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1

Investment/Consumption Problem in Illiquid Markets with Regime-Switching

Gassiat, Paul, Gozzi, Fausto, Pham, Huyên

Journal:

SIAM Journal on Control and Optimization

Year:

2014

Language:

english

File:

PDF, 375 KB

english, 2014

2

OPTIMAL INVESTMENT ON FINITE HORIZON WITH RANDOM DISCRETE ORDER FLOW IN ILLIQUID MARKETS

GASSIAT, PAUL, PHAM, HUYÊN, SÎRBU, MIHAI

Journal:

International Journal of Theoretical and Applied Finance

Year:

2011

Language:

english

File:

PDF, 280 KB

english, 2011

3

Physical Brownian motion in a magnetic field as a rough path

Friz, Peter, Gassiat, Paul, Lyons, Terry

Journal:

Transactions of the American Mathematical Society

Year:

2015

Language:

english

File:

PDF, 251 KB

english, 2015

4

The local geometry of finite mixtures

Gassiat, Elisabeth, van Handel, Ramon

Journal:

Transactions of the American Mathematical Society

Year:

2013

Language:

english

File:

PDF, 411 KB

english, 2013

5

IMPACT OF TIME ILLIQUIDITY IN A MIXED MARKET WITHOUT FULL OBSERVATION

Federico, Salvatore, Gassiat, Paul, Gozzi, Fausto

Journal:

Mathematical Finance

Year:

2015

Language:

english

File:

PDF, 493 KB

english, 2015

6

FORGETTING OF THE INITIAL DISTRIBUTION FOR NONERGODIC HIDDEN MARKOV CHAINS

Randal Douc, Elisabeth Gassiat, Benoit Landelle and Eric Moulines

Journal:

The Annals of Applied Probability

Year:

2010

Language:

english

File:

PDF, 1.54 MB

english, 2010

7

Utility maximization with current utility on the wealth: regularity of solutions to the HJB equation

Federico, Salvatore, Gassiat, Paul, Gozzi, Fausto

Journal:

Finance and Stochastics

Year:

2015

Language:

english

File:

PDF, 1.03 MB

english, 2015

8

MEM pixel correlated solutions for generalized moment and interpolation problems

Csiszar, I., Gamgoa, F., Gassiat, E.

Journal:

IEEE Transactions on Information Theory

Year:

1999

Language:

english

File:

PDF, 555 KB

english, 1999

9

River Continuity Restoration and Diadromous Fishes: Much More than an Ecological Issue

Drouineau, H., Carter, C., Rambonilaza, M., Beaufaron, G., Bouleau, G., Gassiat, A., Lambert, P., le Floch, S., Tétard, S., de Oliveira, E.

Journal:

Environmental Management

Year:

2018

Language:

english

File:

PDF, 940 KB

english, 2018

10

Root’s barrier, viscosity solutions of obstacle problems and reflected FBSDEs

Gassiat, Paul, Oberhauser, Harald, dos Reis, Gonçalo

Journal:

Stochastic Processes and their Applications

Year:

2015

Language:

english

File:

PDF, 570 KB

english, 2015

11

Consistent estimation of the filtering and marginal smoothing distributions in nonparametric hidden Markov models

De Castro, Yohann, Gassiat, Elisabeth, Le Corff, Sylvain

Journal:

IEEE Transactions on Information Theory

Year:

2017

Language:

english

File:

PDF, 390 KB

english, 2017

12

Likelihood ratio inequalities with applications to various mixtures

Elisabeth Gassiat

Journal:

Annales de l'Institut Henri Poincare (B) Probability and Statistics

Year:

2002

Language:

english

File:

PDF, 89 KB

english, 2002

13

Eikonal equations and pathwise solutions to fully non-linear SPDEs

Friz, Peter K., Gassiat, Paul, Lions, Pierre-Louis, Souganidis, Panagiotis E.

Journal:

Stochastic Partial Differential Equations: Analysis and Computations

Year:

2017

Language:

english

File:

PDF, 544 KB

english, 2017

14

The location of old groundwater in hydrogeologic basins and layered aquifer systems

Gassiat, Claire, Gleeson, Tom, Luijendijk, Elco

Journal:

Geophysical Research Letters

Year:

2013

Language:

english

File:

PDF, 806 KB

english, 2013

15

Joint Estimation of Intersecting Context Tree Models

GALVES, ANTONIO, GARIVIER, AURÉLIEN, GASSIAT, ELISABETH

Journal:

Scandinavian Journal of Statistics

Year:

2013

Language:

english

File:

PDF, 569 KB

english, 2013

16

A minimum description length approach to hidden Markov models with Poisson and Gaussian emissions. Application to order identification

A. Chambaz, A. Garivier, E. Gassiat

Journal:

Journal of Statistical Planning and Inference

Year:

2009

Language:

english

File:

PDF, 559 KB

english, 2009

17

Variable selection in model-based clustering using multilocus genotype data

Wilson Toussile, Elisabeth Gassiat

Journal:

Advances in Data Analysis and Classification

Year:

2009

Language:

english

File:

PDF, 309 KB

english, 2009

18

Error exponents for AR order testing

Boucheron, S., Gassiat, E.

