Publications

2019

• Option pricing under fast-varying long-memory stochastic volatility
  
  • Garnier Josselin
  • Solna Knut
  Mathematical Finance, Wiley, 2019, 29 (1), pp.39-83. (10.1111/mafi.12186)
  DOI : 10.1111/mafi.12186
• ConvSCCS: convolutional self-controlled case-seris model for lagged adverser event detection
  
  • Morel Maryan
  • Bacry Emmanuel
  • Gaïffas Stéphane
  • Guilloux Agathe
  • Leroy Fanny
  Biostatistics, Oxford University Press (OUP), 2019. With the increased availability of large electronic health records databases comes the chance of enhancing health risks screening. Most post-marketing detection of adverse drug reaction (ADR) relies on physicians' spontaneous reports, leading to under-reporting. To take up this challenge, we develop a scalable model to estimate the effect of multiple longitudinal features (drug exposures) on a rare longitudinal outcome. Our procedure is based on a conditional Poisson regression model also known as self-controlled case series (SCCS). To overcome the need of precise risk periods specification, we model the intensity of outcomes using a convolution between exposures and step functions, which are penalized using a combination of group-Lasso and total-variation. Up to our knowledge, this is the first SCCS model with flexible intensity able to handle multiple longitudinal features in a single model. We show that this approach improves the state-of-the-art in terms of mean absolute error and computation time for the estimation of relative risks on simulated data. We apply this method on an ADR detection problem, using a cohort of diabetic patients extracted from the large French national health insurance database (SNIIRAM), a claims database containing medical reimbursements of more than 53 million people. This work has been done in the context of a research partnership between Ecole Polytechnique and CNAMTS (in charge of SNIIRAM). (10.1093/biostatistics/kxz003)
  DOI : 10.1093/biostatistics/kxz003
• Optimal inventory management and order book modeling
  
  • Baradel Nicolas
  • Bouchard Bruno
  • Evangelista David
  • Mounjid Othmane
  ESAIM: Proceedings and Surveys, EDP Sciences, 2019, 65, pp.145-181. We model the behavior of three agent classes acting dynamically in a limit order book of a financial asset. Namely, we consider market makers (MM), high-frequency trading (HFT) firms, and institutional brokers (IB). Given a prior dynamic of the order book, similar to the one considered in the Queue-Reactive models [14, 20, 21], the MM and the HFT define their trading strategy by optimizing the expected utility of terminal wealth, while the IB has a prescheduled task to sell or buy many shares of the considered asset. We derive the variational partial differential equations that characterize the value functions of the MM and HFT and explain how almost optimal control can be deduced from them. We then provide a first illustration of the interactions that can take place between these different market participants by simulating the dynamic of an order book in which each of them plays his own (optimal) strategy.
• Approximation of functions with small jump sets and existence of strong minimizers of Griffith's energy
  
  • Chambolle Antonin
  • Conti Sergio
  • Iurlano Flaviana
  Journal de Mathématiques Pures et Appliquées, Elsevier, 2019, 128 (9), pp.119--139. We prove that special functions of bounded deformation with small jump set are close in energy to functions which are smooth in a slightly smaller domain. This permits to generalize the decay estimate by De Giorgi, Carriero, and Leaci to the linearized context in dimension n and to establish the closedness of the jump set for local minimizers of the Griffith energy. (10.1016/j.matpur.2019.02.001)
  DOI : 10.1016/j.matpur.2019.02.001
• Avis en réponse à la saisine HCB- dossier 2019-159. Paris, le 16 décembre 2019
  
