2019

Costa, Manon, Gadat, Sébastien, Gonnord, Pauline and Risser, Laurent (2019) Cytometry inference through adaptive atomic deconvolution. Journal of Nonparametric Statistics, vol. 31 (n° 2). pp. 506-547.

2020

Gadat, Sébastien and Costa, Manon (2020) Non asymptotic controls on a stochastic algorithm for superquantile approximation. TSE Working Paper, n. 20-1149, Toulouse

2021

Bercu, Bernard, Gadat, Sébastien and Costa, Manon (2021) Stochastic approximation algorithms for superquantiles estimation. Electronic Journal of Probability, vol. 26 (n° 84). pp. 1-29.

Gadat, Sébastien and Costa, Manon (2021) Non-Asymptotic Study of a Recursive Superquantile Estimation Algorithm. Electronic Journal of Statistics, vol.15 (n°2). pp. 4718-4769.

2024

Costa, Manon, Gadat, Sébastien and Huang, Lorick (2024) CV@R penalized portfolio optimization with biased stochastic mirror descent. Finance and Stochastics. (In Press)