2018

Costa, Manon, Gadat, Sébastien, Gonnord, Pauline and Risser, Laurent (2018) Cytometry inference through adaptive atomic deconvolution. TSE Working Paper, n. 18-905, Toulouse

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

Bercu, Bernard, Costa, Manon and Gadat, Sébastien (2020) Stochastic approximation algorithms for superquantiles estimation. TSE Working Paper, n. 20-1142, 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.

2022

Costa, Manon, Gadat, Sébastien and Huang, Lorick (2022) CV@R penalized portfolio optimization with biased stochastic mirror descent. TSE Working Paper, n. 22-1342, Toulouse

2025

Costa, Manon, Gadat, Sébastien and Huang, Lorick (2025) CV@R penalized portfolio optimization with biased stochastic mirror descent. Finance and Stochastics, Vol. 29. pp. 609-664.

2026

Costa, Manon, Gadat, Sébastien, Gendre, Xavier and Klein, Thierry (2026) On-line Pick-Freeze Mirror algorithm for Sensitity Analysis. TSE Working Paper, n. 26-1751, Toulouse