  • Comité Scientifique Du Haut Conseil Des Biotechnologies .
  • Angevin Frédérique
  • Bagnis Claude
  • Bar-Hen Avner
  • Barny Marie-Anne
  • Boireau Pascal
  • Brévault Thierry
  • Chauvel Bruno B.
  • Collonnier Cécile
  • Couvet Denis
  • Dassa Elie
  • Demeneix Barbara
  • Franche Claudine
  • Guerche Philippe
  • Guillemain Joël
  • Hernandez Raquet Guillermina
  • Khalife Jamal
  • Klonjkowski Bernard
  • Lavielle Marc
  • Le Corre Valérie
  • Lefèvre François
  • Lemaire Olivier
  • Lereclus Didier D.
  • Maximilien Rémy
  • Meurs Eliane
  • Naffakh Nadia
  • Négre Didier
  • Noyer Jean-Louis
  • Ochatt Sergio
  • Pages Jean-Christophe
  • Raynaud Xavier
  • Regnault-Roger Catherine
  • Renard Michel M.
  • Renault Tristan
  • Saindrenan Patrick
  • Simonet Pascal
  • Troadec Marie-Bérengère
  • Vaissière Bernard
  • de Verneuil Hubert
  • Vilotte Jean-Luc
  , 2019, pp.34 p.. Le Haut Conseil des biotechnologies (HCB) a été saisi sur le fondement du règlement (CE) n° 1829/2003 d’une demande d’avis relative au dossier EFSA-GMO-NL-2019-159 dans le but de proposer des commentaires à destination de l’EFSA en contribution à l’évaluation européenne du dossier, et d’éclairer les autorités compétentes françaises dans une étape intermédiaire en amont du vote à la Commission européenne. Déposé par la société Pioneer Hi-Bred International, Inc., ce dossier est une demande d’autorisation de mise sur le marché du maïs génétiquement modifié DP202216 à des fins d’importation, de transformation et d’alimentation humaine et animale dans l’Union européenne.
• Curvature: a variational approach
  
  • Agrachev Andrei
  • Barilari Davide
  • Rizzi Luca
  Memoirs of the American Mathematical Society, American Mathematical Society, 2019, 256 (1225). The curvature discussed in this paper is a rather far going generalization of the Riemann sectional curvature. We define it for a wide class of optimal control problems: a unified framework including geometric structures such as Riemannian, sub-Riemannian, Finsler and sub-Finsler structures; a special attention is paid to the sub-Riemannian (or Carnot-Caratheodory) metric spaces. Our construction of the curvature is direct and naive, and it is similar to the original approach of Riemann. Surprisingly, it works in a very general setting and, in particular, for all sub-Riemannian spaces. (10.1090/memo/1225)
  DOI : 10.1090/memo/1225
• New preconditioners for Laplace and Helmholtz integral equations on open curves
  
  • Averseng Martin
  , 2019. This paper is the second part of a work on Laplace and Helmholtz integral equations in 2 space dimensions on open curves. A new Galerkin method in weighted L 2 spaces together with new preconditioners for the weighted layer potentials are studied. This second part provides the theoretical analysis needed to establish the results announced in the first part. The main novelty is the introduction of a pseudo-differential calculus on open curves that allows to build parametrices for the weighted layer potentials. Contrarily to more classical approaches where the Mellin transform is used, this new approach is well-suited to the specific singularities that appear in the problem.
• Galton–Watson and branching process representations of the normalized Perron–Frobenius eigenvector
  
  • Cerf Raphaël
  • Dalmau Joseba
  ESAIM: Probability and Statistics, EDP Sciences, 2019, 23, pp.797-802. Let A be a primitive matrix and let λ be its Perron–Frobenius eigenvalue. We give formulas expressing the associated normalized Perron–Frobenius eigenvector as a simple functional of a multitype Galton–Watson process whose mean matrix is A , as well as of a multitype branching process with mean matrix e ( A − I ) t . These formulas are generalizations of the classical formula for the invariant probability measure of a Markov chain. (10.1051/ps/2019007)
  DOI : 10.1051/ps/2019007
• A breakdown of injectivity for weighted ray transforms in multidimensions
  
