v2
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Stochastic approximation of quasi-stationary distributions on compact spaces and applications

 Michel Benaim , Bertrand Cloez , Fabien Panloup
The Annals of Applied Probability, 2018, 28 (4), pp.2370-2416. ⟨10.1214/17-AAP1360⟩
Article dans une revue hal-01334603v3
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Rate of convergence to equilibrium of fractional driven stochastic differential equations with rough multiplicative noise

 Aurélien Deya , Fabien Panloup , Samy Tindel
Annals of Probability, 2019, 47 (1), pp.464-518. ⟨10.1214/18-aop1265⟩
Article dans une revue hal-01309650v3
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Sub-exponential convergence to equilibrium for Gaussian driven Stochastic Differential Equations with semi-contractive drift

 Fabien Panloup , Alexandre Richard
Electronic Journal of Probability, 2020, 25, ⟨10.1214/20-EJP464⟩
Article dans une revue hal-01755497v3
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Supplement to ``Weighted Multilevel Langevin Simulation of Invariant Measures

 Gilles Pagès , Fabien Panloup
2018
Pré-publication, Document de travail hal-01790073v1
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Unadjusted Langevin algorithm with multiplicative noise: Total variation and Wasserstein bounds

 Gilles Pages , Fabien Panloup
2022
Pré-publication, Document de travail hal-03082311v3
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Total variation distance between two diffusions in small time with unbounded drift: application to the Euler-Maruyama scheme

 Pierre Bras , Gilles Pagès , Fabien Panloup
Electronic Journal of Probability, 2022, 27, pp.1-19. ⟨10.1214/22-EJP881⟩
Article dans une revue hal-03897789v1
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VARCLUST: clustering variables using dimensionality reduction

 Piotr Sobczyk , Stanislaw Wilczynski , Malgorzata Bogdan , Piotr Graczyk , Julie Josse , et al.
2020
Pré-publication, Document de travail hal-03002017v2
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Long time behaviour and stationary regime of memory gradient diffusions

 Sébastien Gadat , Fabien Panloup
2011
Pré-publication, Document de travail hal-00757068v1
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Approximation of the distribution of a stationary Markov process with application to option pricing

 Gilles Pagès , Fabien Panloup
Bernoulli, 2009, 15 (1), pp.146-177
Article dans une revue hal-00139496v4
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Approximation of stationary solutions of Gaussian driven Stochastic Differential Equations

 Serge Cohen , Fabien Panloup
Stochastic Processes and their Applications, 2011, 121 (12), pp.2776-2801. ⟨10.1016/j.spa.2011.08.001⟩
Article dans une revue hal-00441180v2
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A stochastic model for speculative bubbles

 Sébastien Gadat , Laurent Miclo , Fabien Panloup
ALEA : Latin American Journal of Probability and Mathematical Statistics, 2015, 12, pp.491-532
Article dans une revue hal-00937447v1

Estimation of the instantaneous volatility

 Alexander Alvarez , Fabien Panloup , Monique Pontier , Nicolas Savy
Statistical Inference for Stochastic Processes, 2012, 15 (1), pp.27-59. ⟨10.1007/s11203-011-9062-2⟩
Article dans une revue hal-00761710v1
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Rate of convergence to equilibrium of fractional driven stochastic differential equations with some multiplicative noise

 Joaquin Fontbona , Fabien Panloup
Annales de l'Institut Henri Poincaré, 2017, 53 (2), ⟨10.1214/15-AIHP724⟩
Article dans une revue hal-00989414v2
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Large Deviation Principle for invariant distributions of Memory Gradient Diffusions

 Sébastien Gadat , Fabien Panloup , Clément Pellegrini
Electronic Journal of Probability, 2013, vol. 18, paper n° 81, 34 p
Article dans une revue hal-00759188v1
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A mixed-step algorithm for the approximation of the stationary regime of a diffusion

 Gilles Pagès , Fabien Panloup
Stochastic Processes and their Applications, 2014, 124 (1), pp.522-565. ⟨10.1016/j.spa.2013.07.011⟩
Article dans une revue hal-00756056v2
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Ergodic approximation of the distribution of a stationary diffusion : rate of convergence

 Gilles Pagès , Fabien Panloup
The Annals of Applied Probability, 2012, 22 (3), pp.1059-1100. ⟨10.1214/11-AAP779⟩
Article dans une revue hal-00512722v1
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Weighted Multilevel Langevin Simulation of Invariant Measures

 Gilles Pagès , Fabien Panloup
The Annals of Applied Probability, 2018, 28 (6), pp.3358-3417. ⟨10.1214/17-AAP1364⟩
Article dans une revue hal-01340798v1
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Stochastic Heavy ball

 Sébastien Gadat , Fabien Panloup , Sofiane Saadane
Electronic Journal of Statistics , 2018, 12 (1), pp.461-529. ⟨10.1214/18-EJS1395⟩
Article dans une revue hal-01402683v2
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OPTIMAL NON-ASYMPTOTIC BOUND OF THE RUPPERT-POLYAK AVERAGING WITHOUT STRONG CONVEXITY

 Sébastien Gadat , Fabien Panloup
2017
Pré-publication, Document de travail hal-01623986v1
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Invariant distribution of duplicated diffusions and application to Richardson-Romberg extrapolation

 Vincent Lemaire , Gilles Pagès , Fabien Panloup
Annales de l'Institut Henri Poincaré (B) Probabilités et Statistiques, 2015, 51 (4), pp.1562--1596. ⟨10.1214/13-AIHP591⟩
Article dans une revue hal-00785766v5
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A GENERAL DRIFT ESTIMATION PROCEDURE FOR STOCHASTIC DIFFERENTIAL EQUATIONS WITH ADDITIVE FRACTIONAL NOISE

 Fabien Panloup , Samy Tindel , Maylis Varvenne
Electronic Journal of Statistics , 2020, 14 (1), pp.1075-1136. ⟨10.1214/20-EJS1685⟩
Article dans une revue hal-02077420v2
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A connection between extreme value theory and long time approximation of SDE's

 Fabien Panloup
Stochastic Processes and their Applications, 2009, 119 (10), pp.3583-3610
Article dans une revue hal-00338401v1
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