Journal:

IEEE Transactions on Information Theory

Year:

2006

Language:

english

File:

PDF, 475 KB

english, 2006

19

Identification of noisy linear systems with discrete random input

Gassiat, E., Gautherat, E.

Journal:

IEEE Transactions on Information Theory

Year:

1998

Language:

english

File:

PDF, 486 KB

english, 1998

20

About Adaptive Coding on Countable Alphabets

Bontemps, Dominique, Boucheron, Stephane, Gassiat, Elisabeth

Journal:

IEEE Transactions on Information Theory

Year:

2014

Language:

english

File:

PDF, 301 KB

english, 2014

21

About Adaptive Coding on Countable Alphabets: Max-Stable Envelope Classes

Boucheron, Stephane, Gassiat, Elisabeth, Ohannessian, Mesrob I.

Journal:

IEEE Transactions on Information Theory

Year:

2015

Language:

english

File:

PDF, 381 KB

english, 2015

22

A Bernstein-Von Mises Theorem for discrete probability distributions

Boucheron, S., Gassiat, E.

Journal:

Electronic Journal of Statistics

Year:

2009

Language:

english

File:

PDF, 418 KB

english, 2009

23

Préface

Elisabeth Gassiat, Pascal Massart, Dominique Picard

Journal:

Annales de l'Institut Henri Poincare (B) Probability and Statistics

Year:

2002

Language:

french

File:

PDF, 7 KB

french, 2002

24

Stochastic control with rough paths

Diehl, Joscha, Friz, Peter K., Gassiat, Paul

Journal:

Applied Mathematics & Optimization

Year:

2017

Language:

english

File:

PDF, 595 KB

english, 2017

25

A regularity structure for rough volatility

Bayer, Christian, Friz, Peter K., Gassiat, Paul, Martin, Jorg, Stemper, Benjamin

Journal:

Mathematical Finance

Year:

2019

File:

PDF, 1.09 MB

2019

26

Time discretization and quantization methods for optimal multiple switching problem

Paul Gassiat, Idris Kharroubi, Huyên Pham

Journal:

Stochastic Processes and their Applications

Year:

2012

Language:

english

File:

PDF, 344 KB

english, 2012

27

On simultaneous signal estimation and parameter identification using a generalized likelihood approach

Gassiat, E., Monfront, F., Goussard, Y.

Journal:

IEEE Transactions on Information Theory

Year:

1992

Language:

english

File:

PDF, 585 KB

english, 1992

28

Forgetting of the initial distribution for nonergodic Hidden Markov Chains

Douc, Randal, Gassiat, Elisabeth, Landelle, Benoit, Moulines, Eric

Journal:

The Annals of Applied Probability

Year:

2010

Language:

english

File:

PDF, 269 KB

english, 2010

29

Adaptive estimation of high-dimensional signal-to-noise ratios

Verzelen, Nicolas, Gassiat, Elisabeth

Journal:

Year:

2018

Language:

english

File:

PDF, 270 KB

english, 2018

30

Parameter Estimation in Pair-hidden Markov Models

ANA ARRIBAS-GIL, ELISABETH GASSIAT, CATHERINE MATIAS

Journal:

Scandinavian Journal of Statistics

Year:

2006

Language:

english

File:

PDF, 869 KB

english, 2006

31

[IEEE 1998 IEEE International Symposium on Information Theory - Cambridge, MA, USA (16-21 Aug. 1998)] Proceedings. 1998 IEEE International Symposium on Information Theory (Cat. No.98CH36252) - MEM pixel correlated solutions for generalized moment and interpolation problems

Csiszar, I., Gamboa, F., Gassiat, E.

Year:

1998

Language:

english

File:

PDF, 96 KB

english, 1998

32

Speed of propagation for Hamilton–Jacobi equations with multiplicative rough time dependence and convex Hamiltonians

Gassiat, Paul, Gess, Benjamin, Lions, Pierre-Louis, Souganidis, Panagiotis E.