  • Goncharov Fedor O
  • Novikov Roman G
  Arkiv för Matematik, Royal Swedish Academy of Sciences, Institut Mittag-Leffler, 2019, 57, pp.333–371. We consider weighted ray-transforms $P_W$ (weighted Radon transforms along straight lines) in $\mathbb{R}^d, \, d\geq 2,$ with strictly positive weights $W$. We construct an example of such a transform with non-trivial kernel in the space of infinitely smooth compactly supported functions on $\mathbb{R}^d$. In addition, the constructed weight $W$ is rotation-invariant continuous and is infinitely smooth almost everywhere on $\mathbb{R}^d \times \mathbb{S}^{d-1}$. In particular, by this construction we give counterexamples to some well-known injectivity results for weighted ray transforms for the case when the regularity of $W$ is slightly relaxed. We also give examples of continous strictly positive $W$ such that $\dim \ker P_W \geq n$ in the space of infinitely smooth compactly supported functions on $\mathbb{R}^d$ for arbitrary $n\in \mathbb{N}\cup \{\infty\}$, where $W$ are infinitely smooth for $d=2$ and infinitely smooth almost everywhere for $d\geq 3$. (10.4310/ARKIV.2019.v57.n2.a5)
  DOI : 10.4310/ARKIV.2019.v57.n2.a5
• Regularity result for a shape optimization problem under perimeter constraint
  
  • Bogosel Beniamin
  Communications in Analysis and Geometry, International Press, 2019, 27 (7), pp.1523-1547. We study the problem of optimizing the eigenvalues of the Dirichlet Laplace operator under perimeter constraint. We prove that optimal sets are analytic outside a closed singular set of dimension at most d−8 by writing a general optimality condition in the case the optimal eigenvalue is multiple. As a consequence we find that the optimal k-th eigenvalue is strictly smaller than the optimal (k + 1)-th eigenvalue. We also provide an elliptic regularity result for sets with positive and bounded weak curvature. (10.4310/CAG.2019.v27.n7.a3)
  DOI : 10.4310/CAG.2019.v27.n7.a3
• Self-Exclusion among Online Poker Gamblers: Effects on Expenditure in Time and Money as Compared to Matched Controls
  
  • Luquiens Amandine
  • Dugravot Aline
  • Panjo Henri
  • Benyamina Amine
  • Gaïffas Stéphane
  • Bacry Emmanuel
  International Journal of Environmental Research and Public Health, MDPI, 2019, 16 (22), pp.4399. Background: No comparative data is available to report on the effect of online self-exclusion. The aim of this study was to assess the effect of self-exclusion in online poker gambling as compared to matched controls, after the end of the self-exclusion period. Methods: We included all gamblers who were first-time self-excluders over a 7-year period (n = 4887) on a poker website, and gamblers matched for gender, age and account duration (n = 4451). We report the effects over time of self-exclusion after it ended, on money (net losses) and time spent (session duration) using an analysis of variance procedure between mixed models with and without the interaction of time and self-exclusion. Analyzes were performed on the whole sample, on the sub-groups that were the most heavily involved in terms of time or money (higher quartiles) and among short-duration self-excluders (<3 months). Results: Significant effects of self-exclusion and short-duration self-exclusion were found for money and time spent over 12 months. Among the gamblers that were the most heavily involved financially, no significant effect on the amount spent was found. Among the gamblers who were the most heavily involved in terms of time, a significant effect was found on time spent. Short-duration self-exclusions showed no significant effect on the most heavily involved gamblers. Conclusions: Self-exclusion seems efficient in the long term. However, the effect on money spent of self-exclusions and of short-duration self-exclusions should be further explored among the most heavily involved gamblers. (10.3390/ijerph16224399)
  DOI : 10.3390/ijerph16224399
• Avis en réponse à la saisine HCB – dossier RX-016. Paris, le 21 février 2019
  
