Focaliser sur:
Tous les jours
21 mars 2023
22 mars 2023
23 mars 2023
Indico style
Indico style - inline minutes
Indico style - numbered
Indico style - numbered + minutes
Indico Weeks View
Retour à l'affichage de la conférence
Choisissez le fuseau horaire
Utiliser le fuseau horaire de l'événement/catégorie
Veuillez spécifier un fuseau horaire
Africa/Abidjan
Africa/Accra
Africa/Addis_Ababa
Africa/Algiers
Africa/Asmara
Africa/Bamako
Africa/Bangui
Africa/Banjul
Africa/Bissau
Africa/Blantyre
Africa/Brazzaville
Africa/Bujumbura
Africa/Cairo
Africa/Casablanca
Africa/Ceuta
Africa/Conakry
Africa/Dakar
Africa/Dar_es_Salaam
Africa/Djibouti
Africa/Douala
Africa/El_Aaiun
Africa/Freetown
Africa/Gaborone
Africa/Harare
Africa/Johannesburg
Africa/Juba
Africa/Kampala
Africa/Khartoum
Africa/Kigali
Africa/Kinshasa
Africa/Lagos
Africa/Libreville
Africa/Lome
Africa/Luanda
Africa/Lubumbashi
Africa/Lusaka
Africa/Malabo
Africa/Maputo
Africa/Maseru
Africa/Mbabane
Africa/Mogadishu
Africa/Monrovia
Africa/Nairobi
Africa/Ndjamena
Africa/Niamey
Africa/Nouakchott
Africa/Ouagadougou
Africa/Porto-Novo
Africa/Sao_Tome
Africa/Tripoli
Africa/Tunis
Africa/Windhoek
America/Adak
America/Anchorage
America/Anguilla
America/Antigua
America/Araguaina
America/Argentina/Buenos_Aires
America/Argentina/Catamarca
America/Argentina/Cordoba
America/Argentina/Jujuy
America/Argentina/La_Rioja
America/Argentina/Mendoza
America/Argentina/Rio_Gallegos
America/Argentina/Salta
America/Argentina/San_Juan
America/Argentina/San_Luis
America/Argentina/Tucuman
America/Argentina/Ushuaia
America/Aruba
America/Asuncion
America/Atikokan
America/Bahia
America/Bahia_Banderas
America/Barbados
America/Belem
America/Belize
America/Blanc-Sablon
America/Boa_Vista
America/Bogota
America/Boise
America/Cambridge_Bay
America/Campo_Grande
America/Cancun
America/Caracas
America/Cayenne
America/Cayman
America/Chicago
America/Chihuahua
America/Ciudad_Juarez
America/Costa_Rica
America/Creston
America/Cuiaba
America/Curacao
America/Danmarkshavn
America/Dawson
America/Dawson_Creek
America/Denver
America/Detroit
America/Dominica
America/Edmonton
America/Eirunepe
America/El_Salvador
America/Fort_Nelson
America/Fortaleza
America/Glace_Bay
America/Goose_Bay
America/Grand_Turk
America/Grenada
America/Guadeloupe
America/Guatemala
America/Guayaquil
America/Guyana
America/Halifax
America/Havana
America/Hermosillo
America/Indiana/Indianapolis
America/Indiana/Knox
America/Indiana/Marengo
America/Indiana/Petersburg
America/Indiana/Tell_City
America/Indiana/Vevay
America/Indiana/Vincennes
America/Indiana/Winamac
America/Inuvik
America/Iqaluit
America/Jamaica
America/Juneau
America/Kentucky/Louisville
America/Kentucky/Monticello
America/Kralendijk
America/La_Paz
America/Lima
America/Los_Angeles
America/Lower_Princes
America/Maceio
America/Managua
America/Manaus
America/Marigot
America/Martinique
America/Matamoros
America/Mazatlan
America/Menominee
America/Merida
America/Metlakatla
America/Mexico_City
America/Miquelon
America/Moncton
America/Monterrey
America/Montevideo
America/Montserrat
America/Nassau
America/New_York
America/Nome