Journal:

Probability Theory and Related Fields

Year:

2019

Language:

english

File:

PDF, 591 KB

english, 2019

33

Asymptotic Distribution and Local Power of the Log-Likelihood Ratio Test for Mixtures: Bounded and Unbounded Cases

Jean-Marc Azaïs, Élisabeth Gassiat and Cécile Mercadier

Journal:

Year:

2006

Language:

english

File:

PDF, 1.56 MB

english, 2006

34

The maximum entropy method on the mean: Applications to linear programming and superresolution

F. Gamboa, E. Gassiat

Journal:

Mathematical Programming

Year:

1994

Language:

english

File:

PDF, 919 KB

english, 1994

35

Testing the order of a model using locally conic parametrization: population mixtures and stationary ARMA processes

Dacunha-Castelle, D., Gassiat, E.

Journal:

The Annals of Statistics

Year:

1999

Language:

english

File:

PDF, 229 KB

english, 1999

36

Regularization by noise for stochastic Hamilton–Jacobi equations

Gassiat, Paul, Gess, Benjamin

Journal:

Probability Theory and Related Fields

Year:

2018

Language:

english

File:

PDF, 630 KB

english, 2018

37

Asymptotic distribution and local power of the log-likelihood ratio test for mixtures: bounded and unbounded cases

Azaïs, Jean-Marc, Gassiat, Élisabeth, Mercadier, Cécile

Journal:

Year:

2006

Language:

english

File:

PDF, 203 KB

english, 2006

38

Blind deconvolution of discrete linear systems

Gassiat, E., Gamboa, F.

Journal:

The Annals of Statistics

Year:

1996

Language:

english

File:

PDF, 303 KB

english, 1996

39

Efficient Semiparametric Estimation of the Periods in a Superposition of Periodic Functions with Unknown Shape

Elisabeth Gassiat, Céline Lévy-Leduc

Journal:

Journal of Time Series Analysis

Year:

2006

Language:

english

File:

PDF, 290 KB

english, 2006

40

Bayesian methods and maximum entropy for ill-posed inverse problems

Gamboa, F., Gassiat, E.

Journal:

The Annals of Statistics

Year:

1997

Language:

english

File:

PDF, 376 KB

english, 1997

41

Reply to comment by Flewelling and Sharma on “Hydraulic fracturing in faulted sedimentary basins: Numerical simulation of potential contamination of shallow aquifers over long time scales”

Lefebvre, René, Gleeson, Tom, McKenzie, Jeffrey M., Gassiat, Claire

Journal:

Water Resources Research

Year:

2015

Language:

english

File:

PDF, 231 KB

english, 2015

42

Quadratic deviation of penalized mean squares regression estimates

Paul Doukhan, Elisabeth Gassiat

Journal:

Journal of Multivariate Analysis

Year:

1992

Language:

english

File:

PDF, 541 KB

english, 1992

43

Coding on Countably Infinite Alphabets

Boucheron, S., Garivier, A., Gassiat, E.

Journal:

IEEE Transactions on Information Theory

Year:

2009

Language:

english

File:

PDF, 363 KB

english, 2009

44

Blind Deconvolution of Discrete Linear Systems

F. Gamboa and E. Gassiat

Journal:

The Annals of Statistics

Year:

1996

Language:

english

File:

PDF, 1.22 MB

english, 1996

45

Efficient semiparametric estimation and model selection for multidimensional mixtures

Gassiat, Elisabeth, Rousseau, Judith, Vernet, Elodie

Journal:

Electronic Journal of Statistics

Year:

2018

Language:

english

File:

PDF, 681 KB

english, 2018

46

The likelihood ratio test for general mixture models with or without structural parameter

Azaïs, Jean-Marc, Gassiat, Élisabeth, Mercadier, Cécile

Journal:

ESAIM Probability and Statistics

Year:

2009

Language:

english

File:

PDF, 372 KB

english, 2009

47

Concentration Inequalities, Large and Moderate Deviations for Self-Normalized Empirical Processes

Bernard Bercu, Elisabeth Gassiat and Emmanuel Rio

Journal:

The Annals of Probability

Year:

2002

Language:

english

File:

PDF, 2.00 MB

english, 2002

48

Adaptive Estimation in Noncausal Stationary AR Processes

Journal:

The Annals of Statistics

Year:

1993

Language:

english

File:

PDF, 1.22 MB

english, 1993

49

Least squares moment identification of binary regression mixture models

Auder, Benjamin, Gassiat, Elisabeth, Loum, Mor Absa

Journal:

Year:

2020

File:

PDF, 745 KB

2020

50

Sets of Superresolution and the Maximum Entropy Method on the Mean

Gamboa, F., Gassiat, E.

Journal:

SIAM Journal on Mathematical Analysis

Year:

1996

Language:

english

File:

PDF, 1.98 MB

english, 1996

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