  • Comité Scientifique Du Haut Conseil Des Biotechnologies .
  • Angevin Frédérique
  • Bagnis Claude
  • Bar-Hen Avner
  • Barny Marie-Anne
  • Boireau Pascal
  • Brévault Thierry
  • Chauvel Bruno B.
  • Collonnier Cécile
  • Couvet Denis
  • Dassa Elie
  • Demeneix Barbara
  • Franche Claudine
  • Guerche Philippe
  • Guillemain Joël
  • Hernandez Raquet Guillermina
  • Khalife Jamal
  • Klonjkowski Bernard
  • Lavielle Marc
  • Le Corre Valérie
  • Lefèvre François
  • Lemaire Olivier
  • Lereclus Didier D.
  • Maximilien Rémy
  • Meurs Eliane
  • Naffakh Nadia
  • Négre Didier
  • Noyer Jean-Louis
  • Ochatt Sergio
  • Pages Jean-Christophe
  • Raynaud Xavier
  • Regnault-Roger Catherine
  • Renard Michel M.
  • Renault Tristan
  • Saindrenan Patrick
  • Simonet Pascal
  • Troadec Marie-Bérengère
  • Vaissière Bernard
  • de Verneuil Hubert
  • Vilotte Jean-Luc
  , 2019, pp.23 p.. Le Haut Conseil des biotechnologies (HCB) a été saisi sur le fondement du règlement (CE) n° 1829/2003 d’une demande d’avis relative au dossier EFSA-GMO-RX-016 dans le but de proposer des commentaires à destination de l’EFSA en contribution à l’évaluation européenne du dossier, et d’éclairer les autorités compétentes françaises dans une étape intermédiaire en amont du vote à la Commission européenne. Déposé par la société Syngenta Crop Protection NV/SA, ce dossier est une demande de renouvellement d’autorisation de mise sur le marché du maïs génétiquement modifié Bt11 à des fins d’importation, transformation, et alimentation humaine et animale dans l’Union européenne.
• THE INCOMPATIBILITY OPERATOR: FROM RIEMANN'S INTRINSIC VIEW OF GEOMETRY TO A NEW MODEL OF ELASTO-PLASTICITY
  
  • Amstutz Samuel
  • van Goethem Nicolas
  , 2019. The mathematical modelling in mechanics has a long-standing history as related to geometry, and significant progresses have often been achieved by the invention of new geometrical tools. Also, it happened that the elucidation of practical issues led to the invention of new scientific concepts, and possibly new paradigms, with potential impact far beyond. One such example is Riemann's intrinsic view in geometry, that offered a radically new insight in the Physics of the early 20-th century. On the other hand, the rather recent intrinsic approaches in elasticity and elasto-plasticity also share this philosophical standpoint of looking from inside, i.e., from the "manifold" point of view. Of course, this approach requires smoothness, and is thus incomplete for an analyst. Nevertheless, its first aim is to highlight the concepts of metric, curvature and torsion; these notions are addressed in the first part of this survey paper. In a second part, they are given a precise functional meaning and their properties are studied systematically. Further, a novel approach to elasto-plasticity constructed upon a model of incompatible elasticity is designed, carrying this intrinsic spirit. The main mathematical object in this theory is the incompatibility operator, i.e., a linearized version of Riemann's curvature tensor. So far, this route not only has led the authors to a new model with a solid functional foundation and proof of existence results, but also to a framework with a minimal amount of ad-hoc assumptions, and complying with both the basic principles of thermodynamics and invariance principles of Physics. The questions arising from this novel approach are complex and intriguing, but we believe that the model is now sufficiently well-posed to be studied simultaneously as a problem of mathematics and of mechanics. Most of the research program remains to be done, and this survey paper is written to present our model, with a particular care to put this approach into a historical perspective.
• Scaling limits of population and evolution processes in random environment
  