America/Noronha
America/North_Dakota/Beulah
America/North_Dakota/Center
America/North_Dakota/New_Salem
America/Nuuk
America/Ojinaga
America/Panama
America/Paramaribo
America/Phoenix
America/Port-au-Prince
America/Port_of_Spain
America/Porto_Velho
America/Puerto_Rico
America/Punta_Arenas
America/Rankin_Inlet
America/Recife
America/Regina
America/Resolute
America/Rio_Branco
America/Santarem
America/Santiago
America/Santo_Domingo
America/Sao_Paulo
America/Scoresbysund
America/Sitka
America/St_Barthelemy
America/St_Johns
America/St_Kitts
America/St_Lucia
America/St_Thomas
America/St_Vincent
America/Swift_Current
America/Tegucigalpa
America/Thule
America/Tijuana
America/Toronto
America/Tortola
America/Vancouver
America/Whitehorse
America/Winnipeg
America/Yakutat
Antarctica/Casey
Antarctica/Davis
Antarctica/DumontDUrville
Antarctica/Macquarie
Antarctica/Mawson
Antarctica/McMurdo
Antarctica/Palmer
Antarctica/Rothera
Antarctica/Syowa
Antarctica/Troll
Antarctica/Vostok
Arctic/Longyearbyen
Asia/Aden
Asia/Almaty
Asia/Amman
Asia/Anadyr
Asia/Aqtau
Asia/Aqtobe
Asia/Ashgabat
Asia/Atyrau
Asia/Baghdad
Asia/Bahrain
Asia/Baku
Asia/Bangkok
Asia/Barnaul
Asia/Beirut
Asia/Bishkek
Asia/Brunei
Asia/Chita
Asia/Choibalsan
Asia/Colombo
Asia/Damascus
Asia/Dhaka
Asia/Dili
Asia/Dubai
Asia/Dushanbe
Asia/Famagusta
Asia/Gaza
Asia/Hebron
Asia/Ho_Chi_Minh
Asia/Hong_Kong
Asia/Hovd
Asia/Irkutsk
Asia/Jakarta
Asia/Jayapura
Asia/Jerusalem
Asia/Kabul
Asia/Kamchatka
Asia/Karachi
Asia/Kathmandu
Asia/Khandyga
Asia/Kolkata
Asia/Krasnoyarsk
Asia/Kuala_Lumpur
Asia/Kuching
Asia/Kuwait
Asia/Macau
Asia/Magadan
Asia/Makassar
Asia/Manila
Asia/Muscat
Asia/Nicosia
Asia/Novokuznetsk
Asia/Novosibirsk
Asia/Omsk
Asia/Oral
Asia/Phnom_Penh
Asia/Pontianak
Asia/Pyongyang
Asia/Qatar
Asia/Qostanay
Asia/Qyzylorda
Asia/Riyadh
Asia/Sakhalin
Asia/Samarkand
Asia/Seoul
Asia/Shanghai
Asia/Singapore
Asia/Srednekolymsk
Asia/Taipei
Asia/Tashkent
Asia/Tbilisi
Asia/Tehran
Asia/Thimphu
Asia/Tokyo
Asia/Tomsk
Asia/Ulaanbaatar
Asia/Urumqi
Asia/Ust-Nera
Asia/Vientiane
Asia/Vladivostok
Asia/Yakutsk
Asia/Yangon
Asia/Yekaterinburg
Asia/Yerevan
Atlantic/Azores
Atlantic/Bermuda
Atlantic/Canary
Atlantic/Cape_Verde
Atlantic/Faroe
Atlantic/Madeira
Atlantic/Reykjavik
Atlantic/South_Georgia
Atlantic/St_Helena
Atlantic/Stanley
Australia/Adelaide
Australia/Brisbane
Australia/Broken_Hill
Australia/Darwin
Australia/Eucla
Australia/Hobart
Australia/Lindeman
Australia/Lord_Howe
Australia/Melbourne
Australia/Perth
Australia/Sydney
Canada/Atlantic
Canada/Central
Canada/Eastern
Canada/Mountain
Canada/Newfoundland
Canada/Pacific
Europe/Amsterdam
Europe/Andorra
Europe/Astrakhan
Europe/Athens
Europe/Belgrade
Europe/Berlin
Europe/Bratislava
Europe/Brussels
Europe/Bucharest
Europe/Budapest
Europe/Busingen
Europe/Chisinau
Europe/Copenhagen
Europe/Dublin
Europe/Gibraltar
Europe/Guernsey
Europe/Helsinki
Europe/Isle_of_Man
Europe/Istanbul
Europe/Jersey
Europe/Kaliningrad
Europe/Kirov
Europe/Kyiv
Europe/Lisbon
Europe/Ljubljana
Europe/London
Europe/Luxembourg
Europe/Madrid
Europe/Malta
Europe/Mariehamn
Europe/Minsk
Europe/Monaco
Europe/Moscow
Europe/Oslo