  • Bansaye Vincent
  • Caballero Maria-Emilia
  • Méléard Sylvie
  Electronic Journal of Probability, Institute of Mathematical Statistics (IMS), 2019, 95 (5), pp.749-784. Our motivation comes from the large population approximation of individual based models in population dynamics and population genetics. We propose a general method to investigate scaling limits of finite dimensional population size Markov chains to diffusion with jumps. The statements of tightness, identification and convergence in law are based on the convergence of suitable characteristics of the transition of the chain and strongly exploit the structure of the population processes defined recursively as sums of independent random variables. These results allow to reduce the convergence of characteristics of semimartingales to analytically tractable functional spaces. We develop two main applications. First, we extend the classical Wright-Fisher diffusion approximation to independent and identically distributed random environment. Second, we obtain the convergence in law of generalized Galton-Watson processes with interactions and random environment to the solution of stochastic differential equations with jumps. (10.1214/19-EJP262)
  DOI : 10.1214/19-EJP262
• A MICROSCOPIC VIEW ON THE FOURIER LAW
  
  • Bodineau Thierry
  • Gallagher Isabelle
  • Saint-Raymond Laure
  Comptes Rendus. Physique, Académie des sciences (Paris), 2019. The Fourier law of heat conduction describes heat diffusion in macroscopic systems. This physical law has been experimentally tested for a large class of physical systems. A natural question is to know whether it can be derived from the microscopic models using the fundamental laws of mechanics.
• The operator approach to entropy games
  
  • Akian Marianne
  • Gaubert Stéphane
  • Grand-Clément Julien
  • Guillaud Jérémie
  Theory of Computing Systems, Springer Verlag, 2019, 63, pp.1089-1130. Entropy games and matrix multiplication games have been recently introduced by Asarin et al. They model the situation in which one player (Despot) wishes to minimize the growth rate of a matrix product, whereas the other player (Tribune) wishes to maximize it. We develop an operator approach to entropy games. This allows us to show that entropy games can be cast as stochastic mean payoff games in which some action spaces are simplices and payments are given by a relative entropy (Kullback-Leibler divergence). In this way, we show that entropy games with a fixed number of states belonging to Despot can be solved in polynomial time. This approach also allows us to solve these games by a policy iteration algorithm, which we compare with the spectral simplex algorithm developed by Protasov. (10.1007/s00224-019-09925-z)
  DOI : 10.1007/s00224-019-09925-z
• Statistical estimation in a randomly structured branching population
  
  • Hoffmann Marc
  • Marguet Aline
  Stochastic Processes and their Applications, Elsevier, 2019, 129 (12), pp.5236-5277. We consider a binary branching process structured by a stochastic trait that evolves according to a diffusion process that triggers the branching events, in the spirit of Kimmel's model of cell division with parasite infection. Based on the observation of the trait at birth of the first n generations of the process, we construct nonparametric estimator of the transition of the associated bifurcating chain and study the parametric estimation of the branching rate. In the limit $n → ∞$, we obtain asymptotic efficiency in the parametric case and minimax optimality in the nonparametric case. (10.1016/j.spa.2019.02.015)
  DOI : 10.1016/j.spa.2019.02.015
• Mean field model for collective motion bistability
  
  • Garnier Josselin
  • Papanicolaou George
  • Yang Tzu-Wei
  Discrete and Continuous Dynamical Systems - Series B, American Institute of Mathematical Sciences, 2019, 24 (2), pp.851-879. (10.3934/dcdsb.2018210)
  DOI : 10.3934/dcdsb.2018210
• A stochastic data-based traffic model applied to vehicles energy consumption estimation
  