Europe/Paris
Europe/Podgorica
Europe/Prague
Europe/Riga
Europe/Rome
Europe/Samara
Europe/San_Marino
Europe/Sarajevo
Europe/Saratov
Europe/Simferopol
Europe/Skopje
Europe/Sofia
Europe/Stockholm
Europe/Tallinn
Europe/Tirane
Europe/Ulyanovsk
Europe/Vaduz
Europe/Vatican
Europe/Vienna
Europe/Vilnius
Europe/Volgograd
Europe/Warsaw
Europe/Zagreb
Europe/Zurich
GMT
Indian/Antananarivo
Indian/Chagos
Indian/Christmas
Indian/Cocos
Indian/Comoro
Indian/Kerguelen
Indian/Mahe
Indian/Maldives
Indian/Mauritius
Indian/Mayotte
Indian/Reunion
Pacific/Apia
Pacific/Auckland
Pacific/Bougainville
Pacific/Chatham
Pacific/Chuuk
Pacific/Easter
Pacific/Efate
Pacific/Fakaofo
Pacific/Fiji
Pacific/Funafuti
Pacific/Galapagos
Pacific/Gambier
Pacific/Guadalcanal
Pacific/Guam
Pacific/Honolulu
Pacific/Kanton
Pacific/Kiritimati
Pacific/Kosrae
Pacific/Kwajalein
Pacific/Majuro
Pacific/Marquesas
Pacific/Midway
Pacific/Nauru
Pacific/Niue
Pacific/Norfolk
Pacific/Noumea
Pacific/Pago_Pago
Pacific/Palau
Pacific/Pitcairn
Pacific/Pohnpei
Pacific/Port_Moresby
Pacific/Rarotonga
Pacific/Saipan
Pacific/Tahiti
Pacific/Tarawa
Pacific/Tongatapu
Pacific/Wake
Pacific/Wallis
US/Alaska
US/Arizona
US/Central
US/Eastern
US/Hawaii
US/Mountain
US/Pacific
UTC
Sauver
Europe/Paris
Français
Deutsch (Deutschland)
English (United Kingdom)
English (United States)
Español (España)
Français (France)
Italiano (Italia)
Polski (Polska)
Português (Brasil)
Türkçe (Türkiye)
Čeština (Česko)
Монгол (Монгол)
Українська (Україна)
中文 (中国)
S'authentifier
Workshop MESA - Stein's Method and Applications
de
mardi 21 mars 2023 (08:00)
à
jeudi 23 mars 2023 (18:00)
lundi 20 mars 2023
mardi 21 mars 2023
09:30
Conference opening
Conference opening
09:30 - 09:45
Room: Amphi Schwartz
09:45
Central convergence on Wiener chaoses always implies asymptotic smoothness and C-infinite convergence of densities
-
Guillaume Poly
(
IRMAR, Université de Rennes 1
)
Central convergence on Wiener chaoses always implies asymptotic smoothness and C-infinite convergence of densities
Guillaume Poly
(
IRMAR, Université de Rennes 1
)
09:45 - 10:40
Room: Amphi Schwartz
Let (F n) be any sequence of Wiener chaoses of any fixed order converging in distribution towards a standard Gaussian. In this talk, without any additional assumptions, we shall explain how to derive the asymptotic smoothness of the densities of F n , as well as the convergence of all its derivatives in every L q (R) for all q ∈ [1, +∞] towards the corresponding derivatives of the Gaussian density. In particular, these findings greatly improve the currently known types of convergence which are total variation and entropy that were obtained through Malliavin/Stein method. Joint work with Ronan Herry and Dominique Malicet
10:45
Coffee break
Coffee break
10:45 - 11:15
Room: Amphi Schwartz
11:15
Régularité des lois de formes quadratiques en des variables iid : une approche par forme de Dirichlet
-
Ronan Herry
(
IRMAR, Université de Rennes 1
)
Régularité des lois de formes quadratiques en des variables iid : une approche par forme de Dirichlet
Ronan Herry
(
IRMAR, Université de Rennes 1