  • Le Rhun Arthur
  • Bonnans Frédéric
  • de Nunzio Giovanni
  • Leroy Thomas
  • Martinon Pierre
  IEEE Transactions on Intelligent Transportation Systems, IEEE, 2019. A new approach to estimate traffic energy consumption via traffic data aggregation in (speed,acceleration) probability distributions is proposed. The aggregation is done on each segment composing the road network. In order to reduce data occupancy, clustering techniques are used to obtain meaningful classes of traffic conditions. Different times of the day with similar speed patterns and traffic behavior are thus grouped together in a single cluster. Different energy consumption models based on the aggregated data are proposed to estimate the energy consumption of the vehicles in the road network. For validation purposes, a microscopic traffic simulator is used to generate the data and compare the estimated energy consumption to the reference one. A thorough sensitivity analysis with respect to the parameters of the proposed method (i.e. number of clusters, size of the distributions support, etc.) is also conducted in simulation. Finally, a real-life scenario using floating car data is analyzed to evaluate the applicability and the robustness of the proposed method. (10.1109/TITS.2019.2923292)
  DOI : 10.1109/TITS.2019.2923292
• A Scaling Analysis of a Star Network with Logarithmic Weights
  
  • Robert Philippe
  • Véber Amandine
  Stochastic Processes and their Applications, Elsevier, 2019. The paper investigates the properties of a class of resource allocation algorithms for communication networks: if a node of this network has L requests to transmit and is idle, it tries to access the channel at a rate proportional to log(1+L). A stochastic model of such an algorithm is investigated in the case of the star network, in which J nodes can transmit simultaneously, but interfere with a central node 0 in such a way that node 0 cannot transmit while one of the other nodes does. One studies the impact of the log policy on these J+1 interacting communication nodes. A fluid scaling analysis of the network is derived with the scaling parameter N being the norm of the initial state. It is shown that the asymptotic fluid behavior of the system is a consequence of the evolution of the state of the network on a specific time scale $(N t , t∈(0, 1))$. The main result is that, on this time scale and under appropriate conditions, the state of a node with index $j≥1$ is of the order of $N^{a_j(t)}$ , with $0≤a_j(t)<1$, where $t →a_j(t)$ is a piecewise linear function. Convergence results on the fluid time scale and a stability property are derived as a consequence of this study. (10.1016/j.spa.2018.06.002)
  DOI : 10.1016/j.spa.2018.06.002
• Quantifying uncertainties in signal position in non-resolved object images: application to space object observation
  
  • Sanson Francois
  • Frueh Carolin
  Advances in Space Research, Elsevier, 2019. Charged Coupled Devices (CCDs) and subsequently Complementary metal-oxide-semiconductor (CMOS) detectors revolutionized scientific imaging. On both the CCD and CMOS detector, the generated images are degraded by inevitable noise. In many applications, such as in astronomy or for satellite tracking , only unresolved object images are available. Strategies to estimate the center of the non-resolved image their results are affected by the detector noise. The uncertainty in the center is classically estimated by running prohibitively costly Monte Carlo simulations, but in this paper, we propose analytic uncertainty estimates of the center position. The expressions that depend on the pixel size, the signal to noise ratio and the extension of the object signal relative to the pixel size are validated against rigorous Monte Carlo simulations with very satisfying results. Numerical tests show that our analytic expression is an efficient substitute to the Monte Carlo simulation thereby reducing computational cost. (10.1016/j.asr.2018.12.040)
  DOI : 10.1016/j.asr.2018.12.040
• Avis en réponse à la saisine HCB - dossier RX-015. Paris, le 26 février 2019
  
  • Comité Scientifique Du Haut Conseil Des Biotechnologies .
  • Angevin Frédérique
  • Bagnis Claude
  • Bar-Hen Avner
  • Barny Marie-Anne
  • Boireau Pascal
  • Brévault Thierry
  • Chauvel Bruno B.
  • Collonnier Cécile
  • Couvet Denis
  • Dassa Elie
  • de Verneuil Hubert
  • Demeneix Barbara
  • Franche Claudine
  • Guerche Philippe
  • Guillemain Joël
  • Hernandez Raquet Guillermina
  • Khalife Jamal
  • Klonjkowski Bernard
  • Lavielle Marc
  • Le Corre Valérie
  • Lefèvre François
  • Lemaire Olivier
  • Lereclus Didier D.
  • Maximilien Rémy
  • Meurs Eliane
  • Naffakh Nadia
  • Négre Didier
  • Noyer Jean-Louis
  • Ochatt Sergio
  • Pages Jean-Christophe
  • Raynaud Xavier
  • Regnault-Roger Catherine
  • Renard Michel M.
  • Renault Tristan
  • Saindrenan Patrick
  • Simonet Pascal
  • Troadec Marie-Bérengère
  • Vaissière Bernard
  • Vilotte Jean-Luc
  , 2019.
• Avis en réponse à la saisine HCB - dossier 2018-151. Paris, le 10 janvier 2019
  
  • Comité Scientifique Du Haut Conseil Des Biotechnologies .
  • Angevin Frédérique
  • Bagnis Claude
  • Bar-Hen Avner
  • Barny Marie-Anne
  • Boireau Pascal
  • Brévault Thierry
  • Chauvel Bruno B.
  • Collonnier Cécile
  • Couvet Denis
  • Dassa Elie
  • de Verneuil Hubert
  • Demeneix Barbara
  • Franche Claudine
  • Guerche Philippe
  • Guillemain Joël
  • Hernandez Raquet Guillermina
  • Khalife Jamal
  • Klonjkowski Bernard
  • Lavielle Marc
  • Le Corre Valérie
  • Lefèvre François
  • Lemaire Olivier
  • Lereclus Didier D.
  • Maximilien Rémy
  • Meurs Eliane
  • Naffakh Nadia
  • Négre Didier
  • Noyer Jean-Louis
  • Ochatt Sergio
  • Pages Jean-Christophe
  • Raynaud Xavier
  • Regnault-Roger Catherine
  • Renard Michel M.
  • Renault Tristan
  • Saindrenan Patrick
  • Simonet Pascal
  • Troadec Marie-Bérengère
  • Vaissière Bernard
  • Vilotte Jean-Luc
  , 2019.
• New preconditioners for Laplace and Helmholtz integral equations on open curves
  
  • Alouges François
  • Averseng Martin
  , 2019. The numerical resolution of wave scattering problems by open curves leads to ill-conditioned linear systems which are difficult to precondition due to the geometrical singularities at the edges. We introduce two new preconditioners to tackle this problem respectively for Dirichlet or Neu-mann boundary data, that take the form of square roots of local operators. We describe an adapted analytical setting to analyze them and demonstrate the efficiency of this method on several numerical examples. A complete new pseudo-differential calculus suited to the study of such operators is postponed to the second part of this work.
• Incomplete graphical model inference via latent tree aggregation
  
  • Robin Geneviève
  • Ambroise Christophe
  • Robin Stephane S.
  Statistical Modelling, SAGE Publications, 2019, 19 (5), pp.545-568. Graphical network inference is used in many fields such as genomics or ecology to infer the conditional independence structure between variables, from measurements of gene expression or species abundances for instance. In many practical cases, not all variables involved in the network have been observed, and the samples are actually drawn from a distribution where some variables have been marginalized out. This challenges the sparsity assumption commonly made in graphical model inference, since marginalization yields locally dense structures, even when the original network is sparse. We present a procedure for inferring Gaussian graphical models when some variables are unobserved, that accounts both for the influence of missing variables and the low density of the original network. Our model is based on the aggregation of spanning trees, and the estimation procedure on the Expectation-Maximization algorithm. We treat the graph structure and the unobserved nodes as missing variables and compute posterior probabilities of edge appearance. To provide a complete methodology, we also propose several model selection criteria to estimate the number of missing nodes. A simulation study and an illustration flow cytometry data reveal that our method has favorable edge detection properties compared to existing graph inference techniques. The methods are implemented in an R package. (10.1177/1471082X18786289)
  DOI : 10.1177/1471082X18786289