)
11:15 - 12:10
Room: Amphi Schwartz
Nous présentons une nouvelle approche pour étudier la régularité de la loi d'une variable aléatoire quand l'espace de probabilité est équipé d'une forme de Dirichlet. Plus précisément nous développons une nouvelle technique pour contrôler les moments négatifs du carré du champ d'une variable aléatoire et utilisons le résultat (bien connu) qu'un tel contrôle implique un contrôle sur les normes de Sobolev de la densité. Notre approche se base sur une représentation du carré du champ par des variables gaussiennes et un calcul explicite sur les vas gaussiennes. Je présenterai une application à la régularité des de la loi d'une forme quadratique évaluée en une suite de vas iid. Travail en collaboration avec Dominique Malicet et Guillaume Poly.
12:15
Lunch at l'Esplanade
Lunch at l'Esplanade
12:15 - 14:00
14:00
Exponential convergence of Sinkhorn algorithm for quadratic entropic optimal transport
-
Giovanni Conforti
(
CMAP École Polytechnique
)
Exponential convergence of Sinkhorn algorithm for quadratic entropic optimal transport
Giovanni Conforti
(
CMAP École Polytechnique
)
14:00 - 14:55
Room: Amphi Schwartz
Over the past decade, Entropic Optimal Transport problem has emerged as a versatile and computationally more tractable proxy for the Optimal Transport (Monge-Kantorovich) problem for applications in data science and statistical machine learning. One of the reasons behind the interest in adding an entropic penalty in the Monge Kantorovich problem is the fact that solutions can be computed by means of Sinkhorn’s algorithm, a.k.a. Iterative Proportional Fitting Procedure. While the exponential convergence of Sinkhorn’s iterates is well understood in a discrete setting or for compactly supported measures and bounded costs, when moving to unbounded costs and non compact marginals the picture is far less clear. In this talk, we shall present an exponential convergence result in the landmark example of quadratic entropic optimal transport and approximately log-concave marginals. The main innovation in the proof strategy are new propagation of weak convexity results along Hamilton Jacobi Bellman equations, that may be of independent interest. Finally, we will highlight how Stein’s method could potentially lead to improvement and extension of our results. Joint work(s) with Alain Durmus, Giacomo Greco and Maxence Noble
14:55
Stein's method for stability estimates of the Poincaré constant
-
Jordan Serres
(
CREST - ENSAE
)
Stein's method for stability estimates of the Poincaré constant
Jordan Serres
(
CREST - ENSAE
)
14:55 - 15:50
Room: Amphi Schwartz
The Poincaré inequality governs the exponential convergence rate of algorithms such as Langevin dynamics. Interesting questions are then to understand how the Poincaré constant changes when the dynamics is perturbed, or to understand when this constant is minimal under certain constraints. In this talk, I will present some such results in the context of Markov diffusions. Their proof is based in particular on Stein's method for general one-dimensional distributions.
15:50
Coffee break
Coffee break
15:50 - 16:20
Room: Amphi Schwartz
16:20
Malliavin calculus for marked binomial processes and Chen-Stein method
-
Hélène Halconruy
(
ESILV
)
Malliavin calculus for marked binomial processes and Chen-Stein method
Hélène Halconruy
(
ESILV
)
16:20 - 17:15
Room: Amphi Schwartz
We can observe a clumping phenomenon when counting the number of series of $t$ heads in a sequence of independent coin tosses or the occurrences of a rare word in a DNA sequence. The Chen-Stein method is an efficient tool to limit the approximation error when the law of the number of clusters can be approximated by a Poisson law (possibly compound). We revisit this method by reducing these two problems to that of a Poisson approximation for functionals of marked binomial processes (MBPs), which are discrete analogues of marked Poisson processes. We then develop stochastic analysis tools and a Malliavin calculus for MBPs. Under this new formalism, we obtain a general criterion - for the distance in total variation - of the Poisson approximation for MBP functionals, in terms of Malliavin operators. In this talk, I will give elements of the Malliavin formalism for MBPs, state the general result of the approximation and illustrate it by applying it to the two situations of interest.
mercredi 22 mars 2023
09:00
The normal approximation of compound Hawkes functionals
-
Mahmoud Khabou
(
IMT, Université de Toulouse
)
The normal approximation of compound Hawkes functionals
Mahmoud Khabou
(
IMT, Université de Toulouse
)
09:00 - 09:55
Room: Amphi Schwartz
Joint work with N. Privault and A. Réveillac We derive quantitative bounds in the Wasserstein distance for the approximation of stochastic integrals of deterministic and non-negative integrands with respect to Hawkes processes by a normally distributed random variable. Our results are specifically applied to compound Hawkes processes, and improve on the current literature where estimates may not converge to zero in large time, or have been obtained only for specific kernels such as the exponential or Erlang functions.
09:55
Coffee break
Coffee break
09:55 - 10:25
Room: Amphi Schwartz
10:25
Total variation bound for Hadwiger's functional using Stein's method
-
Ivan Nourdin
(
University of Luxembourg
)
Total variation bound for Hadwiger's functional using Stein's method
Ivan Nourdin
(
University of Luxembourg
)
10:25 - 11:20
Room: Amphi Schwartz
Let $K$ be a convex body in $\mathbb{R}^d$. Let $X_K$ be a $d$-dimensional random vector distributed according to the Hadwiger-Wills density $\mu_K$ associated with $K$, defined as $\mu_K(x)=ce^{-\pi {\rm dist}^2(x,K)}$, $x\in \mathbb{R}^d$. Finally, let the information content $H_K$ be defined as $H_K={\rm dist}^2(X_K,K)$. In this talk, we will study the fluctuations of $H_K$ around its expectation as the dimension $d$ go to infinity. Stein's method plays a crucial role in our analysis. This is joint work with Valentin Garino.
11:20
Invertibility of functionals of the Poisson process and applications
-
Laurent Decreusefond
(
LTCI, Télécom Paris
)
Invertibility of functionals of the Poisson process and applications
Laurent Decreusefond
(
LTCI, Télécom Paris
)
11:20 - 12:15
Room: Amphi Schwartz
Joint work with L. Coutin Solving the SDE $dX(t)=r(X(t)) dt + dB(t) (1)$ is equivalent invert the map $B\mapsto B(t)-\int_0^t r(B(s)) ds$. We study the analog of this problem on the Poisson space. Because of the Girsanov Theorem, it turns out that equivalent problem consists in inverting a time change. We can then reinterpret the solution of the generalized Hawkes problem (find a self excited point process for a given compensator) as the analog to solving an SDE like (1). We then show a Yamada-Watanabe like theorem for weak and strong solutions to the Hawkes problem. Some relationships are also established between Hawkes processes and directed transport between point processes.
12:15
Lunch at l'Esplanade
Lunch at l'Esplanade
12:15 - 14:00
14:00
Free afternoon
Free afternoon
14:00 - 19:30
19:30
Dinner at Du Plaisir à la Toque restaurant
Dinner at Du Plaisir à la Toque restaurant
19:30 - 22:55
jeudi 23 mars 2023
09:45
Second order Poincaré inequalities and applications to geometric functionals
-
Raphaël Lachièze-Rey
(
MAP5, Université de Paris
)
Second order Poincaré inequalities and applications to geometric functionals
Raphaël Lachièze-Rey
(
MAP5, Université de Paris
)
09:45 - 10:40
Room: Amphi Schwartz
Stein's method applied to orthogonal decompositions has allowed to establish second order Poincaré inequalities for random functionals of binomial input and Poisson input. We will show how to apply these inequalities, and in particular how they enabled to show limit theorems for geometric functionals for random processes defined on the Euclidean space or a smooth manifold.
10:40
Coffee break
Coffee break
10:40 - 11:10
Room: Amphi Schwartz
11:10
Quantitative Generalized CLT with Self-Decomposable Limiting Laws by Spectral Methods
-
Benjamin Arras
(
Laboratoire Paul Painlevé, Université de Lille
)
Quantitative Generalized CLT with Self-Decomposable Limiting Laws by Spectral Methods
Benjamin Arras
(
Laboratoire Paul Painlevé, Université de Lille
)
11:10 - 12:05
Room: Amphi Schwartz
In this talk, I will present new stability results for non-degenerate centered self-decomposable laws with finite second moment and for non-degenerate symmetric alpha-stable laws with alpha in (1,2). These stability results are based on Stein's method and closed forms techniques. As an application, explicit rates of convergence are obtained for several instances of the generalized CLTs.
12:15
Lunch at l'Esplanade
Lunch at l'Esplanade
12:15 - 14:00
Room: Amphi Schwartz
14:00
Intertwinings and Stein's magic factors for birth-death processes
-
Bertrand Cloez
(
INRAE Montepellier
)
Intertwinings and Stein's magic factors for birth-death processes
Bertrand Cloez
(
INRAE Montepellier
)
14:00 - 14:55
Room: Amphi Schwartz
We present some quantitative bounds on the so-called Stein magic factors of discrete distributions. These ones are obtained from intertwining relations between Markov semigroups of birth-death processes and discrete gradients. We also illustrate the application of this Stein magic factors for the convergence of the binomial negative law to the Poisson one.
14:55
Central Limit Theorems for Poisson Random Waves
-
Anna Paola Todino
(
Università degli Studi di Milano-Bicocca
)
Central Limit Theorems for Poisson Random Waves
Anna Paola Todino
(
Università degli Studi di Milano-Bicocca
)
14:55 - 15:50
Room: Amphi Schwartz
We introduce a model of Poisson random waves in S^2 and we study Quantitative Central Limit Theorems when both the rate of the Poisson process and the frequency of the waves (eigenfunctions) diverge to infinity. We consider finite-dimensional distributions, harmonic coefficients and convergence in law in functional spaces, and we investigate carefully the interplay between the rate of divergence of eigenvalues and Poisson governing measures. The results were obtained exploiting Stein-Malliavin techniques on the Poisson space for the univariate and the multivariate case.
15:50
Coffee break
Coffee break
15:50 - 16:20
Room: Amphi Schwartz